Vandermonde Factorization of a Hankel Matrix ?
نویسندگان
چکیده
We show that an arbitrary Hankel matrix of a nite rank admits a Vandermonde decomposition: H = V T DV , where V is a con-uent Vandermonde matrix and D is a block diagonal matrix. This result was rst derived by Vandevoorde; our contribution here is a presentation that uses only linear algebra, speciically, the Jordan canonical form. We discuss the choices for computing this decomposition in only O(n 2) operations , and we illustrate how to employ the decomposition as a fast way to analyze a noisy signal.
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A General Vandermonde Factorization of a Hankel Matrix ?
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