6.72 Let Y =X+N where X and N are independent Gaussian random variables with different variance and N is zero mean. (a) Plot the correlation coefficient between the “observed signal” Y and the “desire...

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6.72 Let Y =X+N where X and N are independent Gaussian random variables with different variance and N is zero mean. (a) Plot the correlation coefficient between the “observed signal” Y and the “desire...

6.72 Let Y =X+N where X and N are independent Gaussian random variables with different variance and N is zero mean.

(a) Plot the correlation coefficient between the “observed signal” Y and the “desired signal” X as a funtion of the signal-to-noise ratio

(b) Find the minimum mean square error estimator for X given Y

(c)Find the MAP and ML estimators for X given Y

(d) Compare the mean square error of the estimators in parts a, b, and c.

math Statistics-And-Probability

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Homework Answers

Add Answer to: 6.72 Let Y =X+N where X and N are independent Gaussian random variables with different variance and N is zero mean. (a) Plot the correlation coefficient between the “observed signal” Y and the “desire...

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6.72 Let Y =X+N where X and N are independent Gaussian random variables with different variance and N is zero mean. (a) Plot the correlation coefficient between the “observed signal” Y and the “desire...