We consider the problem of detecting the common dynamic among several observed signals. It has been shown in (Markovsky et al., 2019) that the problem is equivalent to a generalization of the classical Hankel low-rank approximation to the case of multiple rank constraints. We propose an optimization method based on the integration of ordinary differential equations describing a descent dynamic for a suitable functional to be minimized. We show how the proposed algorithm improves the numerical solutions computed by existing subspace methods which solve the same problem.
展开▼
