UNIT - THE UNIVERSITY OF NEWCASTLE IDENTIFICATION TOOLBOX
This toolbox is a MATLAB-based software package for the estimation of dynamic systems.
A wide range of standard estimation approaches are supported. These include the use of non-parametric, subspace-based and prediction-error algorithms coupled (in the latter case) with either MIMO state space or MISO polynomial model structures.
Additionally, some new approaches are included. These include the support for bilinear and other Hammerstein-Wiener non-linear structures, and the use of the expectation-maximisation (EM) algorithm for time and frequency domain estimation of state space structures.
It is free for non-commercial use.
QPC - QUADRATIC PROGRAMMING IN C
This project offers a collection of software routines for solving quadratic programming problems that can be written in this form
x* = arg min 0.5x’Hx + f’x
s.t. Ax = b,
Lx <= k,
l <= x <= u.
The routines are written in C and callable from Matlab using the standard syntax. State-of-the-art solvers are available. Free for non-commercial use.
FILTERING AND SMOOTHING TOOLBOX
This project offers a suite of software routines that run under Matlab and perform various signal filtering and smoothing operations for state-space systems.
This includes standard Kalman filtering and Kalman smoothing routines. The system and covariance matrices can be time-varying and the routines are performed in a numerically stable and robust manner. Free for non-commercial use.