In this lecture we started listing the projects proposed in the book, chapters 4 to 7.
If we fit data (x,y) with a curve with coefficients a, we solve an overdetermined system: X*a = y. Solving this system in the least squares sense leads to the normal equations: X^T*X*a = X^T*y, where X^T is the transpose of the matrix X.
Orthogonality check of basis used in Fourier Series: