Approximating Functions, Least Squares, Fourier Series, Example - Linear Algebra

This video explains how to approximate functions using a Fourier series, which is derived from the least squares approximation, inner product space of continuous real-valued functions and subspace of trigonometric polynomials, and Gram-Schmidt process for computing an orthogonal basis from a set of basis vectors

0:00 Approximating functions, mean squared error
3:41 Least squares approximation, inner product spaces
7:47 Fourier series, trigonometric polynomials
12:23 Function approximation problem
25:52 Worked example