New developments in the CAPTAIN Toolbox for Matlab with case study examples

Taylor, C. James and Young, Peter C and Tych, Wlodzimierz and Wilson, Emma Denise (2018) New developments in the CAPTAIN Toolbox for Matlab with case study examples. IFAC-PapersOnLine, 51 (15). pp. 694-699. ISSN 2405-8963

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Abstract

The CAPTAIN Toolbox is a collection of Matlab algorithmic routines for time series analysis, forecasting and control. It is intended for system identification, signal extraction, interpolation, forecasting and control of a wide range of linear and non-linear stochastic systems across science, engineering and the social sciences. This article briefly reviews the main features of the Toolbox, outlines some recent developments and presents a number of examples that demonstrate the performance of these new routines. The examples range from consideration of global climate data, through to electro-mechanical systems and broiler chicken growth rates. The new version of the Toolbox consists of the following three modules that can be installed independently or together: off-line, time-varying parameter estimation routines for Unobserved Component (UC) modelling and forecasting; Refined Instrumental Variable (RIV) algorithms for the identification and estimation of both discrete and hybrid continuous-time transfer function models; and various routines for Non-Minimal State Space (NMSS) feedback control system design. This new segmented approach is designed to provide new users with a gentler introduction to Toolbox functionality; one that focuses on their preferred application area. It will also facilitate more straightforward incorporation of novel algorithms in the future.

Item Type:
Journal Article
Journal or Publication Title:
IFAC-PapersOnLine
Subjects:
ID Code:
125002
Deposited By:
Deposited On:
03 May 2018 15:22
Refereed?:
Yes
Published?:
Published
Last Modified:
28 Oct 2020 06:27