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Lec02-2 Taylor Polynomial Approximation

This document contains information about Mauro Sebastián Innocente, including his credentials and affiliations with the Autonomous Vehicles & Artificial Intelligence Laboratory (AVAILab). It provides an overview of his work related to autonomous vehicles and artificial intelligence.

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48 views

Lec02-2 Taylor Polynomial Approximation

This document contains information about Mauro Sebastián Innocente, including his credentials and affiliations with the Autonomous Vehicles & Artificial Intelligence Laboratory (AVAILab). It provides an overview of his work related to autonomous vehicles and artificial intelligence.

Uploaded by

Mauro Sebastián Innocente
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Mauro Sebastián Innocente

PhD, MSc, MEng, FHEA

Autonomous Vehicles &


Artificial Intelligence Laboratory (AVAILab)
[email protected]
https://msinnocente.com/
https://availab.org/

AVAILab
Autonomous Vehicles &
Artificial Intelligence
Laboratory
• Weierstrass Approximation Theorem
If f(x) is a continuous real-valued function on x ∈ [a, b] and if ε > 0,
there exists a polynomial p(x) on x ∈ [a, b] such that 𝑓 𝑥 − 𝑝 𝑥 < 𝜀 for all x ∈ [a, b].
This is to say that any continuous function on a closed and bounded interval can be uniformly
approximated on that interval by polynomials to any degree of accuracy.

• Power Series
∞
2
𝑓 𝑥 = 𝑎0 + 𝑎1 ⋅ 𝑥 − 𝑥0 + 𝑎2 ⋅ 𝑥 − 𝑥0 + 𝑎3 ⋅ 𝑥 − 𝑥0 3 +. . . = ෍ 𝑎𝑖 ⋅ 𝑥 − 𝑥0 𝑖

𝑖=0

Any polynomial can be expressed as a power series around any centre x0.

Taylor Polynomial Approximation Mauro S. Innocente


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∞
2
𝑓 𝑥 = 𝑎0 + 𝑎1 ⋅ 𝑥 − 𝑥0 + 𝑎2 ⋅ 𝑥 − 𝑥0 + 𝑎3 ⋅ 𝑥 − 𝑥0 3 +. . . = ෍ 𝑎𝑖 ⋅ 𝑥 − 𝑥0 𝑖

𝑖=0

𝑑𝑓
𝑥0 = 𝑎1 + 2 ⋅ 𝑎2 ⋅ 𝑥 − 𝑥0 + 3 ⋅ 𝑎3 ⋅ 𝑥 − 𝑥0 2 +. . . = 𝑎1
𝑑𝑥
𝑑2 𝑓
𝑥 = 2 ⋅ 𝑎2 + 2 ⋅ 3 ⋅ 𝑎3 ⋅ 𝑥 − 𝑥0 +. . . = 2 ⋅ 𝑎2
𝑑𝑥 2 0
𝑑3 𝑓
𝑥 = 6 ⋅ 𝑎3 + 2 ⋅ 3 ⋅ 4 ⋅ 𝑎4 ⋅ 𝑥 − 𝑥0 . . . = 6 ⋅ 𝑎3
𝑑𝑥 3 0

𝑑𝑓 𝑑2 𝑓 𝑥 − 𝑥0 2
𝑑3 𝑓 𝑥 − 𝑥0 3
𝑓 𝑥 = 𝑓 𝑥0 + 𝑥0 ⋅ 𝑥 − 𝑥0 + 2 𝑥0 ⋅ + 3 𝑥0 ⋅ +⋯
𝑑𝑥 𝑑𝑥 2! 𝑑𝑥 3!

Taylor Polynomial Approximation Mauro S. Innocente


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𝑑𝑓 𝑑2 𝑓 𝑥 − 𝑥0 2
𝑑3 𝑓 𝑥 − 𝑥0 3
𝑓 𝑥 = 𝑓 𝑥0 + 𝑥0 ⋅ 𝑥 − 𝑥0 + 2 𝑥0 ⋅ + 3 𝑥0 ⋅ + 𝑅3
𝑑𝑥 𝑑𝑥 2! 𝑑𝑥 3!

𝑑𝑓 𝑑2 𝑓 𝑥 − 𝑥0 2
𝑑3 𝑓 𝑥 − 𝑥0 3
𝑔 𝑥 = 𝑓 𝑥0 + 𝑥0 ⋅ 𝑥 − 𝑥0 + 2 𝑥0 ⋅ + 3 𝑥0 ⋅ ≈𝑓 𝑥
𝑑𝑥 𝑑𝑥 2! 𝑑𝑥 3!

𝑑(𝑛+1) 𝑓 𝑥 − 𝑥0 (𝑛+1)
𝑅𝑛 = (𝑛+1) 𝜉 ∙ , where 𝜉 ∈ 𝑥0 , 𝑥
𝑑𝑥 (𝑛 + 1)!

Taylor Polynomial Approximation Mauro S. Innocente


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∞ ∞

𝑓 𝑥 = ෍ ෍ 𝑎𝑖𝑗 ⋅ 𝑥 − 𝑥0 𝑖 ⋅ 𝑦 − 𝑦0 𝑗

𝑖=0 𝑗=0

2 2
𝑔 𝑥, 𝑦 = 𝑎00 + 𝑎10 ⋅ 𝑥 − 𝑥0 + 𝑎20 ⋅ 𝑥 − 𝑥0 + 𝑎01 ⋅ 𝑦 − 𝑦0 + 𝑎02 ⋅ 𝑦 − 𝑦0 + 𝑎11 ⋅ 𝑥 − 𝑥0 ⋅ 𝑦 − 𝑦0

𝑎00 = 𝑓 𝑥0 , 𝑦0
𝜕𝑓
𝑎10 = 𝑥 ,𝑦
𝜕𝑥 0 0
1 𝜕2𝑓
𝑎20 = ∙ 2 𝑥0 , 𝑦0
2 𝜕𝑥
𝜕𝑓
𝑎01 = 𝑥 ,𝑦
𝜕𝑦 0 0
1 𝜕2𝑓
𝑎02 = ∙ 2 𝑥0 , 𝑦0
2 𝜕𝑦
𝜕2𝑓
𝑎11 = 𝑥 ,𝑦
𝜕𝑥𝜕𝑦 0 0
Taylor Polynomial Approximation Mauro S. Innocente
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𝑔 𝑥, 𝑦 = 𝑓 𝑥0 , 𝑦0 + 𝜕𝑥 𝑓 𝑥0 , 𝑦0 ⋅ 𝑥 − 𝑥0 + 𝜕𝑦 𝑓 𝑥0 , 𝑦0 ⋅ 𝑦 − 𝑦0
1
+ 𝜕𝑥𝑥 𝑓 𝑥0 , 𝑦0 ⋅ 𝑥 − 𝑥0 2 + 2 ∙ 𝜕𝑥𝑦 𝑓 𝑥0 , 𝑦0 ⋅ 𝑥 − 𝑥0 ⋅ 𝑦 − 𝑦0 + 𝜕𝑦𝑦 𝑓 𝑥0 , 𝑦0 ⋅ 𝑦 − 𝑦0 2
2!

T
1 T
𝑔 𝐱 = 𝑓 𝐱𝟎 + 𝐱 − 𝐱𝟎 ∙ ∇𝑓 𝐱 𝟎 + ∙ 𝐱 − 𝐱𝟎 ∙ 𝐇𝑓 𝐱 𝟎 ∙ 𝐱 − 𝐱 𝟎
2

Taylor Polynomial Approximation Mauro S. Innocente


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