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Physics, 07.03.2020 02:10 brandiwingard
Let the weak signal X be a random variable with mean and variance P, and the observations be Y1 = X + Z1 (Z1 being the strong interference), and Y2 = Z1 + Z2 (Z2 is a measurement noise), where Z1 and Z2 are zero mean with variances N1 and N2, respectively. Assume that X, Z1 and Z2 are uncorrelated. Find the MMSE linear estimate of X given Y1 and Y2 and its MSE. Interpret the results.
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Let the weak signal X be a random variable with mean and variance P, and the observations be Y1 = X...
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