DerivativeIn mathematics, the derivative shows the sensitivity of change of a function's output with respect to the input. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point.
Second derivativeIn calculus, the second derivative, or the second-order derivative, of a function f is the derivative of the derivative of f. Informally, the second derivative can be phrased as "the rate of change of the rate of change"; for example, the second derivative of the position of an object with respect to time is the instantaneous acceleration of the object, or the rate at which the velocity of the object is changing with respect to time. In Leibniz notation: where a is acceleration, v is velocity, t is time, x is position, and d is the instantaneous "delta" or change.
Uniform normIn mathematical analysis, the uniform norm (or ) assigns to real- or complex-valued bounded functions f defined on a set S the non-negative number This norm is also called the , the , the , or, when the supremum is in fact the maximum, the . The name "uniform norm" derives from the fact that a sequence of functions \left{f_n\right} converges to f under the metric derived from the uniform norm if and only if f_n converges to f uniformly.
Norm (mathematics)In mathematics, a norm is a function from a real or complex vector space to the non-negative real numbers that behaves in certain ways like the distance from the origin: it commutes with scaling, obeys a form of the triangle inequality, and is zero only at the origin. In particular, the Euclidean distance in a Euclidean space is defined by a norm on the associated Euclidean vector space, called the Euclidean norm, the 2-norm, or, sometimes, the magnitude of the vector.
H-infinity methods in control theoryH∞ (i.e. "H-infinity") methods are used in control theory to synthesize controllers to achieve stabilization with guaranteed performance. To use H∞ methods, a control designer expresses the control problem as a mathematical optimization problem and then finds the controller that solves this optimization. H∞ techniques have the advantage over classical control techniques in that H∞ techniques are readily applicable to problems involving multivariate systems with cross-coupling between channels; disadvantages of H∞ techniques include the level of mathematical understanding needed to apply them successfully and the need for a reasonably good model of the system to be controlled.
Nonparametric statisticsNonparametric statistics is the type of statistics that is not restricted by assumptions concerning the nature of the population from which a sample is drawn. This is opposed to parametric statistics, for which a problem is restricted a priori by assumptions concerning the specific distribution of the population (such as the normal distribution) and parameters (such the mean or variance).
Loop gainIn electronics and control system theory, loop gain is the sum of the gain, expressed as a ratio or in decibels, around a feedback loop. Feedback loops are widely used in electronics in amplifiers and oscillators, and more generally in both electronic and nonelectronic industrial control systems to control industrial plant and equipment. The concept is also used in biology. In a feedback loop, the output of a device, process or plant is sampled and applied to alter the input, to better control the output.
Total derivativeIn mathematics, the total derivative of a function f at a point is the best linear approximation near this point of the function with respect to its arguments. Unlike partial derivatives, the total derivative approximates the function with respect to all of its arguments, not just a single one. In many situations, this is the same as considering all partial derivatives simultaneously. The term "total derivative" is primarily used when f is a function of several variables, because when f is a function of a single variable, the total derivative is the same as the ordinary derivative of the function.
Generalizations of the derivativeIn mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc. The Fréchet derivative defines the derivative for general normed vector spaces . Briefly, a function , an open subset of , is called Fréchet differentiable at if there exists a bounded linear operator such that Functions are defined as being differentiable in some open neighbourhood of , rather than at individual points, as not doing so tends to lead to many pathological counterexamples.
Prior probabilityA prior probability distribution of an uncertain quantity, often simply called the prior, is its assumed probability distribution before some evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a parameter of the model or a latent variable rather than an observable variable.