Introduction
The system identification library for python currently supports python 3.7.
Methods Implemented
The following method are implemented in this version:
- Prediction Error Methods: Includes least squares for estimating FIR and ARX models. Additionally, It is possible to estimate ARMAX, OE, and BJ models.
- Instrumental Variable Methods: The basic iv method with 2 experiments is implemented to estimate OE models.
- Time Series Models: Basic methods are provided for the estimation of AR, MA, and ARMA models.
- Correlation methods: Methods for calculating the auto/cross-correlation are implemented for general ARMA models.