Support training using multiple datasets

[spmvg]

In a previous issue (#1 (comment)) the idea was thrown to support training using multiple datasets. Several packages support this already: for example Darts and MATLAB N4SID.

Existing literature is for example:

1. https://ntrs.nasa.gov/api/citations/19980037617/downloads/19980037617.pdf (thanks @tomasvanpottelbergh)
2. This comment: Integration in darts #1 (comment)

• Figure out how MATLAB N4SID implements multiple datasets
• Figure out if/how literature [1] could be implemented in nfoursid
• See how literature [1] relates to comment [2]
• Implement multiple datasets in nfoursid