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Article #55Re: Is there anything equivalent to FFT for Laplace Transform?
From: Mirko Vukovic
Date: Mon, 02 Nov 1992 15:02
Date: Mon, 02 Nov 1992 15:02
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In a previous article, fang@phy.duke.edu (Fang Zhong) says: > > We are studying a decaying time series. We would like >to have a Laplace Transform of our experimental data, so we can >analyze all the exponential decaying modes. Is there anything >in numerical analysis that does the forward LT, just like FFT >to help analyzing data in frequency demain? > >-- > Fang Zhong 1-919-660-2524 > Duke University Dept. of Physics fang@phy.duke.edu > Durham, N.C. 27706 > OK, here is an extremely hazy suggestion (I don't have any signal processing books for firm definitions etc.) LT is a generalization of FT to the whole complex plane, where FT is the LT on the unit circle. If you multiply your time series by alpha^t (I think), the LT of the new series expands or contracts by the factor alpha (lookup Oppenheim's book on descretem time signal analysis): f(t) <--> F(s) f(t)*alpha^t <--> F(alpha*s) So, you can modify your time series in the above way, to bring the appropriate circles of the complex plane to the unit circle, and then you use the FFT. Mind you, this is my (highly original :-)) contribution to science, meaning that I've never seen it anywhere else, nor have seen (or looked) for an alternative way of doing a FLT. FUrther more, I've never tried it, only thought about it. Enough disclamers. -- Mirko Vukovic University of Wisconsin -- Madison VUKOVIC@UWMFE.NEEP.WISC.EDU
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Path: arc1-ca.pugleaf.net!sparky!uunet!cis.ohio-state.edu!magnus.acs.ohio-state.edu!usenet.ins.cwru.edu!cleveland.Freenet.Edu!at913 From: at913@cleveland.Freenet.Edu (Mirko Vukovic) Newsgroups: sci.math.num-analysis Subject: Re: Is there anything equivalent to FFT for Laplace Transform? Date: 2 Nov 1992 15:02:55 GMT Organization: Case Western Reserve University, Cleveland, OH (USA) Lines: 42 Distribution: inet Message-ID: <1d3fv0INNfo3@usenet.INS.CWRU.Edu> References: <6576@news.duke.edu> Reply-To: at913@cleveland.Freenet.Edu (Mirko Vukovic) NNTP-Posting-Host: hela.ins.cwru.edu