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my aim is to fit data points by the use of Legendre Polynomials. Has anybody experience with this task? My final aim is to do this automatically with mathematica.

Thanks, rainer

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    "My final aim is to do this automatically with mathematica" - Look up `Fit[]`2012-08-20

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Is it enough to use to Legendre Polynomials as basis within the Fit[] Function. Fit[data,{LegendreP[1,x],LegendreP[2,x],LegendreP[3,x]},x] I would be glad about an explanation how it actually works. Thx rainer

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    The problem is for an arbitrary set of data points this produces exactely the same solution as: Fit[data, {1,x,x^2,x^3}, x]. So I do not understand what the special thing about Legendre Approximation is.2012-08-21