Suppose we are allowed to observe a random process Z (t) t at two points in time, and t0 and 
Based on those observations we would like to estimateZ (t) at time where 
We can view this as an interpolation problem. Let our estimator be a linear combination of the two observations,
(a) Use the orthogonality principle to find the MMSE estimator.
(b) Find an expression for the mean square error of the MMSE estimator.