VARX Model Estimation and Analysis

I see your point and i agree.

The only point that is good to include VARX models, is to cover the users that may not have deep knowlgedge of state space models. Or in some cases, someone may need to alternate the least squares criterion (rigde regression, for example). In the aspect of control system, i can only think of these right now.

But if someone is using system identification for Structural Healthm Monitoring, then someone can enrich these models for Environmental and Operating Conditions (EOCs) & uncertainty scenarios. Or many other aspects.

I will stay to these. Is of course your choice what to do, and i know that you may value your time.

Thank you!