4.

1 Discrete Least Square

4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Topic 4: Mean-square approximation

Do Ngoc Diep

November 16, 2019

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Linearly independent functions

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Theorem

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Gram-Schmidt Process

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Corollary

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Corollary

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Chebyshev Rational Function Approximation

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Do Ngoc Diep Topic 4: Mean-square approximation

 4.1 Discrete Least Square
4.2 Orthogonal Polynomial and Least Square Aprroximation
4.3 Chebyshev Polynomials and Economization of Power Series
4.4 Rational Funciton Approximation
4.5 Trigonometric Polynomial Approximation
4.6 Fast Fourier Transforms
Exercises

Exercises

§8.1: 3, 5, 8, 10
§8.2: 1, 2, 5, 7, 12
§8.3: 1, 3, 5, 9, 11
§8.4: 1, 4, 5, 7, 8
§8.5: 1, 3, 5, 6, 7
§8.6: 2, 3, 5, 6, 7.

Do Ngoc Diep Topic 4: Mean-square approximation