From here on, is omitted for notational convenience. A Hankel matrix is then constructed from . We first construct a Hankel matrix as:

and then construct the block Hankel matrix as:

Parameters and are chosen to make and close to square matrices, e.g., and . The symbol outputs the integer of an input value. The matrix is of size , with , . The block Hankel matrix is considered to be lowrank (Chen et al., 2019a; Trickett, 2008; Oropeza and Sacchi, 2011; Huang et al., 2016), i.e., it can be approximated by a small number of eigen-images.

2020-12-06