Explicit solution of the finite time \(L_{2}\)-norm polynomial approximation problem (Q545984)

For a function \(y: [0,\,T] \to \mathbb R\) with \(m\) known repeated integrals, the authors consider the following \(L_2\)-approximation problem: Find an algebraic polynomial \(p\) of degree \(m-1\) such that \[ \int_0^T (y(t) - p(t))^2 \, dt = \min. \] Using the basis of Laguerre and Bernstein polynomials, respectively, the coefficients of the polynomial of best approximation are obtained by matrix-vector multiplications. Numerical tests are not presented.