Reiteration of Hankel singular value decomposition for modeling of complex-valued signal

Modeling signal which forms complex values is a common scientific problem, which is present in many applications, i.e. in medical signals, computer graphics and vision. One of the possible solution is utilization of Hankel Singular Value Decomposition. In the first step complex-valued signal is arranged in a special form called Hankel matrix, which is in the next step decomposed in operation of Singular Value Decomposition. Obtained matrices can be then reformulated in order to get parameters describing system. Basic method can be applied for fitting whole signal but it fails in modeling each particular component of signal. Modification of basic HSVD method, which relies on reiteration and is used for main components, and application of prior knowledge solves presented problem.