I. Introduction
Both first principle (that is, analytical) models and empirical (that is, identified) models are approximate. The required accuracy of a model is application dependent. In this paper, we assume that an initial model in state space form is available and that the fidelity of the initial model is insufficient. We update the initial model by adding correction terms to the model equations. This technique is of particular interest when the initial model is a large-scale analytical model or a computer simulation, in which case it is convenient to add correction terms rather than replace the initial model.