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When performing vibration tests on civil engineering structures, it is often unpractical and expensive to use artificial excitation (shakers, drop weights). Ambient excitation on the contrary is freely available (traffic, wind), but it causes other challenges. The ambient input remains unknown and the system identification algorithms have to deal with output-only measurements. For instance, realisation algorithms can be used: originally formulated for impulse responses they were easily extended to output covariances. More recently, data-driven stochastic subspace algorithms which avoid the computation of the output covariances were developed. The key element of these algorithms is the projection of the row space of the future outputs into the row space of the past outputs. Also typical for ambient testing of large structures is that not all degrees of freedom can be measured at once but that they are divided into several set …