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Nonlinear Control Sy.. - Free

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2.8. DIFFERENTIABILITY<br />

2.8 Differentiability<br />

Definition 2.20 A function f : R -> R is said to be differentiable at x if f is defined in an<br />

open interval (a, b) C R and<br />

exists.<br />

f(x + hh - f(x)<br />

f'(x) = l<br />

a<br />

The limit f'(x) is called the derivative of f at x. The function f is said to be<br />

differentiable if it is differentiable at each x in its domain. If the derivative exists, then<br />

f(x + h) - f(x) = f'(x)h + r(h)<br />

where the "remainder" r(h) is small in the sense that<br />

lim r(h) = 0.<br />

h,O h<br />

Now consider the case of a function f : R" -+ R.<br />

Definition 2.21 A function f : R' -4 R' is said to be differentiable at a point x if f is<br />

defined in an open set D C R" containing x and the limit<br />

exists.<br />

lim If(x+h) - f(x) - f'(x)hIl = 0<br />

h-+0 lhll<br />

Notice, of course, in Definition 2.21 that h E R'. If IhII is small enough, then<br />

x + h E D, since D is open and f (x + h) E JRt.<br />

The derivative f'(x) defined in Definition 2.21 is called the differential or the total<br />

derivative of f at x, to distinguish it from the partial derivatives that we discuss next. In<br />

the following discussion we denote by f2, 1 < i < 7n the components of the function f, and<br />

by {el, e2, , en} the standard basis in R"<br />

fi (x)<br />

f2(x)<br />

f(x) = I<br />

Lfm(x)I<br />

el =<br />

fol f°1 fBl<br />

,e2 =<br />

0 0<br />

en =<br />

1<br />

49

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