Abstract
We propose and investigate a principle for system identification in the behavioural framework. In the behavioural framework a system is defined as a set of trajectories. The first step in our approach is to identify the deterministic part of the observed trajectories. To do so we use risk minimization methods. Subsequently we use the identified trajectories in an exact modelling procedure due to Antoulas and Willerns (1992). The modelling procedure gives us all linear, time invariant, continuous time systems that could have generated the identified trajectories.
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