Verification of the mathematical model of a multidimensional dynamic system for adequacy based on the spectral norm of a residual matrix

An approach is suggested to the operative verification for adequacy of the mathematical model of a multidimensional dynamic system on the basis of the statistical analysis of a sequence of residuals between output coordinates of the system and those of its mathematical model. Here, a new statistic, namely, the spectral norm of a normalized matrix of residuals, is introduced and a method of defining the upper confidence bound of this statistic is given.