hw 4 solutions

Problem 5 5a

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Unformatted text preview: ( ) [∑ ∑ ( ( ) )( ( ) )() () ( ( )) ] )] ∑∑ () , ( ) ( )- ( ) Where we used the linearity of expectation and reversed time on the filter coefficients b) The same results as the above step apply to this part. Therefore, the autocorrelation of the noise is only a scalar, , so Using the fact that c) Using the results of the Minimax theorem for eigenvalues ‖‖ d) Using the results of the Minimax theorem for eigenvalues ‖‖...
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