I was reading a paper about recursive subspace identification, where they are using N4SID-algorithm with some extantion for the recursive method.


I reason why I'm asking this question, is because I don't know how to compute the right hand side of equation (9) when the rigth hand side looks like this. I can't even write this out in LaTeX becase I don't know if $$\begin{bmatrix} u_f(\psi +1) \\ w_p(\psi +1)\\ y_f(\psi +1) \end{bmatrix}$$

What does $\psi$ come frome?

is a vector or not, because I cannot see any brackets in the formula. What do you think?


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