“…and the inputs u(k) and the outputs y(k) remain unchanged, as is well known from system's theory (and can be easily verified). This transformation has many other invariants, see Appendix A, and especially the eigenvalues of the matrix A, as can be directly seen from (7). Now, to be more precise, let us call {A s , B s , C s } the matrices of the minimal realization found by subspace methods, and T f the (unknown) basis-change matrix that transforms this data-driven minimal realization to the minimal realization in the physical base (4).…”