I'm trying to understand subspace algorithms. I have read a number of references, but still have a question.
For a free vibration problem, with no noise,
x(k+1)=Ax(k)
y(k) = Cx(k)
k = 1 to S
for
yhat(k,N) = [y(k), y(k+1), y(k+2), ... y(k+N-1)]
Y = [yhat(1); yhat(2); yhat(3); ...;yhat(M)]...
