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?
2026-02-23 23:29:37.1771889377
vandermonde decomposition of a Hankel matrix
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