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Research output: Book/Report/Proceedings › Other report
Research output: Book/Report/Proceedings › Other report
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TY - BOOK
T1 - The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control
T2 - Getting Started Guide
AU - Taylor, C. James
PY - 2017/6/27
Y1 - 2017/6/27
N2 - The CAPTAIN Toolbox is a collection of MATLAB functions for non-stationary time series analysis, forecasting and control. The toolbox is useful for system identification, signal extraction, interpolation, forecasting, data-based mechanistic modelling and control of a wide range of linear and non-linear stochastic systems. The toolbox consists of three modules, organised into three folders as follows:TVPMOD: Time Variable Parameter (TVP) MODels. For the identification of unobserved components models, with a particular focus on state-dependent and time-variable parameter models (includes the popular dynamic harmonic regression model).RIVSID: Refined Instrumental Variable (RIV) System Identification algorithms. For optimal RIV estimation of multiple-input, continuous- and discrete-time Transfer Function models.TDCONT: True Digital CONTrol (TDC). For multivariable, non-minimal state space control, including pole assignment and optimal design, and with backward shift and delta-operator options.The present document is the Getting Started Guide.
AB - The CAPTAIN Toolbox is a collection of MATLAB functions for non-stationary time series analysis, forecasting and control. The toolbox is useful for system identification, signal extraction, interpolation, forecasting, data-based mechanistic modelling and control of a wide range of linear and non-linear stochastic systems. The toolbox consists of three modules, organised into three folders as follows:TVPMOD: Time Variable Parameter (TVP) MODels. For the identification of unobserved components models, with a particular focus on state-dependent and time-variable parameter models (includes the popular dynamic harmonic regression model).RIVSID: Refined Instrumental Variable (RIV) System Identification algorithms. For optimal RIV estimation of multiple-input, continuous- and discrete-time Transfer Function models.TDCONT: True Digital CONTrol (TDC). For multivariable, non-minimal state space control, including pole assignment and optimal design, and with backward shift and delta-operator options.The present document is the Getting Started Guide.
KW - Matlab
KW - Captain
KW - System identification
KW - Forecasting
KW - Control
KW - Time series analysis
M3 - Other report
BT - The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control
PB - Lancaster University
ER -