hank(1)

NAME
hank - hankel matrix

CALLING SEQUENCE
[hk]=hank(m,n,cov)

PARAMETERS

m   : number of bloc-rows

n   : number of bloc-columns

cov : sequence of covariances; it must be given as :[R0 R1 R2...Rk]

hk  : computed hankel matrix

DESCRIPTION
this function builds the hankel matrix of size (m*d,n*d) from the covariance sequence of a vector process

AUTHOR
G. Le V.