The main motivation for this project is to improve the model of dynamical systems, beyond the physics-based models, by incorporating measurements of the model outputs/states in the modelling process. This method of modelling is called Grey-Box which employs a White-Box model (physics-based model) in conjunction with a Black-Box model (purely based on data). In this project, the main area of focus is the Black-Box part. We want to study and devise Machine Learning methods that can learn very complex models of real mobile robots which are hard or expensive to model, for example, a quadrotor.