This paper examines the use of system identification to describe time-varying phenomena in a smoking cessation intervention. The analysis is facilitated by the availability of intensive longitudinal data that enables the application of system identification techniques. Two model structures are considered; one involves the concept of statistical mediation, while the other describes a feedback mechanism. In fitting these models to intensive longitudinal data from a University of Wisconsin clinical trial that studied bupropion and counseling as smoking cessation aids, we focus on the relationship between craving and smoking. Here, we find craving features inverse response and smoking behavior features a dramatic reduction on the quit date, followed by a resumption in smoking. Analyzing the resulting models, we find that they differ in how they describe smoking resumption, and the case is made that the feedback mechanism more appropriately describes the relationship between craving and smoking.