Toeplitz-Vandermonde matrix factorization with application to parameter estimation of Wiener-Hammerstein systems

In this letter, we present an algorithm for computing the factors of a matrix bilinear decomposition when the factors are constrained to have a Toeplitz and a Vandermonde structure. The proposed algorithm is constituted by a set of recurrence relations derived when the matrix to be decomposed has at least three columns. This algorithm is then used for estimating nondiagonal coefficients of Volterra kernels associated with a Wiener-Hammerstein system