

Wlodek Tych and Peter C Young, Lancaster Environment Centre (LEC), Lancaster University, UK.Ĭ James Taylor, Engineering Department, Lancaster University, Lancaster, UK.ĭiego J Pedregal, Castilla-La Mancha University, Ciudad Real, Spain.Īt present, the following handbooks can be downloaded: The toolbox is presently developed and tested for Matlab R2019a onwards (Captain v8.2 onwards), although some backwards compatibility is maintained through to Matlab 2014a (Captain v8.1). For multivariable, non-minimal state space control, including pole assignment and optimal design, and with backward shift and delta-operator options. For optimal RIV estimation of multiple-input, discrete-time and hybrid continuous-time Transfer Function models. RIVSID: Refined Instrumental Variable (RIV) System Identification algorithms.

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 as a special case). TVPMOD: Time Variable Parameter (TVP) MODels.

The toolbox consists of three modules as follows: It is useful for system identification, signal extraction, interpolation, data-based mechanistic modelling and control of a wide range of linear and non-linear stochastic systems.
#Pdf toolbox v8 series
The CAPTAIN Toolbox is a collection of Matlab functions for non-stationary time series analysis, forecasting and control.
