Order and structural dependence selection of LPV-ARX models using a nonnegative garrote approach
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In order to accurately identify linear parameter-varying (LPV) systems, order selection of LPV linear regression models has prime importance. Existing identification approaches in this context suffer from the drawback that a set of functional dependencies needs to be chosen a priori for the parametrization of the model coefficients. However in a black-box setting, it has not been possible so far to decide which functions from a given set are required for the parametrization and which are not. To provide a practical solution, a nonnegative garrote approach is applied. It is shown that using only a measured data record of the plant, both the order selection and the selection of structural coefficient dependence can be solved by the proposed method.