Low-Rank Hankel Tensor Completion is a framework that lifts incomplete signals into Hankel-structured tensors and recovers data using low-rank priors.
It incorporates various models such as CP decomposition, balanced unfolding, and Tucker factorization tailored for applications like spectroscopy and traffic estimation.
Advanced optimization methods including ADMM and scaled gradient descent ensure convergence and efficiency in large-scale, nonconvex recovery tasks.
Searching arXiv for recent and foundational papers on low-rank Hankel tensor completion.
Low-rank Hankel tensor completion denotes a family of recovery methods in which a partially observed signal, matrix, or tensor is lifted into a Hankel-structured higher-order tensor and reconstructed under a low-rank prior adapted to that lifted object. In the literature, this framework appears in at least three distinct but closely related forms: recovery of N-dimensional exponential signals via CP structure with Hankel-matrix nuclear-norm regularization on factor vectors; spatiotemporal traffic speed estimation via a fourth-order Hankel tensor and a truncated nuclear norm on a balanced unfolding; and multi-measurement spectral compressed sensing via a third-order Hankel tensor with low multilinear-rank Tucker structure and scaled gradient descent. Across these formulations, the central premise is that Hankelization exposes shift-invariant local structure, while completion exploits low-rankness in a model-specific sense (Ying et al., 2016, Wang et al., 2021, Li et al., 7 Jul 2025).
1. Structural model and Hankel lifting
In the exponential-signal setting, the observed tensor Y∈CI1×I2×⋯×IN is modeled by
yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,
with only a subset of entries indexed by
Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}
available through the sampling operator PΩ. The reconstruction target is the full tensor Y, and the formulation explicitly exploits both low CP rank and exponential factor vectors (Ying et al., 2016).
In the traffic-speed setting, the starting point is an incomplete matrix Y∈RN×T. A two-way delay embedding
Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)
is defined by
[Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,
thereby converting the original matrix into a fourth-order Hankel tensor X. Its inverse Y∈CI1×I2×⋯×IN0 averages all copies of each original entry. This construction is used to approximate and characterize both global and local spatiotemporal patterns in a data-driven manner (Wang et al., 2021).
In the multi-measurement spectral compressed sensing setting, Y∈CI1×I2×⋯×IN1 equally sampled length-Y∈CI1×I2×⋯×IN2 time series are arranged as Y∈CI1×I2×⋯×IN3, and a third-order Hankel-tensor lifting
Y∈CI1×I2×⋯×IN4
produces a block-Hankel tensor. For spectral sparse signals, the lifted tensor admits a Tucker form with
The phrase “low-rank” is not uniform across this literature. The formulations differ in the rank surrogate, in the object to which that surrogate is applied, and in the way the Hankel structure is enforced.
Setting
Lifted object
Rank surrogate / structure
Y∈CI1×I2×⋯×IN6-dimensional exponential signals
Factor-vector Hankel matrices and CP tensor
Nuclear norm of Y∈CI1×I2×⋯×IN7 plus CP decomposition
Traffic speed estimation
Fourth-order Hankel tensor with balanced unfolding Y∈CI1×I2×⋯×IN8
Low multilinear rank yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,1 with Tucker decomposition
For yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,2-dimensional exponential signals, the reconstruction variable is written as
yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,3
where yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,4 is an overestimate of the true rank. The operator yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,5 maps a vector into an yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,6 Hankel matrix with yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,7, and the model minimizes
yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,8
This couples a CP decomposition with the nuclear norm of Hankel matrices so that low-CP-rank structure and exponential structure are enforced simultaneously (Ying et al., 2016).
For traffic speed estimation, the model solves
yi1,…,iN=r=1∑Rdrn=1∏Nzn,rin−1,9
Here Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}0 is the balanced spatiotemporal unfolding of the fourth-order Hankel tensor, with
Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}1
and the truncated nuclear norm is used to approximate the tensor rank. Each column of the unfolding represents the vectorization of a small patch in the original matrix (Wang et al., 2021).
For multi-measurement spectral compressed sensing, the constrained completion problem is
Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}2
subject to
Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}3
Equivalently, one may add a quadratic penalty for Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}4. The weighting operator Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}5 is chosen so that Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}6 satisfies Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}7, and the Hankel tensor is parametrized by a Tucker decomposition Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}8 (Li et al., 7 Jul 2025).
3. Numerical algorithms and computational structure
The 2016 HMRTC method solves a nonconvex and nonsmooth objective by ADMM after introducing auxiliary variables Ω⊂{1…I1}×{1…I2}×⋯×{1…IN}9. The augmented Lagrangian uses multipliers PΩ0 and penalty PΩ1. The PΩ2-update fixes PΩ3 and PΩ4, then minimizes the augmented Lagrangian; because the CP term is multilinear, an inner alternating minimization among the modes is applied, and the mode-PΩ5 update reduces to a regularized least-squares system. The PΩ6-update is a singular-value-shrinkage step,
PΩ7
followed by the multiplier update
PΩ8
The penalty schedule starts at PΩ9 and increases by Y0 with Y1, for example Y2. The stopping criteria are relative change in reconstructed tensor Y3 or Y4. Per iteration, SVDs dominate the cost: one SVD of size Y5 per Y6, i.e. Y7, for total Y8; these SVDs are independent and can be parallelized, and storage is Y9 (Ying et al., 2016).
