5. X is bivariate Gaussian with = - [oo] and C₁ -[] "X Find the transformation Y=XA' such that the component of Y are uncorrelated. Y=[yı y2].

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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3. X is bivariate Gaussian with μx = [00] and
[oo]
31
C₁ =
c. - [ ]
n
Find the
transformation Y=XA' such that the component of Y are uncorrelated.
Y=[yı y2].
Transcribed Image Text:3. X is bivariate Gaussian with μx = [00] and [oo] 31 C₁ = c. - [ ] n Find the transformation Y=XA' such that the component of Y are uncorrelated. Y=[yı y2].
Expert Solution
Step 1

Given : X is bivariate Gaussian with μX=00  and Cn=3113.

To find : Transformation Y=XAt such that the component of T are uncorrelated where Y=y1y2.

 

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