Transcribed Image Text from this QuestionAssume that X_n is the standard Gaussian white noise (X_n~N(0,1)). If we use a+
Posted: Sun Oct 03, 2021 11:26 am
- Transcribed Image Text From This Questionassume That X N Is The Standard Gaussian White Noise X N N 0 1 If We Use A 1 (23.63 KiB) Viewed 163 times
Assume that X_n is the standard Gaussian process (X_n-N(0,1/2)), and the autocovariance between X_n and X_{n+1} is 0.5. If we use a+b*X_n to predict X_{n+1} with the minimal mean square error, what is the value of b? Α Ο B 1/4 с 1/2 D 1 E None of above