This is the first part of the video. The second part is given here:
https://www.youtube.com/watch?v=I1z-vDGPllI
In this video and in the accompanying post, we explain the basics of the subspace system identification method. The post accompanying this video is given here: https://aleksandarhaber.com/introduction-to-subspace-system-identification-system-identification-tutorial/
The codes are provided here: https://github.com/AleksandarHaber/Subspace-Identification-State-Space-System-Identification-of-Dynamical-Systems-and-Time-Series-