Unformatted text preview: Y n = X n + Z n , where the Z n ’s are pairwise uncorrelated with mean 0 and variance σ 2 = 1, and also Cov( X i ,Z n ) = 0 for every i and n . (iv) (3 pts.) Determine the linear MMSE estimate of X 2 based on Y 2 , and the resulting MSE. (v) (5 pts.) Determine the linear MMSE estimate of X 2 based on Y and Y 1 , and the resulting MSE....
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This note was uploaded on 03/21/2010 for the course ENEE 324 taught by Professor Ephrimedes during the Fall '05 term at Maryland.
 Fall '05
 Ephrimedes

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