Q3) In this problem we investigate the effect of bias on the condition number of a correlation matrix, and therefore the
Posted: Tue May 24, 2022 8:43 am
Q3) In this problem we investigate the effect of bias on the condition number of a correlation matrix, and therefore the performance of the LMS algorithm. Consider a random vector X with covariance matrix and mean vector C= and mean vector J = (a) Calculate the condition number of the covariance matrix C. (b) Calculate the condition number of the correlation matrix R.