Simulation of Nonlinear Systems Trajectories: between Models and Behaviors

Abstract

In this paper, we study connections between the classical model-based approach to nonlinear system theory, where systems are represented by equations, and the nonlinear behavioral approach, where systems are defined as sets of trajectories. In particular, we focus on equivalent representations of the systems in the two frameworks for the problem of simulating a future nonlinear system trajectory starting from a given set of noisy data. The goal also includes extending some existing results from the deterministic to the stochastic setting.