12,000

We have over 12,000 students, from over 100 countries, within one of the safest campuses in the UK

93%

93% of Lancaster students go into work or further study within six months of graduating

Home > Research > Publications & Outputs > System identification, time series analysis and...
View graph of relations

« Back

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

Research output: Book/Report/ProceedingsOther report

Published

Publication date2007
Place of publicationLancaster
PublisherLancaster University
Number of pages273
Original languageEnglish

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.