Examples

The repository includes runnable Python examples under the examples/ directory.

Each example generates data, estimates a model, and usually compares measured data with prediction and simulation results.

Basic estimators

Example	Description
example_arx.py	ARX estimation and prediction/simulation.
example_sm.py	Stieglitz-McBride estimation for an Output Error model.
example_oe.py	Output Error estimation with comparison to Stieglitz-McBride.
example_armax.py	ARMAX estimation.
example_bj.py	Box-Jenkins estimation.

Alternative ARX estimators

Example	Description
example_iv.py	Instrumental-variable estimation using repeated experiments.
example_correlation.py	Correlation-based ARX estimation.

Filtered estimators

Example	Description
example_oe_filtered.py	Filtered continuation for OE.
example_armax_filtered.py	Filtered continuation for ARMAX.
example_bj_filtered.py	Filtered continuation for Box-Jenkins.

Monte-Carlo examples

Example	Description
example_monte_carlo.py	Repeated OE estimation and parameter-spread plot.
example_monte_carlo_filtered_simple.py	Simple Monte-Carlo experiment with filtered estimation.
example_monte_carlo_filtered_motor.py	Filtered Monte-Carlo experiment using motor data.
example_monte_carlo_filtered_plot.py	Plotting saved filtered Monte-Carlo results.
example_monte_carlo_filtered_motor_plot.py	Plotting saved motor Monte-Carlo results.

Running examples

From a local checkout, install the package in editable mode:

pip install -e .

Then run an example with Python:

python examples/example_arx.py

Most examples use Matplotlib and open a plot window.