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
Uncontrolled Keywords: /dk/atira/pure/researchoutput/libraryofcongress/ta
Subjects:
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 10:01
Refereed?: No
Published?: Published
Last Modified: 17 Sep 2019 23:37
URI: https://eprints.lancs.ac.uk/id/eprint/33472

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