Abstract
In this paper, we introduce a new set of functions, which have the property of the completeness over a finite and infinite intervals. This family of functions, denoted for simplicity GOSWFs, are a generalization of the oblate spheroidal wave functions. They generalize also the Jacobi polynomials in some sense. The GOSWFs are nothing but the eigenfunctions of the finite weighted bilateral Laplace transform
We compute this functions by the use the Gaussian quadrature method. As an application, we use the GOSWFs to invert the finite bilateral Laplace transform as well as the finite Laplace transform and the Mellin transform. Finally, we provide the reader by some numerical examples that illustrate the theoretical results. We reconstruct signals without noise and others with noise. We have used three kinds of noisy input signals: Sinusoidal noise given by
Here
and
are two real parameters. The second type of noise is a functional noise given by:
The third kind of the signal noise is the random noise which is normally distributed with mean 0 and standard deviation