Lady Mary Grierson was in Lisbon in spring the year before the events of Persuasion, and (according to Admiral Croft) if Frederick Wentworth had been there a week later, he would have been asked to give a passage to her and her daughters. Wentworth, who doesn't believe in having women aboard his ships, is glad he wasn't a week later.
Due to her honorific, it can be assumed she is the daughter of either a duke, a marquess, or an earl, but she married a man who doesn't hold any title of nobility. Any unmarried daughter she had would be known as "Miss Grierson."