Question: Problem 2. Consider a static linear system of the form: X = HW, (1) where 4 -1 3 H = NO 6 4 7 -6

Problem 2. Consider a static linear system of the form: X = HW, (1) where 4 -1 3 H = NO 6 4 7 -6 and W is a random vector with mean,my, and covariance matrix, Ey, as follows: 10 mw: 25 40 2 -1 O Ew = -1 4 -2 (2) 0 3 (a) Compute the mean ofX, and its covariance and correlation matrices. (b) Compute the pdf ofX assuming that W is Gaussian with mean my and covariance matrix Ew as given (2)

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