Abstract
Presents a subspace type of identification method for multivariable linear parameter-varying systems in state space representation with affine parameter dependence. It is shown that a major problem with subspace methods for this kind of systems is the enormous dimensions of the data matrices involved. To overcome the curse of dimensionality, we suggest to use only the most dominant rows of the data matrices in estimating the model. An efficient selection algorithm is discussed that does not require the formation of the complete data matrices, but can process them row by row.
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