CJ Taylor, Engineering Department, Faculty of Science & Technology, Lancaster University, Lancaster, UK.
Download CAPTAIN Toolbox
The CAPTAIN Toolbox is a collection of MATLAB functions for non-stationary time series analysis, forecasting and control. 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. The toolbox consists of three modules 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 as a special case).
RIVSID: Refined Instrumental Variable (RIV) System Identification algorithms. For optimal RIV estimation of multiple-input, discrete-time and continuous-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 and Startup Guide can be downloaded from: wp.lancs.ac.uk/captaintoolbox
Professor Peter Young also has a web site devoted to the CAPTAIN Toolbox: captaintoolbox.co.uk
Almost all the examples and associated figures from the book True Digital Control: Statistical Modelling and Non-Minimal State Space Design can be reproduced using the demonstration scripts (demos) included in the toolbox.
Prof. Diego J Pedregal, Escuela Tenica Superior de Ingenieros, Industriales Edificio Politenica, Ciudad Real, Spain.
Prof. C James Taylor, Engineering Department, Lancaster University, Lancaster, UK.
Updated 10th May 2019. CJT Home Page