Abstract
The enterprise of system modelling is comprised of two tasks: the model specification and the model or parameter estimation. The model specification task borrows on our understanding of the system workings, as they can be manifested in a formal mathematical way. Therefore, it is liable to the risks of partial knowledge or incorrect understanding of some facets of the system function. This necessitates objective and exhaustive tests for the validity of the postulated models. Such an effective and universal test can be found in the nonparametric formulation of Wiener's theory for the identification of nonlinear systems. This paper discusses the “whys” and the “hows” of this model validation procedure, that offers, in addition, constructive suggestions for model alternatives.
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