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13 Pages

### hw6sol

Course: ECE ECE153, Spring 2011
School: UCSD
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Word Count: 3213

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ECE153 Prof. UCSD Young-Han Kim Handout #32 Thursday, May 26, 2011 Solutions to Homework Set #6 (Prepared by TA Lele Wang) 1. Covariance matrices. Which of the following matrices can be a covariance matrix? Justify your answer either by constructing a random vector X, as a function of the i.i.d zero mean unit variance random variables Z1 , Z2 , and Z3 , with the given covariance matrix, or by establishing a...

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