Finally, we mention several possible engineering applications of these new notions, such as signal classification and fault detection. In this talk we present a general framework for modelling dynamic linear time-invariant systems. It combines the ideas of the prediction error modelling approach and the behavioral modelling approach. The proposed model selection procedure is shown to depend only on the model parameters. This reformulation of the problem gives extra insight into the new framework and furthermore it provides an algorithm for solving the model selection procedure.
Experiments illustrate the potential of the so-called misfit versus latency framework.