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Random matrix based approach to quantify the effect of measurement noise on Hankel matrix
2013 American Control Conference, 2013This 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
1990This 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, 1977It 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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Hankel-matrix approach to invertibility of linear multivariable systems
Kybernetika, 1984Summary: 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, 2023Hanqin Cai, Juntao You, Cai Jian-Feng
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Model order determination using the Hankel matrix of impulse responses
Applied Mathematics Letters, 2011Feng Ding
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Hankel Matrix Rank Minimization with Applications to System Identification and Realization
SIAM Journal on Matrix Analysis and Applications, 2013Ting Kei Pong +2 more
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The core invertibility of a companion matrix and a Hankel matrix
Linear and Multilinear Algebra, 2020Tingting Li
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