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:
ID Code:
33472
Deposited On:
19 May 2010 10:01
Refereed?:
No
Published?:
Published
Last Modified:
09 Aug 2020 08:56