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 → ∞?

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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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