I need to decide which model is more representative to my system

I have a non-linear dynamic system that I am trying several approaches to linearize. I am getting different state space systems and I want to compare the non-linear model outputs to those from the models I am fitting, what function in MATLAB can I use to judge different linearized systems and decide which one is the "closest" to the actual model?

[John Petersen]

You could use identical inputs to each system and compare the outputs with the non-linear model outputs. Depending on the type of signals these are it might make sense you use a mean squared error, absolute error, or simply the difference.