Reference no: EM131083757
A telemetry voltage V, transmitted from a position sensor on a ship's rudder, is a random variable with
A receiver in the ship's control room receives R = V +X, The random variable X is a Gaussian (0, √3) noise voltage that is independent of V. The receiver uses R to calculate a linear estimate of the telemetry voltage:
Find
(a) the expected received voltage E[R],
(b) the variance Var[R] of the received voltage,
(c) the covariance Cov[V, R] of the transmitted and received voltages,
(d) a∗ and b∗, the optimum coefficients in the linear estimate,
(e) e∗, the minimum mean square error of the estimate.
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: A receiver in the ship's control room receives R = V +X, The random variable X is a Gaussian (0, √3) noise voltage that is independent of V. The receiver uses R to calculate a linear estimate of the telemetry voltage:
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