Question: Q4 (6 points) Consider three random variables X1, X2, X3 is a sta- tionary process, such that ux = 0, yx (0) = 10, yx

Q4 (6 points) Consider three random variables X1, X2, X3 is

Q4 (6 points) Consider three random variables X1, X2, X3 is a sta- tionary process, such that ux = 0, yx (0) = 10, yx (1) = 3, Yx (2) = 1 (a) Give the best linear prediction of X3 knowing X = (X2, X1) (b) Give mean square prediction error (MSPE) of (a). (c) Give the best linear prediction of 2+5X3 knowing X = (X2, X1)

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