For the random coefficient model, verify the expected mean square of the regression power component is E[SSR(k )] = E[Y (k )Z(k )S 1

For the random coefficient model, verify the expected mean square of the regression power component is E[SSR(ωk )] = E[Y

∗

(ωk )Z(ωk )S

−1 z

(ωk )Z

∗

(ωk )Y(ωk )]

= L fβ(ωk )tr{Sz (ωk )} + Lq fv(ωk ).

Recall, the underlying frequency domain model is Y(ωk ) = Z(ωk )B(ωk ) + V(ωk ), where B(ωk ) has spectrum fβ(ωk )Iq and V(ωk ) has spectrum fv(ωk )IN and the two processes are uncorrelated.