Search Results (31)

Modeling forced nonlinear multivariable dynamical systems remains challenging, particularly when first-principles models are unavailable or strong nonlinear couplings are present. In recent years, data-driven approaches grounded in the Koopman operator theory have gained attention for their ability to represent nonlinear dynamics via linear evolution in appropriately lifted spaces. This work presents a data-driven modeling framework for forced nonlinear multiple-input multiple-output (MIMO) systems based on Hankel Dynamic Mode Decomposition with control and lifting functions (HDMDc+Lift). The proposed methodology exploits Hankel matrices to encode temporal correlations and employs lifting functions to approximate the Koopman operator’s action on observable functions. As a result, an augmented-order linear state-space model is identified exclusively from input–output data, without relying on explicit knowledge of the system’s governing equations. The effectiveness of the proposed approach is demonstrated using operational data from a real multivariable tank system that was not used during the identification stage. The identified model achieves a coefficient of determination exceeding 0.87 in multi-step prediction tasks. Furthermore, spectral analysis of the resulting linear operator reveals that the dominant dynamical modes of the physical system are accurately captured. At the same time, additional modes associated with nonlinear interactions are also identified. These results highlight the HDMDc+Lift framework’s ability to provide accurate and interpretable linear representations of forced nonlinear MIMO dynamics. Full article

We develop a shared denominator Carathéodory–Fejér (CF) method for efficiently evaluating linear combinations of $\phi$-functions for matrices whose spectrum lies in the negative real axis, as required in exponential integrators for large stiff ODE systems. This entire family is approximated with a single set of poles (a common denominator). The shared pole set is obtained by assembling a stacked Hankel matrix from Chebyshev boundary data for all target functions and computing a single SVD; the zeros of the associated singular-vector polynomial, mapped via the standard CF slit transform, yield the poles. With the poles fixed, per-function residues and constants are recovered by a robust least squares fit on a suitable grid of the negative real axis. For any linear combination of resolvent operators applied to right-hand sides, the evaluation reduces to one shifted linear solve per pole with a single combined right-hand side, so the dominant cost matches that of computing a single $\phi$-function action. Numerical experiments indicate geometric convergence at a rate consistent withHalphen’s constant, and for highly stiff problems our algorithm outperforms existing Taylor and Krylov polynomial-based algorithms. Full article

In seismic data processing, noise not only affects velocity analysis and seismic migration, but also causes potential risks in post-stack processing because of the artifacts. The singular value decomposition (SVD) method based on the time domain and the frequency domain is effective for noise suppression, but it is very sensitive to singular value selection. This paper proposes a method of adaptive SVD denoising in both time and frequency domains (ASTF), with three steps. Firstly, two Hankel matrices are constructed in the time domain and frequency domain, respectively. Secondly, the parameters of the reconstruction matrix are adaptively selected based on the singular value second-order difference spectrum. Finally, the weights of these two matrices are learned through ternary search. Experiments were carried out on synthetic data and field data to prove the effectiveness of ASTF. The results show that this method can effectively suppress noise. Full article

For positive Hankel matrices, an interval containing all eigenvalues is obtained. With a stronger condition, we also construct two sharper intervals for the eigenvalue localization. The total positivity of positive Hankel matrices is analyzed. The relationship between Hankel TP matrices and some Toeplitz SR matrices is analyzed. Full article

Automatic modulation classification (AMC) is a fundamental technique in wireless communication systems, as it enables the identification of modulation schemes at the receiver without prior knowledge, thereby promoting efficient spectrum utilization. Recent advancements in deep learning (DL) have significantly enhanced classification performance by enabling neural networks (NNs) to learn complex decision boundaries directly from raw signal data. However, many existing NN-based AMC methods employ deep or specialized network architectures, which, while effective, tend to involve substantial structural complexity. To address this issue, we present a simple NN architecture that utilizes features derived from Hankelized matrices to extract informative signal representations. In the proposed approach, received signals are first transformed into Hankelized matrices, from which informative features are extracted using singular value decomposition (SVD). These features are then fed into a compact, fully connected (FC) NN for modulation classification across a wide range of signal-to-noise ratio (SNR) levels. Despite its architectural simplicity, the proposed method achieves competitive performance, offering a practical and scalable solution for AMC tasks at the receiver in diverse wireless environments. Full article

