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In this paper we present an approach to the identification of nonlinear input–state–output systems. By using a bilinear approximation to the dynamics of interactions among states, the parameters of the implicit causal model reduce to three sets. These comprise (1) parameters that mediate the influence of extrinsic inputs on the states, (2) parameters that mediate intrinsic coupling among the states, and (3) [bilinear] parameters that allow the inputs to modulate that coupling. Identification proceeds in a Bayesian framework given known, deterministic inputs and the observed responses of the system. We developed this approach for the analysis of effective connectivity using experimentally designed inputs and fMRI responses. In this context, the coupling parameters correspond to effective connectivity and the bilinear parameters reflect the changes in connectivity induced by inputs. The ensuing framework allows one to …