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SSpace: A Flexible and General State Space Toolbox for MATLAB

  • Diego J. Pedregal
  • C. James Taylor

Abstract

This chapter illustrates the utility of, and provides the basic documentation for, SSpace, a recently developed MATLAB toolbox for the analysis of State Space systems. The key strength of the toolbox is its generality and flexibility, both in terms of the particular state space form selected and the manner in which generic models are straightforwardly translated into MATLAB code. With the help of a relatively small number of functions, it is possible to fully exploit the power of state space systems, performing operations such as filtering, smoothing, forecasting, interpolation, signal extraction and likelihood estimation. The chapter provides an overview of SSpace and demonstrates its usage with several worked examples.

Keywords

State Space State Space Model State Space Form State Space System General State Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgements

This work was supported by the Junta de Comunidades de Castilla-La Mancha grant PII1I09-0209-6050.

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Copyright information

© Springer-Verlag London Limited 2012

Authors and Affiliations

  1. 1.E.T.S. de Ingenieros Industriales and Institute of Applied Mathematics to Science and Engineering (IMACI)University of Castilla, La ManchaCiudad RealSpain
  2. 2.Engineering DepartmentLancaster UniversityLancasterUK

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