Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
(a) Let W be a normalized IID Gaussian n-rv and let Y be a Gaussian m-rv. Suppose we would like the joint covariance E rWYTl to be some arbitrary real-valued n × m matrix [K]. Find the matrix [A] such that Y = [A]W achieves the desired joint covariance. Note: This shows that any real-valued n × m matrix is the joint covariance matrix for some choice of random rv s.
(b) Let Z be a zero-mean Gaussian n-rv with non-singular covariance [KZ], and let Y be a Gaussian m-rv. Suppose we would like the joint covariance E rZYT l to be some arbitrary n×m matrix [K∗]. Find the matrix [B] such that Y = [B]Z achieves the desired joint covariance. Note: This shows that any real-valued n × m matrix is the joint covariance matrix for some choice of rv s Z and Y where [KZ] is given (and non-singular).
(c) Now assume that Z has a singular covariance matrix in (b). Explain the constraints this places on possible choices for the joint covariance E rZYT l. Hint: Your solution should involve the eigenvectors of [KZ].
Text Book: Stochastic Processes: Theory for Applications By Robert G. Gallager.
Forman Company issued $800,000 of 10% 20-year bonds on January 1, 2011 at 102. Interest is payable semiannually on July 1 and January 1.
All forecasts contain some error whether the model is simple or sophisticated, because forecasts are predictions of the future based on past data. Forecast errors can be caused by changes in conditions that generated the past data
Prepare a forecast for January, 2015 using each of the three methods based on the results of evaluation of the forecasts for September through December.
Will the human subjects be informed of the nature of their involvement in the collection of data and of features of the research that reasonably might be expected to influence willingness to participate?
use the following information for questions 1 -10 customergenderpaymentamount
The following data summarize the operating performance of your company's wholly owned Canadian subsidiary for 2009 to 2011. The cost of capital for this subsidiary is 10 percent.
problem 1 suppose we have a network in which data transfer requests or flows arrive for scheduling at a central server.
STATS 201 / 208 Data Analysis, The data sets for the assignment available on Cecil and include header lines. It is your responsibility to back up your computer files. If you are using your own computer, it is your responsibility to ensure that you ca..
What is captial budgeting? Why are capital budgeting decisions crucial to the long run financial health of a business enterprise?
Form a frequency distribution having 9 class intervals and form a percentage distribution from the frequency distribution (from part a) - Compute the mean, standard deviation and Coefficient of variation
What conclusions can be drawn from the F-ratios and what is the effect size, and what does this mean
Analyze the resources and capabilities of the two labor markets of Ireland and Singapore and which place to locate my pharmaceutical company.
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd