X is a 3-dimensional random vector with E[X] = 0 and autocorrelation matrix RX with elements
![](https://test.transtutors.com/qimg/190353b4-4ff4-4744-9119-0909fb980a39.png)
Y is a 2-dimensional random vector with
![](https://test.transtutors.com/qimg/9f9ed676-9448-4fe0-807e-bb2a521a01cf.png)
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?