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.