Asked by ram121

Let X and Y be independent random variables with zero means, and variances 1 and 2, respectively. Let U=X+Y and V=X+2Y .

Find the coefficients a and b of the Linear Least Mean Squares (LLMS) estimator VˆL=aU+b of V based on U .

find a and b.
Answered by Anonymous
a=5/3
b=0
Answered by Akia
Are you Sure of 5/3?
Answered by I'm not sure of anything :)
Nope..
But as Vllms = E[V]+cov(U,V)/var(U)*(U-E[U]) i can't find a mistake in my calculations..
Answered by I'm not sure of anything :)
and that was the right answers...
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