Question: Yk = q0 + q1k + q2k2 + Zk, Where q 0 + q 1 k + q 2 k 2 is an unknown quadratic
Yk = q0 + q1k + q2k2 + Zk,
Where q0 + q1k + q2k2 is an unknown quadratic function of k and Zk is a sequence of iid Gaussian (0,1) noise random variables. We wish to estimate the unknown parameters q0, q1, and q2 of the quadratic function. Suppose we assume q0, q1, and q2 are samples of iid Gaussian (0,1) random variables. Find the optimum linear estimator Q(Y) of Q = [q0 q1 q2]' given the ovservation Y =[Y1 β β β Yn] ΚΉ.
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