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A familly of orthogonal polynomials is a sequence of polynomials in one variable, one in each degree, such that any two of them are orthogonal with respect to some fixed scalar product on the space of polynomials. They are closely related to continued fractions and useful in harmonic analysis. There are many different families of orthogonal polynomials, among which one can cite Hermite polynomials, Laguerre polynomials, and Jacobi polynomials.

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What is the story behind the Chebyshev polynomials?

An earlier, but different, approach to the questions posed and solved by next-to-be Tchebyshev Polynomials was given by Augustin-Louis Cauchy in his Cours d'Analyse (1821). See p. 230 and ff.
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