Modeling and Control with Local Linearizing Nadaraya Watson Regression
  Black box models of technical systems are purely descriptive. They do not explain why a system works the way it does. Thus, black box models are insufficient for some problems. But there are numerous applications, for example, in control engineering, for which a black box model is absolutely sufficient. In this article, we describe a general stochastic framework with which such models can be built easily and fully automated by observation. Furthermore, we give a practical example and show how this framework can be used to model and control a motorcar powertrain. 
Steffen K\"uhn and Clemens G\"uhmann