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.
To download the CAPTAIN Toolbox and for more information:
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.