The main goal of this contribution is to give an insight into one of the most beautiful experiences: to be an experimentalist in Nonlinear Dynamics. In particular, I will refer to my field of expertise of Experimental Nonlinear Dynamics in Optical Systems. However, the great property of Nonlinear Dynamics is that the results are usually valid for different subjects ranging from biology to economics, and from physics to administration (to mention just those that we may consider opposite in spirit). With this in mind, you will be able to transfer many things I will write about to other fields, even to theoretical physics! The second goal is to describe how to interpret data and how to link it to general concepts of Nonlinear Dynamics. Third and last goal (but not less important) is to show that Experimental Nonlinear Dynamics is one of the most exciting fields in Physics and Mathematics. For this reason I will limit the discussions to a phenomenon called excitability.

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