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System identification, time series analysis and forecasting:The Captain Toolbox handbook.

Pedregal, Diego J. and Taylor, C. James and Young, Peter C. (2007) System identification, time series analysis and forecasting:The Captain Toolbox handbook. Lancaster University, Lancaster.

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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: Book/Report/Proceedings
    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: 10 Apr 2014 02:13
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/33472

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