Journal Article

System Identification , Time Series Analysis and Forecasting .

  • Toolbox T
Young (2007) (February)
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Abstract

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.

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Toolbox, T. C. (2007). System Identification , Time Series Analysis and Forecasting . Young, (February).

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