Dear Researchers, how can I generate a Hankel matrix based on the available data?

For instance, I have the measured data as y = [0 1 3 5 7; 0 2 4 6 8]; I want to generate the Hankel matrix as Y = [y(1) y(2) y(3) y(4); y(2) y(3) y(4) y(5)], where y(k) represents the measured data at k-th time instance, i.e. y(1) = [0; 0], so y(k) is a 2×1 column vector. So, I want to generate the Hankel matrix in which each element is a 2×1 column vector. In my case, I want to get this matrix Y = [0 1 3 5; 0 2 4 6; 1 3 5 7; 2 4 6 8]. This matrix y is taken just for demonstration purpose. It would be better if you suggest solution for high dimension data matrix. This help will be valuable for me! Thanks!

## Best Answer