Home > Research > Publications & Outputs > System identification, time series analysis and...

Electronic data

View graph of relations

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

Research output: Book/Report/ProceedingsOther report



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.