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SSpace: A flexible and general state space toolbox for MATLAB.

Taylor, C. James and Pedregal, Diego J. (2012) SSpace: A flexible and general state space toolbox for MATLAB. In: System Identification, Environmental Modelling and Control System Design. Springer, London, pp. 615-636. ISBN 978-0-85729-973-4

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Abstract

This chapter illustrates the utility of, and provides the basic documentation for, SSpace, a recently developed MATLAB toolbox for the analysis of State Space systems. The key strength of the toolbox is its generality and flexibility, both in terms of the particular state space form selected and the manner in which generic models are straightforwardly translated into MATLAB code. With the help of a relatively small number of functions, it is possible to fully exploit the power of state space systems, performing operations such as filtering, smoothing, forecasting, interpolation, signal extraction and likelihood estimation. The chapter provides an overview of SSpace and demonstrates its usage with several worked examples.

Item Type: Contribution in Book/Report/Proceedings
Subjects: UNSPECIFIED
Departments: Faculty of Science and Technology > Engineering
ID Code: 49409
Deposited By: ep_importer_pure
Deposited On: 04 Aug 2011 09:00
Refereed?: No
Published?: Published
Last Modified: 10 Apr 2014 00:36
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/49409

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