Augmented Krylov subspaces jointly approximate quadratic forms and log-dets for faster MLE-based hyperparameter tuning in kernel-based linear system identification.
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2 Pith papers cite this work, alongside 450 external citations. Polarity classification is still indexing.
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pysib is an open-source Python toolbox that implements an ARX-initialized, multi-stage optimization strategy for nonconvex SISO polynomial system identification and reports improved benchmark performance over general-purpose solvers.
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Kernel-based linear system identification using augmented Krylov subspaces
Augmented Krylov subspaces jointly approximate quadratic forms and log-dets for faster MLE-based hyperparameter tuning in kernel-based linear system identification.
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pysib: An Open-Source Python Toolbox for Linear System Identification
pysib is an open-source Python toolbox that implements an ARX-initialized, multi-stage optimization strategy for nonconvex SISO polynomial system identification and reports improved benchmark performance over general-purpose solvers.