GNU Octave

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab.

Autocovariance Least Squares Package

ALS is an Octave package for determining noise covariances from routine operating data, written for Octave. Also works with Matlab.

Model Predictive Control Tools

MPC Tools is an Octave package for control and estimation tool for linear and nonlinear dynamic models.