The behavior of the spectra of symmetric block-type random matrices with symmetric blocks of high dimensionality is considered in this paper. Under minimal conditions regarding the distributions of matrix block elements (Lindeberg conditions), the universality of the limiting empirical distribution function of block-type random matrices is shown. Full article

The estimation of complex natural frequencies in linear systems through their transient response analysis is a common practice in engineering and applied physics. In this context, the conventional Generalized Pencil of Function (GPOF) method that employs a matrix pencil of degree one, utilizing singular value decomposition (SVD) filtering, has emerged as a prominent strategy to carry out a complex natural frequency estimation. However, some modern engineering applications increasingly demand higher accuracy estimation. In this context, some intrinsic properties of Hankel matrices and exponential functions are utilized in this paper in order to develop a modified GPOF method which employs a matrix pencil of degree greater than one. Under conditions of low noise in the transient response, our method significantly enhances accuracy compared to the conventional GPOF approach. This improvement is especially valuable for applications involving closely spaced complex natural frequencies, where a precise estimation is crucial. Full article

In singular spectrum analysis, which is applied to signal extraction, it is of critical importance to select the number of components correctly in order to accurately estimate the signal. In the case of a low-rank signal, there is a challenge in estimating the signal rank, which is equivalent to selecting the model order. Information criteria are commonly employed to address these issues. However, singular spectrum analysis is not aimed at the exact low-rank approximation of the signal. This makes it an adaptive, fast, and flexible approach. Conventional information criteria are not directly applicable in this context. The paper examines both subspace-based and information criteria, proposing modifications suited to the Hankel structure of trajectory matrices employed in singular spectrum analysis. These modifications are initially developed for white noise, and a version for red noise is also proposed. In the numerical comparisons, a number of scenarios are considered, including the case of signals that are approximated by low-rank signals. This is the most similar to the case of real-world time series. The criteria are compared with each other and with the optimal rank choice that minimizes the signal estimation error. The results of numerical experiments demonstrate that for low-rank signals and noise levels within a region of stable rank detection, the proposed modifications yield accurate estimates of the optimal rank for both white and red noise cases. The method that considers the Hankel structure of the trajectory matrices appears to be a superior approach in many instances. Reasonable model orders are obtained for real-world time series. It is recommended that a transformation be applied to stabilize the variance before estimating the rank. Full article

Extensions of Filbert and Lilbert matrices are addressed in this work. They are reciprocal Hankel matrices based on Fibonacci and Lucas numbers, respectively, and both are related to Hilbert matrices. The Neville elimination is applied to provide explicit expressions for their bidiagonal factorization. As a byproduct, formulae for the determinants of these matrices are obtained. Finally, numerical experiments show that several algebraic problems involving these matrices can be solved with outstanding accuracy, in contrast with traditional approaches. Full article

We deal with absolutely continuous probability distributions with finite all-positive integer-order moments. It is well known that any such distribution is either uniquely determined by its moments (M-determinate), or it is non-unique (M-indeterminate). In this paper, we follow the maximum entropy approach and establish a new criterion for the M-indeterminacy of distributions on the positive half-line (Stieltjes case). Useful corollaries are derived for M-indeterminate distributions on the whole real line (Hamburger case). We show how the maximum entropy is related to the symmetry property and the M-indeterminacy. Full article

In this paper, we introduce and study the Tricomi continuants, a family of tridiagonal determinants forming a Sheffer sequence closely related to the Tricomi polynomials and the Laguerre polynomials. Specifically, we obtain the main umbral operators associated with these continuants and establish some of their basic relations. Then, we obtain a Turan-like inequality, some congruences, some binomial identities (including a Carlitz-like identity), and some relations with the Cayley continuants. Furthermore, we show that the infinite Hankel matrix generated by the Tricomi continuants has an LDU-Sheffer factorization, while the infinite Hankel matrix generated by the shifted Tricomi continuants has an LTU-Sheffer factorization. Finally, by the first factorization, we obtain the linearization formula for the Tricomi continuants and its inverse. Full article

