Pre 3.4 Jacobian Matrix
Course subject(s)
Pre-knowledge Mathematics
Assume m number of different multivariate functions as f1(x),f2(x),…,fm(x), where x=[x1⋮xn]. If we collect all the fi(x) functions in a column vector F(x) as
F(x)=[f1(x)⋮fm(x)],
F(x) is itself a m-vector function of an n-vector variable x. For such a vector multivariate function, the m×n matrix of partial derivatives ∂Fi/∂xj, denoted as Jx, is called Jacobian matrix of F defined as:
Jx=∂xTF=[∂F1/∂x1…∂F1/∂xn∂F2/∂x1…∂F2/∂xn⋮⋮∂Fm/∂x1…∂Fm/∂xn].
For example, let x=[x1x2x3] and F(x)=[x1+x2+x3x21+2x2x21+x32+cos(x3)]. Then the Jacobian matrix of F(x) is derived as:
Jx=∂xTF=[1112x1202x13x22−sin(x3)].

Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.