Hankel matrices for system identification

Stable factorization for Hankel and Hankel-like matrices

Determinants of Hankel Matrices

The purpose of this paper is to compute asymptotically Hankel determinants for weights that are supported in a semi-infinite interval. The main idea is to reduce the problem to determinants of other operators whose determinant asymptotics are well known.

System Identification via CUR-factored Hankel Approximation

Subspace-based system identification for dynamical systems is a sound, system-theoretic way to obtain linear, time-invariant system models from data. The interplay of data and systems theory is reflected in the Hankel matrix, a block-structured matrix whose factorization is necessary for system identification. For systems with many inputs, many outputs, or large timeseries of system-response da...

Hankel Matrices for Weighted Visibly Pushdown Automata

Fast Algorithms for Toeplitz and Hankel Matrices

The paper gives a self-contained survey of fast algorithms for solving linear systems of equations with Toeplitz or Hankel coefficient matrices. It is written in the style of a textbook. Algorithms of Levinson-type and of Schur-type are discussed. Their connections with triangular factorizations, Padè recursions and Lanczos methods are demonstrated. In the case in which the matrices possess add...