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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=[x1xn]. 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/x1F1/xnF2/x1F2/xnFm/x1Fm/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=[1112x1202x13x22sin(x3)].

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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.
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