The convergence of least squares approximations for dual orthogonal series

Abstract

The convergence of least squares approximations for dual orthogonal series in Hilbert space is established, thus providing a theorem applicable to practically all dual orthogonal series (such as dual trigonometric series, dual Bessel series, etc.) that have appeared in the literature. Our results establish for such dual series the existence of a sequence of functions satisfying in the L2norm the dual series relation, with an error tending to zero and, in particular, rigorously justify the calculations in [2] which showed least squares to be a practical approximation procedure for dual trigonometric equations. In fact, the desire to provide a rigorous convergence theorem for [2] motivated this study.