4. Suppose that X, Y, and Z are multivariate Gaussian random variables with zero means and σχέσχυσχε +0 ayx of dyz σχ OZY 07 (a) Given that Y = 1 and Z = -1, find an MMSE estimate of X. Compute the conditional MSE of this MMSE estimate. the covariance matrix Σ= 3 1 1 2 1 1 2 (b) Given that Y +2Z = 2, find an MMSE estimate of X. Compute the conditional MSE of this MMSE estimate.

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