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Unformatted text preview: (c) Find the expected number of ﬁsh that he catches. (d) Find the expected total ﬁshing time, given that he has been ﬁshing for four hours. 2. Problem 8.29 in textbook. 3. Follow the notations in the lecture note for this problem. Justify that the innovations process is white, and give an expression for the correlation matrix E [˜ z [ i +1  i ]˜ z H [ j +1  j ]] for all i and j . 4. Problem 9.10 in textbook....
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This note was uploaded on 11/28/2010 for the course EE 301 taught by Professor Gfung during the Winter '10 term at National Chiao Tung University.
 Winter '10
 GFung

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