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Problem 1: Random variables Y, and Y, are uncorrelated. We want a linear minimum mean- square error (MMSE) non-homogeneous estimate X, of the value of random variable X in terms of Y, and Y The estimate has the form XL =g(Υ.Υ,) = a1+ bY, + c . Find the values of a, b and c that minimize the expected value of the error given by ECX-+by, +c)). Express your answer in terms of the means and variances of Y, and Y,, and the covariances COV(X,Y,) and COV(X.Y,). (HINT: Use methods similar to those for finding the linear MMSE non homogeneous estimate X, given one random variable Y.)

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