Modeling of discrete-time time series: a summary

Summary form only given. The approach to modeling inspired by the behavioral framework consists in treating all measurements on an equal footing, not distinguishing between inputs and outputs. Consequently, the initial search is for autonomous models. In the linear, time invariant case, the main result guarantees the existence of a minimal complexity autonomous generating model Θ*. This means that all other models Θ can be explicitly constructed from Θ* by means of a feedback configuration. Among them in most cases, the so-called input-output controllable models are of interest. These models can be constructed in an easy-to-implement, recursive way