# Question

Let X be a two- element zero- mean random vector. Suppose we construct a new random vector Y according to a linear transformation, Y = TX. Find the transformation matrix, T, such that Y has a covariance matrix of

For this problem, assume that the covariance matrix of the vector X is an identity matrix.

For this problem, assume that the covariance matrix of the vector X is an identity matrix.

## Answer to relevant Questions

Let X = [X1, X2, X3] T represent a three- dimensional vector of random variables that is uniformly distributed over a cubical region (a) Find the constant c. (b) Find the marginal PDF for a subset of two of the three random ...Suppose, X, Y, and Z are independent, zero- mean, unit- variance Gaussian random variables. (a) Using the techniques outlined in Section 6.4.2, find the characteristic function of W = XY + XZ + YZ. (b) From the ...Let the random variables U, V, and W be as described. (a) Find the MAP estimator of U given the observation {V = v, W = w}. (b) Find the ML estimator of U given the observation {V = v, W =w}. (c) Find the LMMSE estimator ...Repeat Exercise 6.37 A sequence of zero mean unit variance independent random variables, Xn, n = 0, 1, 2, …, N – 1 are input to a filter that produces an output sequence according to Xn – Xn – 1 = (Xn + Xn – 1)/ ...Let X = [X1, X2… XN] T represent an N- dimensional vector of random variables that is uniformly distributed over the region, x1 + x2 + . . . + xN ≤ 1, x I ≥ 0, i = 1, 2, … N. That is (a) Find the constant c. (b) ...Post your question

0