The concept of a dynamical system has its origins in Newtonian mechanics. There, as in other natural sciences and engineering disciplines, the evolution rule of dynamical systems is given implicitly by a relation that gives the state of the system only a short time into the future. At this point, the discrete-time dynamical system and continuous-time dynamical system are essentially the same, although they are treated as though different in most scienti–c –elds. Both models have advantages and disadvantages compared with the other model. Discrete-time dynamic models, for example, have some limitations such as the “aliasing effect” compared with the continuous-time model, as seen in Section 2.2.3. In this section, we consider, instead of discrete-time dynamic models, continuous-time dynamic models as prediction models of dynamic phenomena.