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: 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.


Toolbox Authors


Updated 10th May 2019. CJT Home Page