Question: Let {y1, 32, ...,)} be independent and suppose {e,, e2 , ..., en) are obtained from the y's by the Gram-Schmidt procedure. Let n *

Let {y1, 32, ...,)} be independent and suppose {e,, e2 , ..., en) are obtained from the y's by the Gram-Schmidt procedure. Let n * = Exlede, = Eaivi. i= 1 i = 1 Show that the coefficients a; can be easily obtained from the Fourier coefficients (xje;)
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