X is multivariate Gaussian with Hx= [6 8 ]and C₁ n 6 0 8 and and covariance matrix of Y 1 = x1 - x2 2 = x1 + x₂ - 2x3 Y3 = X1 + X3 1/2 1/4 1/3 2 2/3 1/4 = 1/3 2/3 1 = [y₁ y3] у1 у2 уз Find the mean vector where
X is multivariate Gaussian with Hx= [6 8 ]and C₁ n 6 0 8 and and covariance matrix of Y 1 = x1 - x2 2 = x1 + x₂ - 2x3 Y3 = X1 + X3 1/2 1/4 1/3 2 2/3 1/4 = 1/3 2/3 1 = [y₁ y3] у1 у2 уз Find the mean vector where
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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![X is multivariate Gaussian with
"X
- [6
8]and C₁
n
608
=
and covariance matrix of Y
1 = X1 X2
2 = x1 + x₂ - 2x3
Y3 = x1 + x3
1/2 1/4 1/3
1/4
2
2/3
1/3 2/3 1
= [y₁
У1 У2 уз
y3].
Find the mean vector
where](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fab1a1587-d50d-4ba9-a864-2608a439d53e%2Fd0acdcd2-c86c-4dc9-8ab7-e77743638e50%2Fmxfr92_processed.jpeg&w=3840&q=75)
Transcribed Image Text:X is multivariate Gaussian with
"X
- [6
8]and C₁
n
608
=
and covariance matrix of Y
1 = X1 X2
2 = x1 + x₂ - 2x3
Y3 = x1 + x3
1/2 1/4 1/3
1/4
2
2/3
1/3 2/3 1
= [y₁
У1 У2 уз
y3].
Find the mean vector
where
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