This lecture overviews Mathematical Analysis that has many applications in Computer Vision, Machine Learning and Autonomous Systems. It covers the following topics in detail: 1D/2D/3D functions with applications in signal, image and video processing. Analytical and numerical differentiation of 1D functions. Analytical and numerical integration of 1D functions. Analytical and numerical partial differentiation of 2D/3D/spatiotemporal functions. Laplacian operator. Applications in image edge detection, partial differential equations and anisotropic diffusion.
Double integrals. Contour Integration and its applications in complex function analysis. Optimization and steepest descent. 1D/2D/3D Fourier transforms and their application in signal/image analysis.