Pedregal, Diego J. and Taylor, C. James and Young, Peter C. (2007) System identification, time series analysis and forecasting:The Captain Toolbox handbook. [Report]
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Abstract
CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control.
| Item Type: | Report |
|---|---|
| Subjects: | T Technology > TA Engineering (General). Civil engineering (General) |
| Departments: | Faculty of Science and Technology > Lancaster Environment Centre Faculty of Science and Technology > Engineering |
| ID Code: | 33472 |
| Deposited By: | Dr C. James Taylor (Engineering) |
| Deposited On: | 19 May 2010 11:01 |
| Refereed?: | No |
| Published?: | Published |
| Last Modified: | 27 Jul 2012 00:35 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/33472 |
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