142. Covariance matrix of temperature measurements in a weatherstation, represented with a random vector X=[X₁ X2 X3]', is given as: Cx = 12.1It is known that RVs X₁ are random Gaussian in natureL10.812.1 10.81012011a.What is the variance in these three measurements? Hint: Remember Cov(X,X)=Var(X)b. What are the Cov[X₁,X₂] and Cov[X3,X1]?C. Are X₁ independent from one another?

Question 2)The Covariance matrix of random vector is,

Answered: 2. Covariance matrix of temperature…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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