Some suggestions

[ubaldot]

Today I used Sippy and I was very pleased.
It is very lean and it just do what is supposed to do without too many bells & whistles.
THIS is the way I love software! Very good job!

Nevertheless, I would suggest to give the user the possibility of selecting a validation dataset and to compute at least the basic metrics for validating the identified model, namely:

1. Model fit in percentage
2. Residuals auto-correlation analysis result
3. Input-residual cross-correlation analysis result

A sketch of the code could be something like the following (at least for the first point I mentioned)

# Residuals
eps = Y_val-y_hat.transpose() # Y_val is the output data used for validation, y_hat is the identified model output and eps is the residual  
Y_val_bar = np.mean(Y_val, axis=0)
FIT_perc = np.round((1.0-np.linalg.norm(eps)/np.linalg.norm(Y_val-Y_val_bar))*100, 3)
print(FIT_perc)

Second suggestions is to set an option to get the system matrices in canonical observable form.
This is very handy when the outputs match with the actual sensors.