An off-line algorithm for empirical modeling and identification of non
-linear dynamic systems is presented. The minimal input to the algorit
hm is a sequence of empirical data and the model order. Using this inf
ormation, the algorithm searches for an optimal model structure and pa
rameters within a rich non-linear model set. The model representation
is based on the interpolation of a number of simple local models, wher
e each local model has a limited range of validity, but the local mode
ls yield a complete global model when interpolated. The method is illu
strated using simulated data.