The traffic-speed STH-LRTC framework also uses ADMM, but the variables are the lifted Hankel tensor Y∈RN×T0, the completed matrix Y∈RN×T1, and a dual variable Y∈RN×T2. The Y∈RN×T3-update applies the truncated singular-value shrinkage operator Y∈RN×T4 to the balanced unfolding Y∈RN×T5, where
Y∈RN×T6
The Y∈RN×T7-update uses Y∈RN×T8 together with a hard constraint on Y∈RN×T9, the dual update is
Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)0
and the adaptive penalty rule is
Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)1
The stopping criterion is Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)2. Each Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)3-update requires an SVD of a Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)4 unfolding with Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)5, so a partial SVD costs Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)6, while the Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)7- and Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)8-updates cost only Hτs,τt:RN×T⟶Rτs×τt×(N−τs+1)×(T−τt+1)9 (Wang et al., 2021).
The 2025 ScalHT method replaces ADMM by scaled gradient descent on Tucker factors and core. At iterate [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,0, each factor update is premultiplied by the inverse Gram matrix of the other factors, and the core update is scaled by [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,1, [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,2, and [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,3. The paper states that this scaling dramatically reduces sensitivity to condition-number in practice. Fast identities exploiting the interaction between the low-rank Tucker structure and the Hankel lift reduce the overall per-iteration cost to
[Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,4
with FFT-based fast convolution for single-mode multiplications. Initialization is “sequential spectral,” based on a back-projected estimate on a small batch [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,5, top-[Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,6 singular vectors of mode unfoldings, a projected core [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,7, and projection of [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,8 to the incoherence ball (Li et al., 7 Jul 2025).
4. Convergence theory and recovery guarantees
Theoretical guarantees differ sharply across formulations. In HMRTC, despite nonconvexity, two convergence statements are established: Theorem 1 states that the sequence [Hτs,τt(Z)]a,b,i,j=Zi+a−1,j+b−1,9 generated by the ADMM is Cauchy, hence convergent; Theorem 2 states that if the multiplier increments X0, then any limit point satisfies the Karush–Kuhn–Tucker conditions of the original problem. No global exact-recovery or sample-complexity bounds are given for the X1-dimensional case, although the paper refers to existing X2-D Hankel-matrix completion results predicting sample complexityX3 and to EMaC results (Ying et al., 2016).
For STH-LRTC, the theory reported is more generic: ADMM is known to converge, under mild conditions, at roughly a sublinear rate, and in practice an adaptive X4 often accelerates convergence. The principal methodological parameters are the spatial and temporal window lengths X5, which control the size of local patches. Larger values capture longer spatiotemporal dependencies, which is useful when data is very sparse, at the expense of higher SVD cost (Wang et al., 2021).
ScalHT provides the strongest formal guarantees among the three formulations. Under an incoherence assumption on the HOSVD factors and with step-size X6, Theorem 1 states that if
X7
then, with probability X8, the iterates satisfy
X9
The paper further states exact recovery in Y∈CI1×I2×⋯×IN00 steps. Lemma 7 gives linear convergence once the iterate lies within a small constant relative neighborhood of the ground truth: Y∈CI1×I2×⋯×IN01
The proof relies on a new concentration bound for partial sampling through the Hankel adjoint Y∈CI1×I2×⋯×IN02, a sequential spectral initialization bound, and perturbation bounds for the Gram scaling. The authors describe these recovery and linear convergence guarantees as the first of their kind for low-rank Hankel tensor completion (Li et al., 7 Jul 2025).
5. Empirical behavior and application domains
The empirical record in the 2016 paper is centered on simulated and real spectroscopy data. On simulated Y∈CI1×I2×⋯×IN03 three-dimensional signals, including both undamped and damped complex sinusoids, with rank Y∈CI1×I2×⋯×IN04 varying up to Y∈CI1×I2×⋯×IN05, sampling ratios Y∈CI1×I2×⋯×IN06 from Y∈CI1×I2×⋯×IN07 to Y∈CI1×I2×⋯×IN08, and additive noise, HMRTC yields much lower RLNE than competing low-n-rank (ADM–TR) or weighted-CP (WCP) methods, especially at low Y∈CI1×I2×⋯×IN09. Phase-transition plots of average RLNE show that HMRTC recovers accurately, with RLNE below the noise level, with as few as Y∈CI1×I2×⋯×IN10 for moderate Y∈CI1×I2×⋯×IN11, whereas the competing methods need Y∈CI1×I2×⋯×IN12. HMRTC is also reported to be robust to over-estimation of rank: even if Y∈CI1×I2×⋯×IN13 is Y∈CI1×I2×⋯×IN14, reconstruction remains good, whereas WCP fails when Y∈CI1×I2×⋯×IN15. On real three-dimensional NMR spectroscopy (HNCO) data of size Y∈CI1×I2×⋯×IN16, nonuniformly Poisson-gap sampled at Y∈CI1×I2×⋯×IN17, HMRTC recovers peaks faithfully versus ADM–TR or WCP, enabling Y∈CI1×I2×⋯×IN18 time-saving. In a Y∈CI1×I2×⋯×IN19 benchmark, HMRTC runs in Y∈CI1×I2×⋯×IN20 s versus Y∈CI1×I2×⋯×IN21 s for WCP and Y∈CI1×I2×⋯×IN22 s for ADM–TR, using Y∈CI1×I2×⋯×IN23 GB RAM (Ying et al., 2016).
