For the random coefficient model, verify the expected mean square of the regression power component is E[SSR(k)] = E[Y (k)Z(k)S1 z (k)Z(k)Y (k)] = Lf(k)tr

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)]

= Lfβ(ωk)tr {Sz(ωk)} + Lqfv(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.

Section 7.6