(a) An estimate of ryz [m] is obtained as 1 fyz[m] = √ (y[m] * x*[−m]) · N What is the mean of îyx [m]? Is it unbiased? (b) The cross power spectral density Âyz (e¹w) is estimated as the Fourier transform of the cross-correlation sequence fyz[m]. Provide an expression for µr(e³“) in terms of the Fourier Transform of the observed sequences. (c) What is the asymptotic mean and variance of µx(ejw) ? No need for a proof. Use your experience with the Periodogram, (d) Provide a Bartlett type estimate for the cross power spectral density Ryz(e³w), and comment on its variance

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