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The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Getting Started Guide

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The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Getting Started Guide. / Taylor, C. James.
Lancaster University, 2017.

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@book{262acf1a6f894540a04863d5de09fce0,
title = "The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Getting Started Guide",
abstract = "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 Toolbox files and Getting Started Guide are free to download. Additional handbooks are also available from the authors.",
keywords = "Matlab, Captain, System identification, Forecasting, Control, Time series analysis",
author = "Taylor, {C. James}",
year = "2017",
month = jun,
day = "27",
language = "English",
publisher = "Lancaster University",

}

RIS

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 Toolbox files and Getting Started Guide are free to download. Additional handbooks are also available from the authors.

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 Toolbox files and Getting Started Guide are free to download. Additional handbooks are also available from the authors.

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 -