We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger’s results a century ago and ending with the great progress made only in recent times by C. Berg and collaborators. We describe here known results containing necessary and sufficient conditions for moment (in)determinacy in both Hamburger and Stieltjes moment problems. In our exposition, we follow an approach different from that commonly used. There are novelties well complementing the existing theory. Among them are: (a) to emphasize on the geometric interpretation of the indeterminacy conditions; (b) to exploit fine properties of the eigenvalues of perturbed symmetric matrices allowing to derive new lower bounds for the smallest eigenvalues of Hankel matrices (these bounds are used for concluding indeterminacy); (c) to provide new arguments to confirm classical results; (d) to give new numerical illustrations involving commonly used probability distributions. Full article

Herein, we propose a novel model-based simultaneous multi-slice (SMS) reconstruction method by exploiting data-driven parameter modeling for highly accelerated T1 parameter quantification. We assume that the predefined slice-specific null space operator remains invariant along the parameter dimension. We incorporate the parameter dimension into SMS-HSL to exploit Hankel-structured and Casorati matrices. Given this consideration, the SMS signal is reformulated in k-p space as a constrained optimization problem that exploits rank deficiency for the Hankel-structured matrix and a finite-dimensional basis for a subspace containing slowly evolving signals in the parameter direction. The proposed model-based SMS reconstruction method is validated on in vivo data and compared with state-of-the-art methods with slice acceleration factors of 3 and 5, including an in-plane acceleration factor of 2. The experimental results demonstrate that the proposed method performs effective slice unfolding and signal recovery in reconstructed images and T1 maps with high precision as compared to the state-of-the-art methods. Full article

Data–driven predictive control (DPC) is becoming an attractive alternative to model predictive control as it requires less system knowledge for implementation and reliable data is increasingly available in smart engineering systems. Two main approaches exist within DPC: the subspace approach, which estimates prediction matrices (unbiased for large data) and the behavioral, data-enabled approach, which uses Hankel data matrices for prediction (allows for optimizing the bias/variance trade–off). In this paper we develop a novel, generalized DPC (GDPC) algorithm by merging subspace and Hankel predictors. The predicted input sequence is defined as the sum of a known, baseline input sequence, and an optimized input sequence. The corresponding baseline output sequence is computed using an unbiased, subspace predictor, while the optimized predicted output sequence is computed using a Hankel matrix predictor. By combining these two types of predictors, GDPC can achieve high performance for noisy data even when using a small Hankel matrix, which is computationally more efficient. Simulation results for a benchmark example from the literature show that GDPC with a reduced size Hankel matrix can match the performance of data–enabled predictive control with a larger Hankel matrix in the presence of noisy data. Full article

Among the most widespread systems in industrial plants are automated drive systems, the key and most common element of which is the induction motor. In view of challenging operating conditions of equipment, the task of fault detection based on the analysis of electrical parameters is relevant. The authors propose the identification of patterns characterizing the occurrence and development of the bearing defect by the singular analysis method as applied to the stator current signature. As a result of the decomposition, the time series of the three-phase current are represented by singular triples ordered by decreasing contribution, which are reconstructed into the form of time series for subsequent analysis using a Hankelization of matrices. Experimental studies with bearing damage imitation made it possible to establish the relationship between the changes in the contribution of the reconstructed time series and the presence of different levels of bearing defects. By using the contribution level and tracking the movement of the specific time series, it became possible to observe both the appearance of new components in the current signal and the changes in the contribution of the components corresponding to the defect to the overall structure. The authors verified the clustering results based on a visual assessment of the component matrices’ structure similarity using scattergrams and hierarchical clustering. The reconstruction of the time series from the results of the component grouping allows the use of these components for the subsequent prediction of faults development in electric motors. Full article