The software tool CTSM (Continuous Time Stochastic Modelling) is a free-ware available at: http://www.imm.dtu.dk/ctsm This software is very useful for identifying physical models using real data. It is well suited for modelling both non-linear and non-stationary systems. The version 2.1 of CTSM has a graphical user-interface built in JAVA. CTSM is widely used for estimating and identifying physical systems, like the heat dynamics of an entire building, the thermal characteristics of walls, the dynamics of a heat exchanger, the dynamics of radiators and thermostats.

A new version of CTSM (2.3) is now available for download on the program homepage:

http://www.imm.dtu.dk/ctsm

Compared to CTSM 2.2 only minor changes have been made to the parameter estimation part of the program (the method for calculation of the initial state covariance matrix has been changed and the optimisation algorithm has been modified slightly), but with respect to calculation of state and output estimates, new features have been added. It is now possible to generate both pure simulation and k-step prediction estimates of the states and the outputs, filtered estimates of the states and, for nonlinear models, smoothed estimates of the states. Standard deviations of all state and output estimates are now also automatically provided.

If you are interested, feel free to download a copy of the program from the above homepage. It has been successfully tested on Red Hat Linux 7.3 (it is expected to work on other Linux implementations as well), Solaris 8 and 9 (it only works, if Forte Developer 7 is your default compiler suite) and Windows 2000 and XP (it is expected to work on other versions of Windows as well), but please read the installation instructions given on the homepage very carefully before you install, and make sure to update your environment variables as instructed by the installation program.

Finally, please note that, unfortunately, model files (*.ctsm) created in previous versions of CTSM are NOT compatible with the new version.

We hope you will find CTSM 2.3 useful, and if you have problems, the CTSM development team will be happy to help you. Just send an e-mail to ctsm-support@imm.dtu.dk.