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The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models

Research output: Book/Report/Proceedings › Other report

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Standard

The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models. / Taylor, C. James; Pedregal, Diego J.; Young, Peter.
2017.

Research output: Book/Report/Proceedings › Other report

Harvard

Taylor, CJ, Pedregal, DJ & Young, P 2017, The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models. <http://wp.lancs.ac.uk/captaintoolbox/>

APA

Taylor, C. J., Pedregal, D. J., & Young, P. (2017). The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models. http://wp.lancs.ac.uk/captaintoolbox/

Vancouver

Taylor CJ, Pedregal DJ, Young P. The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models. 2017.

Author

Taylor, C. James ; Pedregal, Diego J. ; Young, Peter. / The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models. 2017.

Bibtex

@book{292103a2cca9449abf65d5eed8de4ed5,
title = "The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models",
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 present document is a guide to the TVPMOD module.",
keywords = "Matlab, Captain, System identification, Forecasting, Control, Time series analysis",
author = "Taylor, {C. James} and Pedregal, {Diego J.} and Peter Young",
year = "2017",
month = jul,
day = "3",
language = "English",

}

RIS

TY - BOOK

T1 - The CAPTAIN Toolbox for System Identification, Time Series Analysis, Forecasting and Control: Guide to TVPMOD: Time Variable Parameter Models

AU - Taylor, C. James

AU - Pedregal, Diego J.

AU - Young, Peter

PY - 2017/7/3

Y1 - 2017/7/3

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 a guide to the TVPMOD module.

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 a guide to the TVPMOD module.

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: Guide to TVPMOD: Time Variable Parameter Models

ER -