Matrix of the right singular vectors corresponding to nonzero singular valuesSubmatrix of [》]holding the nonzero singular valuesKalman filter state sequenceMatrix of the past outputsMatrix of the future outputsMatrix of the past outputs with one block row addedMatrix of the future outputs with one block row removed Orthogonal projection on the row space of [E]Projection matrixObservability matrix with the last l rows deletedObservability matrix with the first l rows deleted Kalman filter residualsWhitening matrix in SOBI