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Unformatted text preview: University of Illinois Fall 2010 ECE 313: Problem Set 13: Solutions Minimum MSE estimation, joint Gaussian random variables Due: Wednesday, December 8, at 4 p.m. Reading: ECE 313 Notes Sections 4.10 & 4.11. Reminder: The final exam will be held Friday, December 10, 8:00 a.m. 11:00 a.m. Sections C&D (10 am & 11 am sections): Room 151 Everitt Lab Sections X&E (12 pm & 1 pm sections): Room 149 National Soybean Research Center. Two twosided 8.5 11 sheets of notes allowed, with font size no smaller than 10 pt or equivalent handwriting. Bring a picture ID. No calculators. The exam consists of a sampling of problems related to the lectures, course notes, and problems sets from throughout the semester. It has about twice as many problems as an hour exam. Material for problem sets 12 and 13 will be covered slightly more heavily because it wasnt covered in the hour exams. You are responsible for knowing the forms of all the key discrete and continoustype distributions listed on the inside covers of the notes (same as Appendix 5.2). 1. [Linear minimum MSE estimation from uncorrelated observations] (a) The MSE can be written as E [(( Y bX 1 cX 2 ) a ) 2 ] ,...
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 Fall '08
 Milenkovic,O

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