vandermonde decomposition of a Hankel matrix
Andrew Henderson 
Suppose, I have a Hankel matrix H of rank-K and size L x M, I want to decompose H into vandermonde decomposition as:\begin{equation} H = SCT^T \end{equation}where S and T are vandermonde matrices of size L x K and C is a diagonal matrix of size K x K. Is there any relationship between SVD and VDMD (Vandermonde decomposition)? And How to do this VDMD for the above case in MATLAB or manually?
$\endgroup$ 3 Reset to default
