Abstract:
For some natural number $r$ and a given system of functions $\left\{\varphi_k(x)\right\}_{k=0}^\infty$, orthonormal on $(a, b)$ with weight $\rho(x)$,
we construct the new system of functions $\left\{\varphi_{r,k}(x)\right\}_{k=0}^\infty$, orthonormal with respect to the Sobolev type inner product of the following form
\begin{equation*}
\langle f,g\rangle=\sum_{\nu=0}^{r-1}f^{(\nu)}(a)g^{(\nu)}(a)+\int_{a}^{b} f^{(r)}(t)g^{(r)}(t)\rho(t) dt.
\end{equation*}
The convergence of the Fourier series by the system $\left\{\varphi_{r,k}(x)\right\}_{k=0}^\infty$ is investigated.
Moreover, we consider some important special cases of systems of such type and obtain explicit representations for them, which can be used in the study of asymptotic properties of functions $\varphi_{r,k}(x)$ when $k\to\infty$ and the approximative properties of Fourier sums by the system $\left\{\varphi_{r,k}(x)\right\}_{k = 0}^\infty$.
Keywords:orthogonal polynomials, Sobolev orthogonal polynomials, Haar system, Jacobi polynomials, Ñhebyshev polynomials of the first kind, Laguerre polynomials, Hermite polynomials.