To overcome the deficiency of `local model network' (LMN) techniques, an alternative `linear approximation model' (LAM) network approach is proposed. Such a network models a nonlinear or practical system with multiple linear models fitted along operating trajectories, where individual models are simply networked through output or parameter interpolation. The linear models are valid for the entire operating trajectory and hence overcome the local validity of LMN models, which impose the predetermination of a scheduling variable that predicts characteristic changes of the nonlinear system. LAMs can be evolved from sampled step response data directly, eliminating the need for local linearisation upon a pre-model using derivatives of the nonlinear system. The structural difference between a LAM network and an LMN is that the overall model of the latter is a parameter-varying system and hence nonlinear, while the former remains linear time-invariant (LTI). Hence, existing LTI and transfer function theory applies to a LAM network, which is therefore easy to use for control system design. Validation results show that the proposed method offers a simple, transparent and accurate multivariable modelling technique for nonlinear systems.