How to calcute the inverse Laplace transform of hat(F)(z)=sum_(i=0)^(oo) (A^i)/(z^(i+1))

Pellagra3d

Pellagra3d

Answered question

2022-10-13

How to calcute the inverse Laplace transform of F ^ ( z ) = i = 0 A i z i + 1

Answer & Explanation

cesantedz

cesantedz

Beginner2022-10-14Added 12 answers

First off, let's define the exponential of a matrix via its power series. i.e.
e A t = n = 0 A n n ! t n
Now, if you don't like the inverse Laplace, let's use that fact that the Laplace transform is injective. We see that
F ^ = L ( e A t ) = 0 e z t e A t d t def'n of Laplace = n = 0 A n 0 t n e z t n ! d t def'n of matrix exp, with uniform convergence and linearity = n = 0 A n 1 z n + 1 z > 0
Now since the transform is injective, we have that the inverse of F ^ is actually e A t

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