Title :
Numerical inversion of the Laplace transform
Author_Institution :
University of Louvain, Heverlee, Belgium
fDate :
6/1/1969 12:00:00 AM
Abstract :
An extension of Bellman´s method for the numerical inversion of the Laplace transform is discussed. This extension is theoretically equivalent to the method of Lanczos. Tables of coefficients are given which facilitate the inversion of the Laplace transform with the aid of a desk computer.
Keywords :
Laplace transforms; Automatic control; Differential equations; Finite wordlength effects; Gaussian processes; Interpolation; Lagrangian functions; Laplace equations; Polynomials; Roundoff errors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099180
