Asked by A
Let X=U+W with E[U]=m, var(U)=v, E[W]=0, and var(W)=h. Assume that U and W are independent.
The LLMS estimator of U based on X is of the form U^=a+bX. Find a and b. Express your answers in terms of m, v, and h using standard notation.
a=- unanswered
b=- unanswered
Suppose we further assume that U and W are normal random variables and then construct U^LMS, the LMS estimator of U based on X, under this additional assumption. Would U^LMS be the identical to U^, the LLMS estimator developed without the additional normality assumption in part (1)?
Yes - answered
The LLMS estimator of U based on X is of the form U^=a+bX. Find a and b. Express your answers in terms of m, v, and h using standard notation.
a=- unanswered
b=- unanswered
Suppose we further assume that U and W are normal random variables and then construct U^LMS, the LMS estimator of U based on X, under this additional assumption. Would U^LMS be the identical to U^, the LLMS estimator developed without the additional normality assumption in part (1)?
Yes - answered
Answers
Answered by
Anonymous
Can someone please answer?
Answered by
Anonymous
a=m*h/(v+h)
b=v/(v+h)
b=v/(v+h)
Answered by
Classified
a=v/(v+h)
b=m*h/(v+h)
Yes
b=m*h/(v+h)
Yes
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