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Random matrix based approach to quantify the effect of measurement noise on Hankel matrix

2013 American Control Conference, 2013
This paper focuses on the development of analytical methods for uncertainty quantification of the models obtained by the Eigensystem Realization Algorithm (ERA) to quantify the effect of noise in the input-output experimental data. Starting from first principles, analytical expressions are presented for the probability distribution of eigenvalues of ...
Kumar Vishwajeet   +2 more
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Hankel Matrix and Singular Value Decomposition

1990
This chapter constructs a Hankel matrix from auto-covariance matrices of time series which are used in Chapter 9 to estimate system matrices in the state space models for the data-generating processes. This chapter describes several concepts and relations needed in the later chapters.
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Comments on "Application of Hankel matrix to the root location problem"

IEEE Transactions on Automatic Control, 1977
It is shown that the main result (Theorem 2) in the above note is untrue. The Hankel matrix does not, in general, provide information about the location of the zeros of a polynomial.
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Influence of Hankel matrix dimension on system identification of structures using stochastic subspace algorithms

Mechanical Systems and Signal Processing, 2023
Mohsen Mohammadzadeh Gilarlue   +1 more
exaly  

Hankel-matrix approach to invertibility of linear multivariable systems

Kybernetika, 1984
Summary: The transfer-function matrix R(s) of a linear multivariable system can be represented by the matrix fraction description \(R(s)=P(s)Q^{- 1}(s)=\tilde Q^{-1}(s)\tilde P(s)\) or by \(R(s)=\bar P(s)/q(s)\) where q(s) is the common denominator of all entries in R(s).
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Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion

SIAM Journal of Scientific Computing, 2023
Hanqin Cai, Juntao You, Cai Jian-Feng
exaly  

Hankel Matrix Rank Minimization with Applications to System Identification and Realization

SIAM Journal on Matrix Analysis and Applications, 2013
Ting Kei Pong   +2 more
exaly  

The core invertibility of a companion matrix and a Hankel matrix

Linear and Multilinear Algebra, 2020
Tingting Li
exaly  

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