Modelling is a term widely used in System Identification (SI), which is referred to as the art and science of building mathematical models of systems using some measured data. The systems of interest in this thesis are additive manufacturing processes such as fused deposition modelling, machining processes such as turning, and finishing processes such as vibratory finishing. These processes comprise multiple input and output variables, making their operating mechanisms complex. In addition, it can be costly to obtain the process data and therefore there is a strong need for effective and efficient ways of modelling these systems. The models developed for a system can help to reveal hidden