Get the free ECE 531 - Detection and Estimation Theory 67 Shu Wang - ece uic

ECE 531 Detection and Estimation Theory Homework 4 February 5, 2011 6.7 (SHU Wang) Assume that x n As n + w n for n 0, 1, N 1 are observed, where w n is zero mean noise with covariance matrix C and

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