Consider interval [0,2] and an inner product with weight w(x)=1. Starting with 1, x, x^2, x^3 and using Gram-Schmidt process, build four polynomials of degree 0,1,2,3 orthogonal on [0,2]. You do not have to normalize them (I think this simplifies calculations). Just remember that if they are not normalized, Gram-Schmidt formula will have denominators in the form <q_j,q_j>. (If you do normalize them, then <q_j,q_j> = 1).
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