文章基本信息

标题：New developments in the CAPTAIN Toolbox for Matlab with case study examples ⁎
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作者：C.J. Taylor ; P.C. Young ; W. Tych 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：15
页码：694-699
DOI：10.1016/j.ifacol.2018.09.202
语种：English
出版社：Elsevier
摘要：AbstractThe CAPTAIN Toolbox is a collection of Matlab algorithmic routines for time series analysis, forecasting and control. It is intended for system identification, signal extraction, interpolation, forecasting and control of a wide range of linear and non-linear stochastic systems across science, engineering and the social sciences. This article briefly reviews the main features of the Toolbox, outlines some recent developments and presents a number of examples that demonstrate the performance of these new routines. The examples range from consideration of global climate data, through to electro-mechanical systems and broiler chicken growth rates. The new version of the Toolbox consists of the following three modules that can be installed independently or together: off-line, time-varying parameter estimation routines forUnobserved Component(UC) modelling and forecasting;Refined Instrumental Variable(RIV) algorithms for the identification and estimation of both discrete and ‘hybrid’ continuous-time transfer function models; and various routines forNon-Minimal State Space(NMSS) feedback control system design. This new segmented approach is designed to provide new users with a gentler introduction to Toolbox functionality; one that focuses on their preferred application area. It will also facilitate more straightforward incorporation of novel algorithms in the future.
关键词：KeywordsIdentificationestimationforecastingsignal processingcontrol system designrobotic systemsclimate datachicken growth