Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
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TY - CHAP
T1 - SSpace: A flexible and general state space toolbox for MATLAB.
AU - Taylor, C. James
AU - Pedregal, Diego J.
PY - 2012
Y1 - 2012
N2 - This chapter illustrates the utility of, and provides the basic documentation for, SSpace, a recently developed MATLAB toolbox for the analysis of State Space systems. The key strength of the toolbox is its generality and flexibility, both in terms of the particular state space form selected and the manner in which generic models are straightforwardly translated into MATLAB code. With the help of a relatively small number of functions, it is possible to fully exploit the power of state space systems, performing operations such as filtering, smoothing, forecasting, interpolation, signal extraction and likelihood estimation. The chapter provides an overview of SSpace and demonstrates its usage with several worked examples.
AB - This chapter illustrates the utility of, and provides the basic documentation for, SSpace, a recently developed MATLAB toolbox for the analysis of State Space systems. The key strength of the toolbox is its generality and flexibility, both in terms of the particular state space form selected and the manner in which generic models are straightforwardly translated into MATLAB code. With the help of a relatively small number of functions, it is possible to fully exploit the power of state space systems, performing operations such as filtering, smoothing, forecasting, interpolation, signal extraction and likelihood estimation. The chapter provides an overview of SSpace and demonstrates its usage with several worked examples.
U2 - 10.1007/978-0-85729-974-1
DO - 10.1007/978-0-85729-974-1
M3 - Chapter
SN - 978-0-85729-973-4
SP - 615
EP - 636
BT - System Identification, Environmental Modelling and Control System Design
A2 - Wang, L.
A2 - Garnier, H.
PB - Springer
CY - London
ER -