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 .

Question

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.

Answer 1

a=5/3
b=0

Answer 2

Are you Sure of 5/3?

Answer 3

Nope..
But as Vllms = E[V]+cov(U,V)/var(U)*(U-E[U]) i can't find a mistake in my calculations..

Answer 4

and that was the right answers...