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The Captain toolbox.

Research output: Non-textual formSoftware


Publication date2010
Place of PublicationLancaster
PublisherLancaster University
<mark>Original language</mark>English


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.