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9.3 Taylor's Theorem: Error Analysis for Series, Lecture notes of Signals and Systems

Recall that the Taylor Series for ln x centered at x = 1 is given by… Find the maximum error bound for each approximation. 2. 1 ln. 2. 3.

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9.3 Taylor’s Theorem: Error Analysis for Series
Tacoma Narrows Bridge: November 7, 1940
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Taylor’s Theorem: Error Analysis for Series

Tacoma Narrows Bridge: November 7, 1940

Last time in BC…

ln( |^

error

actual

3

error

Recall that the Taylor Series for

ln

x

centered at

x

= 1 is given by…

Find the maximum error bound for each approximation.

ln

ln

3

error

ln( |^

error

actual

Wait!

How is the actual error bigger than the error bound for ln 0.5?

Because the series is alternating, we can start with…

f

(

x

)

=

ln

x

=

(

x

(

x

2

2

(

x

3

3

(

x

4

4

...

=

(

n

1

(

x

n

n

n

=

1 ∞ ∑

And now, the excitingconclusion of Chapter 9…

Taylor’s Theorem with Remainder

If

f

has derivatives of all orders in an open interval

I

containing

a

, then for each positive integer

n

and for each

x

in

I

:

(

)

(

)

(

)(

)

(

)

(

)

(^

)^

(

)

(

)

(

)

2

2!

! n

n

n

f^

f

a

a

f^

f

f^

R

x

a

a

x

a

x

a

x

a

x

n

′′

=

⋅⋅⋅

Lagrange Error Bound

(

)

(^

)^

(

)

(

)

(

)

1

1

n

n

n

f

c

R

x

x

a

n

In this case,

c

is the number between

x

and

a

that will give

us the largest result for

)

(

x

R

n

(

)

(^

)^

(

)

(

)

(

)

1

1

n

n

n

f

c

R

x

x

a

n

This remainder term is just like the Alternating Series error

(note

that it uses the

n

  • 1 term)

except for the

(^

)^

(

) c

f

n

1

Does any part ofthis look familiar? If our Taylor Series hadalternating terms:

If our Taylor Series did not have alternating terms:

n

n

n

a

x

n

a

f

x

R

1

(

)

(^

)^

(

)

(

)

(

)

1

1

n

n

n

f

c

R

x

x

a

n

This is just the next term of theseries which is all we need if it isan Alternating Series

Note that working withis the part that makes the LagrangeError Bound more complicated.

(^

)^

(

) c

f

n

1

ln( |^

error

actual

(^0417). 0

3

) 1

(^5). 0 (

3

error

Recall that the Taylor Series for

ln

x

centered at

x

= 1 is given by…

Find the maximum error bound for each approximation.

ln

ln

3

error

ln( |^

error

actual

Wait!

How is the actual error bigger than the error bound for ln 0.5?

Because the series is alternating, we can start with…

∞ =

1

1

4

3

2

ln

n

n

n

n x x x x x x

First of all, when plugging in

½

for

x

, what happens to your series?

∞ =

1

1

3

2

ln

n

n

n

n

Note that when

x

=

½

,^

the series is no longer alternating.

So now what do we do?Since the Remainder Term will work for any Taylor Series, we’ll haveto use it to find our error bound in this case

∞ =

1

1

4

3

2

ln

n

n

n

n x x x x x

Recall that the Taylor Series for x

ln

x

centered at

x

= 1 is given by…

∞ =

− = − − − =

1

ln

n

n

n

We saw that plugging in ½ for

x

makes each term of the series positive and

therefore it is no longer an alternating series. So we need to use theRemainder Term which is also called…

ln

3

error

ln( |^

error

actual

c

f

error

3 −

c

The third derivativeof ln

x

at

x

=

c

What value of

c

will give us the maximum error?

Normally, we wouldn’t care about the actual value of

c

but in this case, we

need to find out what value of

c

will give us the maximum value for 2

c

.

The Lagrange Error Bound

1

1

n

n

a

x

n

c

f

c

f

error

3 −

c

The third derivativeof ln

x

at

x

=

c

The question is what value of

c

between

x

and

a

will give us the maximum error?

So we are looking for a number for

c

between 0.5 and 1.

Let’s rewrite it as

c

(^2) c

3

which has its largest value when

c

is smallest.

And therefore…

c

f

error

3 −

c

3

ln( |^

error

Which is larger thanthe actual error! actual

And we always want the error boundto be larger than the actual error

Lagrange Form of the Remainder:

(^

)^

1

1

n

n

n

f

c

R

x

x

a

n

Remainder Estimation Theorem:

If

M

is the maximum value of

on the interval

between

a

and

x

, then:

(^

)^

1 n

f

x

1

n

n

M

R

x

x

a

n

Most text books will describe the error bound two ways:

and

Note from the way that it is described above that

M

is just

another way of saying that you have to maximize

(^

)^

c

f

n

1

Remember that the only difference you need to worryabout between Alternating Series error and La Grange isfinding

(^

)^

c

f

n

1