%hankelization Ver 1.1 for M singular spectral analysis % program is written 17.02.2009 by L.V. Zotov % error remooved 01.10.2010 function X=Hank(G1,L,N,L_min, K_max) if L~=L_min X=0; return; end; for ii=1:1:L_min X1(ii)=0; X1(N-ii+1)=0; for j=0:1:ii-1 X1(ii)=X1(ii)+G1(ii-j,j+1); X1(N-ii+1)=X1(N-ii+1)+G1(L_min-(ii-j)+1,K_max-j); end; X1(ii)=X1(ii)/ii; X1(N-ii+1)=X1(N-ii+1)/ii; end; for ii=(L_min+1):1:K_max X1(ii)=0; for j=0:1:L_min-1 %if(L_min==L) X1(ii)=X1(ii)+G1(L_min-j,(ii-L_min)+j+1); %else % X1(ii)=X1(ii)+G1(ii-j,j+1); %end; end; X1(ii)=X1(ii)/L_min; end; X=X1;