The optimal approximation is the orthogonal projection onto the linear span of . Their orthogonality givesCompleting each square proves both optimality and uniqueness:For real , these are real coefficients. If complex-valued is allowed while the coefficients remain real, replace the numerator by its real part and use the modulus-squared norm. The question's real formulation corresponds to real .
Articles by others on the same topic
There are currently no matching articles.