The primary objective of this book has been to present a reasonably broad overview of the different classes of discrete-time dynamic models that have been proposed for empirical modeling, particularly in the process control literature. In its simplest form, the empirical modeling process consists of the following four steps: 1. Select a class C of model structures 2. Generate input/output data from the physical process P 3. Determine the model M ∊ C that best fits this dataset 4. Assess the general validity of the model M. The objective of this final chapter is to briefly examine these four modeling steps, with particular emphasis on the first since the choice of the model class C ultimately determines the utility of the empirical model, both with respect to the application (e.g., the difficulty of solving the resulting model-based control problem) and with respect to fidelity of approximation. Some of the basic issues of model structure selection are introduced in Sec. 8.1 and a more detailed treatment is given in Sec. 8.3, emphasizing connections with results presented in earlier chapters; in addition, the problem of model structure selection is an important component of the case studies presented in Secs. 8.2 and 8.5. The second step in this procedure—input sequence design—is discussed in some detail in Sec. 8.4 and is an important component of the second case study (Sec. 8.5). The literature associated with the parameter estimation problem—the third step in the empirical modeling process—is much too large to attempt to survey here, but a brief summary of some representative results is given in Sec. 8.1.1. Finally, the task of model validation often depends strongly on the details of the physical system being modelled and the ultimate application intended for the model. Consequently, detailed treatment of this topic also lies beyond the scope of this book but again, some representative results are discussed briefly in Sec. 8.1.3 and illustrated in the first case study (Sec. 8.2). Finally, Sec. 8.6 concludes both the chapter and the book with some philosophical observations on the problem of developing moderate-complexity, discrete-time dynamic models to approximate the behavior of high-complexity, continuous-time physical systems.