System identification, time series analysis and forecasting : The Captain Toolbox handbook.
Diego J. Pedregal, C. James Taylor, Peter C. Young · Lancaster EPrints (Lancaster University) · 2007
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.