Question: Consider the problem of estimating a random variable x from a sequence of observations yn = x vn, n = 1, 2, ..., using the

Consider the problem of estimating a random variable x from a sequence of observations yn = x vn, n = 1, 2, ..., using the LMMSE estimator. Assume that v1, v2, ... are i.i.d. with zero mean and variance 2 v , E[x] = 0 and Var(x) = 2 x

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