Q2. Let our data be observed as x[n] = Ar + w[n], n = 0,1,..., N-1. let w[n], be WGN, whose mean is zero, and its variance is also o2, ifr is known, and r> 0 a) Suppose that A is deterministic. In this case, calculate the CRLB for A b) Find the MVU predictor and its variance for A. c) Find the BLUE predictor for A. d) What is the variance of the MVU predictor when N → ∞?

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 3E: For the following table of data. x 1 2 3 4 5 6 7 8 9 10 y 0 0.5 1 2 2.5 3 3 4 4.5 5 a. draw a...
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Q2. Let our data be observed as x[n] = Ar" + w[n], n = 0,1,..., N- 1. let w[n], be
WGN, whose mean is zero, and its variance is also o?, ifr is known, and r> 0
a) Suppose that A is deterministic. In this case, calculate the CRLB for A
b) Find the MVU predictor and its variance for A.
c) Find the BLUE predictor for A.
d) What is the variance of the MVU predictor when N- 00?
Transcribed Image Text:Q2. Let our data be observed as x[n] = Ar" + w[n], n = 0,1,..., N- 1. let w[n], be WGN, whose mean is zero, and its variance is also o?, ifr is known, and r> 0 a) Suppose that A is deterministic. In this case, calculate the CRLB for A b) Find the MVU predictor and its variance for A. c) Find the BLUE predictor for A. d) What is the variance of the MVU predictor when N- 00?
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