Captain Toolbox for System Identification, Time Series Analysis, Forecasting and True Digital Control

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:

The toolbox and Startup Guide can be downloaded from:

Professor Peter Young also has a web site devoted to the CAPTAIN Toolbox:

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.

Toolbox Authors

Updated 10th May 2019. CJT Home Page