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Scilab 5.5.0
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See the recommended documentation of this function

Scilabヘルプ >> Signal Processing > transforms > hank

hank

呼び出し手順

`[hk]=hank(m,n,cov)`

m

ブロック行の数

n

ブロック列の数

cov

hk

ハンケル行列の計算値

説明

この関数は,ベクトル過程の共分散系列から 大きさ`(m*d,n*d)`のハンケル行列を構築します.

例

```//Example of how to use the hank macro for
//building a Hankel matrix from multidimensional
//data (covariance or Markov parameters e.g.)
//
//This is used e.g. in the solution of normal equations
//by classical identification methods (Instrumental Variables e.g.)
//
//1)let's generate the multidimensional data under the form :
//  C=[c_0 c_1 c_2 .... c_n]
//where each bloc c_k is a d-dimensional matrix (e.g. the k-th correlation
//of a d-dimensional stochastic process X(t) [c_k = E(X(t) X'(t+k)], '
//being the transposition in scilab)
//
//we take here d=2 and n=64

c=rand(2,2*64)

//generate the hankel matrix H (with 4 bloc-rows and 5 bloc-columns)
//from the data in c

H=hank(4,5,c);```