Find the lmmse estimator of y based on measuring x

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Reference no: EM131271506

Suppose that X and Y are random variables with joint PDF fX,Y (x, y) that is constant in the shaded area depicted in Figure P8.5, and zero elsewhere.

(a) Find the LMMSE estimator of Y based on measuring X.

(b) For x in the range -2 to 2, make a fully labeled sketch of the MMSE estimator of Y. How does the corresponding estimator compare with that in (a)?

Reference no: EM131271506

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