基于正交多项式下的数值微分任意阶稳定逼近
NUMERICAL DIFFERENTIAL FOR ARBITRARY ORDER APPROXIMATION STEADILY BASED ON ORTHOGONAL POLYNOMIAL

本文研究了数值微分问题.利用基于正交多项式理论下的积分算子方法,获得了可以稳定逼近已知函数任意阶导数的结果,推广了Lanczos积分方法的结果.
In this paper, we investigate the numerical differentiation of higher order. Based on orthogonal polynomial theory, integral operator method is utilized. Using the proposed method we can estimate any order derivatives of approximately specified functions. The new method also generalized the result of the Lanczos's