Kernel-based linear system identification using augmented Krylov subspaces

MaRDI QIDQ7248217arXivFDO

Authors Fabio Matti, Martin Skovgaard Andersen, Tianshi Chen, Daniel Kressner

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Preconditioners for iterative methods (65F08) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical computation of determinants (65F40) Realizations from input-output data (93B15) System identification (93B30)

arXiv classification

math.NA

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