Calculate a linear estimate of the telemetry voltage

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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,

(d) a∗ and b∗, the optimum coefficients in the linear estimate,

(e) e∗, the minimum mean square error of the estimate.

Reference no: EM131083757

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