Hankel Matrix

A Hankel matrix is a special kind of matrix where each skew-diagonal (from top-right to bottom-left) contains the same value. It is constructed from a sequence of numbers, with each row shifting the sequence by one element compared to the row above. This structure helps in analyzing patterns, like detecting trends or signals over time, especially in fields such as signal processing, control systems, and data analysis. The Hankel matrix effectively captures how the sequence evolves, making it useful for tasks like system identification and noise reduction.