The 2021 traffic-speed formulation is motivated by traffic state estimation using sparse observations from mobile sensors. The paper contrasts its approach with methods that rely on well-defined physical traffic flow models or require large amounts of simulation data to train machine learning models. The proposed framework is purely data-driven and model-free, involves only two hyperparameters, spatial and temporal window lengths, and numerical experiments on real-world high-resolution trajectory data demonstrate the effectiveness and superiority of the model in some challenging scenarios (Wang et al., 2021).
The 2025 ScalHT paper reports several numerical regimes. In phase-transition experiments with Y∈CI1×I2×⋯×IN24, Y∈CI1×I2×⋯×IN25, and Y∈CI1×I2×⋯×IN26, success occurs roughly when Y∈CI1×I2×⋯×IN27; with Y∈CI1×I2×⋯×IN28 fixed, Y∈CI1×I2×⋯×IN29 suffices. For Y∈CI1×I2×⋯×IN30, Y∈CI1×I2×⋯×IN31, Y∈CI1×I2×⋯×IN32, ScalHT, ScaledGD, and AM-FIHT achieve high success at Y∈CI1×I2×⋯×IN33, while ANM needs Y∈CI1×I2×⋯×IN34. For Y∈CI1×I2×⋯×IN35, Y∈CI1×I2×⋯×IN36, Y∈CI1×I2×⋯×IN37, ScalHT and ScaledGD reach relative error Y∈CI1×I2×⋯×IN38 in Y∈CI1×I2×⋯×IN39 iterations in both Y∈CI1×I2×⋯×IN40 and Y∈CI1×I2×⋯×IN41 cases, whereas AM-FIHT takes Y∈CI1×I2×⋯×IN42 to Y∈CI1×I2×⋯×IN43 iterations. Across Y∈CI1×I2×⋯×IN44, ScalHT runs in Y∈CI1×I2×⋯×IN45 time and is reported at Y∈CI1×I2×⋯×IN46 sec for Y∈CI1×I2×⋯×IN47. In DOA estimation using a Y∈CI1×I2×⋯×IN48-element sparse linear array with Y∈CI1×I2×⋯×IN49, ScalHT+MUSIC achieves RMSE near the CRB at SNRY∈CI1×I2×⋯×IN50 dB, outperforming ANM+MUSIC and applying MUSIC directly to incomplete snapshots (Li et al., 7 Jul 2025).
6. Conceptual distinctions, adjacent methods, and interpretation
A recurrent source of confusion is to treat low-rank Hankel tensor completion as a single model. The literature instead shows several structurally different formulations. One line exploits the CANDECOMP/PARAFAC structure together with the exponential structure of factor vectors by minimizing the nuclear norm of their Hankel matrices; another uses a balanced unfolding of a fourth-order spatiotemporal Hankel tensor and a truncated nuclear norm; a third imposes low multilinear rank on a third-order block-Hankel tensor through Tucker factors and a Hankel-consistency constraint or penalty (Ying et al., 2016, Wang et al., 2021, Li et al., 7 Jul 2025).
The relation to adjacent methods is also explicit in the comparative baselines. In the spectroscopy setting, HMRTC is compared with ADM–TR and WCP. In traffic state estimation, the proposed method is positioned against physical traffic flow models and machine learning models trained on large amounts of simulation data. In multi-measurement spectral compressed sensing, ScalHT is compared with ANM, AM-FIHT, and ScaledGD. These comparisons indicate that the practical meaning of “Hankel tensor completion” depends on the ambient inverse problem, the lifted tensor order, the rank notion, and the optimization mechanism.
The theoretical trajectory across the cited works is equally nonuniform. Early HMRTC establishes convergence to a stationary point but does not provide global exact-recovery or Y∈CI1×I2×⋯×IN51-dimensional sample-complexity results. STH-LRTC emphasizes tractable ADMM updates and patch-based spatiotemporal structure. ScalHT combines fast algebraic transforms with nonconvex Tucker factorization and provides recovery and linear convergence guarantees. This suggests a progression from convex or convex-surrogate regularization toward structured nonconvex parameterizations with sharper theory and lower computational cost, while preserving the defining role of Hankel lifting as the mechanism that exposes recoverable low-rank structure.