Let's say that I want to model this state space model: $$\dot{x}(t) = Ax(t) + Bu(t)$$ $$y(t) = Cx(t) + Du(t)$$
But I know $x(t), u(t)$ and not $A, B, C, D$.
Can I then use multiple linear regression to estimate(curve fit) the state space model?
If you don't know what multiple linear regression is: Look here: https://youtu.be/qdOG7YMolmA?t=4m9s