Abstract: A method and apparatus for generating feedback information from a short series of observations on one or more dynamic processes which may, for example, be obtained from a goal-driven system which is subject to unknown exogenous disturbances and/or uncertain changes in its internal characterizatics. A novel computational structure, preferably in the form of an analog circuit, is used to accomplish the aforementioned objective through its nonlinear and/or time-varying operations upon the supplied signal(s). Autonomously-tuned parameters indicate the sensitivity of the process to deterministic or random transient components (e.g., impulsive excitations). In the context of forecasting, or predictive control, the system can adapt extremely rapidly to changes in the process or signals to estimate the long-term or ultimate outcome of a closed-loop, or otherwise-compensated (goal-directed) process.