Assume an n-dimensional dynamical system evolving on an attractor A. A has fractal dimension d, which often is considerably smaller then n. The system state is observed through a sequence of measurements , resulting in a time series of measurements . Under weak assumptions concerning and the fractal embedding theorem[Sauer et al. , 1991] ensures that, for , the set of all delayed coordinate vectors
with an arbitrary delay time and arbitrary , forms an
embedding of A in the -dimensional reconstruction space.
We call the minimal , which yields an embedding of A, the
embedding dimension . Because the embedding preserves
characteristic features of A, it may be employed for building a
system model.
In the case of instationary systems the concept of attractors,
which does rely on the behavior of the system for , does
not take over immediately. If, however, the instationarity is due to
slowly varying system parameters, it is possible to model the system
dynamics using a sequence of attractors. As it turns out this
approach leads to reasonable results in the case of musical instruments.