What does it mean for a set of functions $\{f_0, f_1, f_2, . . . , f_N\}$ to form an orthonormal set on the interval $[a,b]$? Use the Gram-Schmidt procedure to transform the set of polynomials $\{1, x, x^2\}$ into an orthonormal set on the interval $[−1, 1]$.
I know that that the sets are
However, I don't know how to apply them. Any help would be fully appreciated.