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Mathematics, 09.01.2020 01:31 robert7248

Let y = x + n where x and n areindependent zero-mean
gaussian random varibles with differentvariances.
a) plot the correlation coefficientbetween the "observed
signal" y and the "desired signal" x as afunction of the
signal-to-noise ratio
.
b) find the minimum mean squareerror estimator for x in
terms of y. find the mean square error ofthe
estimator.

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Let y = x + n where x and n areindependent zero-mean
gaussian random varibles with differentva...

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