Discrete convolution in time/Laplace domain
Hello,
I’m dealing with a problem where I need to calculate a convolution in the time domain again and again, so efficiency is a big issue.
I need to evaluate the following formula
numerically. I know as a analytical function (which btw can also be transformed analytically in the time domain); but I have only as discrete values . That means I need to evaluate in discrete form to obtain .
I have used FFT to solve some convolution in the Fourier space, but this Laplace transforms seem to be much more challenging numerically. Is maybe z-transforms the way to go? I would be very thankfull for any guidance on the topic.
Thank you.Hello,
I’m dealing with a problem where I need to calculate a convolution in the time domain again and again, so efficiency is a big issue.
I need to evaluate the following formula
numerically. I know as a analytical function (which btw can also be transformed analytically in the time domain); but I have only as discrete values . That means I need to evaluate in discrete form to obtain .
I have used FFT to solve some convolution in the Fourier space, but this Laplace transforms seem to be much more challenging numerically. Is maybe z-transforms the way to go? I would be very thankfull for any guidance on the topic.
Thank you. Hello,
I’m dealing with a problem where I need to calculate a convolution in the time domain again and again, so efficiency is a big issue.
I need to evaluate the following formula
numerically. I know as a analytical function (which btw can also be transformed analytically in the time domain); but I have only as discrete values . That means I need to evaluate in discrete form to obtain .
I have used FFT to solve some convolution in the Fourier space, but this Laplace transforms seem to be much more challenging numerically. Is maybe z-transforms the way to go? I would be very thankfull for any guidance on the topic.
Thank you. laplace transform, z transform, convolution in time MATLAB Answers — New Questions