2 papers
math.NA2026
Kernel-based linear system identification using augmented Krylov subspaces
Fabio Matti, Martin Skovgaard Andersen, Tianshi Chen +1
We propose a novel Krylov subspace method for estimating the finite impulse response (FIR) of a one-dimensional linear time-invariant systems. The method approximates the system's…
math.NA2025
Numerically Efficient and Stable Algorithms for Kernel-Based Regularized System Identification Using Givens-Vector Representation
Zhuohua Shen, Junpeng Zhang, Martin S. Andersen +1
Numerically efficient and stable algorithms are essential for kernel-based regularized system identification. The state of art algorithms exploit the semiseparable structure of the…