Construction of minimal linear state-variable models from finite input-output data

An algorithm for constructing minimal linear finite-dimensional realizations (a minimal partial realization) of an unknown (possibly infinite-dimensional) system from an external description as given by its Markov parameters is presented. It is shown that the resulting realization in essence models the transient response of the unknown system. If the unknown system is linear, this technique can be used to find a smaller dimensional linear system having the same transient characteristics. If the unknown system is nonlinear, the technique can be used either 1) to determine a useful nonlinear model, or 2) te determine a linear model, both of which approximate the transient response of the nonlinear system.