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Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this article is to give a review of techniques which use observed values of the technical systems in order to take into account the inadequacy of a computer model in uncertainty quantification. The techniques reviewed in this article are illustrated and compared by applying them to applications in mechanical engineering.