What is the optimal polynomial of degree 2 to minimize the given expression?

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SUMMARY

The optimal polynomial of degree 2 that minimizes the expression \(\int \left|cos(\frac{\pi t}{2}) - p(t)\right|^{2}dt\) for \(-1 \leq t \leq 1\) is derived using the method of least squares. The polynomial \(p(t)\) is expressed as \(p(t) = \sum a_{n}t^{n}\) where \(n\) is constrained to 0, 1, or 2. The solution involves calculating the integral of the squared difference between the cosine function and the polynomial, leading to conditions that ensure minimization through linear algebra techniques.

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Homework Statement



[itex]P_{2} \subset L_{2}[/itex] is the set of all polynomials of degree [itex]n \leq 2[/itex]. Complete the following approximation. In other words find the polynomial of degree 2 that minimises the following expression:

[itex]\int \left|cos(\frac{\pi t}{2}) - p(t)\right|^{2}dt = min[/itex] with -1 <= t >= 1

Homework Equations



[itex]x(t) = cos(\frac{\pi t}{2})[/itex] this is real so [itex]\overline{x} = x[/itex]

[itex]p(t) = \sum a_{n}t^{n}[/itex] because polynomial max 2nd degree: 0 <= n >= 2 (we do not know whether it has imaginary terms or not)

The Attempt at a Solution



[itex]\left|cos(\frac{\pi t}{2}) - p(t) \right|^{2} = \left|x(t) - p(t) \right|^{2}[/itex]

[itex]= \left\langle x(t) - p(t),x(t) - p(t)\right\rangle[/itex]

[itex]= \int (x(t) - p(t))( \overline{x(t) - p(t)})dt[/itex] scalar product defined in set of polynomial functions

[itex]= \int (x\overline{x} - x\overline{p} - \overline{x}p + p\overline{p}) dt[/itex]

[itex]= \int (x^{2} - x\overline{p} - xp + p\overline{p}) dt[/itex]

[itex]= \int (x^{2} - x\sum\overline{a_{n}}t^{n} - x\sum a_{n}t^{n} + \sum a_{n}\overline{a_{n}}t^{2n}) dt[/itex]

[itex]= \int (x^{2} - x\sum(\overline{a_{n}} + a_{n})t^{n} + \sum \left|a_{n} \right|^{2}t^{2n}) dt[/itex]

[itex]= \int (x^{2} - 2x\sum Real(a_{n})t^{n} + \sum \left|a_{n} \right|^{2}t^{2n}) dt[/itex]now I don't know what to do. what conditions make this minimal?
 
Last edited:
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No need to reply, I have now a solution using the method of least squares and some linear algebra.
 

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