Abstract
A class of weights is developed for minimizing the error in the approximation of a periodic function by a Fourier series with finitely many terms. The analysis is based on the following problem. Given a functionP(t), find the extrema of the integral\int_{-T/2}^{T/2} P(t) | y(t) |^{2} dtasy(t)ranges over all normalized trigonometric polynomials of specified order.

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