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)]...
Now that I have recieved/reviewed the measured data, the situation is quite a bit worse than I had anticipated.
George, previously I have correlated against measured strains at discrete frequencies. I used an optimization routine because I was varying the modal damping in addition to...
Here is a reference for inverting block banded matrices
http://www.cs.yorku.ca/~asif/publications/bandedv5_preprint.pdf
eispack is a fortran library that includes rountines for the inversion of banded matrix
http://www.netlib.org/eispack/index.html
You might also look into lapack and linpack...
