“…(
2021) introduce the approximation of X using the robust damped rank‐reduction operator on the Hankel matrix P by
where the term
corresponds to the approximation of X using the damped rank‐reduction operator (Chen, Zhang, et al.,
2016).
corresponds to the first diagonal matrix of the approximation signal using the traditional truncated singular value decomposition (Chen, Zhang, et al.,
2016; Innocent Oboué et al.,
2021; Oropeza & Sacchi,
2011). It contains the largest singular values of the block Hankle matrix P .…”