Consider the following orthogonal transform in @ = AX, 2. V1-a2 A= V1-2² Show that the average coefficient variance is e
Posted: Thu May 12, 2022 8:52 am
Consider the following orthogonal transform in @ = AX, 2. V1-a2 A= V1-2² Show that the average coefficient variance is equal to o, -a i.e. i.c.»[E(03) +E(07)]=o Note: @ is the coefficient vector, 6 = [0.01) A orthogonal transform X the input vector note & is a o is a vector , 0 - [4.77