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
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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
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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