Numerical integration of a vector from limits 0 to Infinity

Hi, I have a vector of data points,Y corresponding to a time vector 't'.
How do I integrate the vector 'Y' from the limits zero to infinity?
I know there is the 'trapz' command to integrate vectors, but how do I integrate it between these specific limits - 0 and Inf?
Please advise. Thank you in advance.

 Réponse acceptée

Walter Roberson
Walter Roberson le 17 Déc 2011
quadgk() can be used on infinite intervals provided that the function is does not oscillate too much.

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Fangjun Jiang
Fangjun Jiang le 17 Déc 2011
You can't. Numerical integration is some digital computation based on numerical value. If you want to integrate from 0 to infinite, it's going to take infinite time.
You might be able to figure out a pattern in your Y data and know a valid solution for integration from 0 to infinite. But that is your intelligence. An ordinary compute doesn't have that human intelligence yet.
If you could figure out the formula that is y=f(t), you might be able to use the Symbolic Toolbox to find the theoretical solution.

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