Determining accurate formula using undetermined coefficients

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Reference no: EM1344232

Numerical Differentiation

Determine a more accurate formula for f'(t) using method of undetermined coefficients. Let's say the formula is of the form f'(t)= Af(t + 2h) + Bf(t + h) - Bf(t - h) - Af(t - 2h)

find values of A and B such that error is minimized. what power of h is the error proportional to?

Reference no: EM1344232

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