Question: Problem 5 Let X, Y, Z be zero mean correlated random variables with common correlation coefficient equal to -1/2 and all of the variances are

Problem 5 Let X, Y, Z be zero mean correlated random variables with common correlation coefficient equal to -1/2 and all of the variances are equal to 1. a.) Find the best linear estimate for Z in terms of X and Y . b.) Find the best linear estimate for X in terms of Y and Z. c.) What are the minimum mean square estimation errors in the above cases

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