Taylor Series with Remainder
We repeat the derivation of the preceding section, but this time we treat the error term more carefully.
Again we want to approximate with an th-order polynomial:
Our problem is to find so as to minimize over some interval containing . There are many ``optimality criteria'' we could choose. The one that falls out naturally here is called Padé approximation. Padé approximation sets the error value and its first derivatives to zero at a single chosen point, which we take to be . Since all ``degrees of freedom'' in the polynomial coefficients are used to set derivatives to zero at one point, the approximation is termed maximally flat at that point. In other words, as , the th order polynomial approximation approaches with an error that is proportional to .
Padé approximation comes up elsewhere in signal processing. For example, it is the sense in which Butterworth filters are optimal . (Their frequency responses are maximally flat in the center of the pass-band.) Also, Lagrange interpolation filters (which are nonrecursive, while Butterworth filters are recursive), can be shown to maximally flat at dc in the frequency domain [82,36].
Setting in the above polynomial approximation produces
Differentiating the polynomial approximation and setting gives
In the same way, we find
From this derivation, it is clear that the approximation error (remainder term) is smallest in the vicinity of . All degrees of freedom in the polynomial coefficients were devoted to minimizing the approximation error and its derivatives at . As you might expect, the approximation error generally worsens as gets farther away from 0.
To obtain a more uniform approximation over some interval in , other kinds of error criteria may be employed. Classically, this topic has been called ``economization of series,'' or simply polynomial approximation under different error criteria. In Matlab or Octave, the function polyfit(x,y,n) will find the coefficients of a polynomial of degree n that fits the data y over the points x in a least-squares sense. That is, it minimizes
Formal Statement of Taylor's Theorem
Informal Derivation of Taylor Series