X is a 3-dimensional random vector with E[X] = 0 and autocorrelation matrix RX with elements

Y is a 2-dimensional random vector with

Use Y to form a linear estimate of X1:
(a) What are the optimum coefficients
and
2?
(b) What is the minimum mean square error e∗ L?
(c) Use Y1 to form a linear estimate of X1:
1 = aY1 + b. What are the optimum coefficients a∗ and b∗? What is the minimum mean square error e∗L?