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Let n=0{Φn(x)}∞ be a family of orthonomal polynomials with respect to the weight function w(x). Show that the nth degree polynomial that minimizes
-1∫1 w(x) (f(x) - pn(x))2 dx
is given by
Pn(x) = k=0Σn ck Φk(x)
where ck = -1∫1 w(x) f(x) f(x) Φk(x).
Hint: Expand the expression you want to minimize.
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