I'm trying to differentiate $\frac{d}{dt}x(t)^T A(t) x(t)$
I know that
$\frac{d}{dx}x^T A x$ is $2Ax$
and
$\frac{d}{dA}x^T A x$ is $xx^T$
according to wikipedia
but I'm not sure how to account for the $x'$ term and $A'$ term that should pop out via the chain rule of derivatives.
My best guess, trying to get compatible shapes, is:
$\frac{d}{dt}x(t)^T A(t) x(t) = 2x'^TAx + A'^Txx^T$, however, this is a scalar plus a matrix. The derivative should just be a scalar.
What is $\frac{d}{dt}x(t)^T A(t) x(t)$?
Using chain rule would be very complicated because of how derivatives work with respect to higher order tensors (e.g. matrices, three-dimensional arrays, etc.). Instead product rule works just fine:
$$\frac{d}{dt}\mathbf{x^TAx} = \mathbf{(x')^TAx} + \mathbf{x^TA'x} + \mathbf{x^TAx'}$$