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EE363Winter2008-09Lecture7EstimationGaussianrandomvectorsminimummean EE363Winter2008-09Lecture7EstimationGaussianrandomvectorsminimummean

EE363Winter2008-09Lecture7EstimationGaussianrandomvectorsminimummean - PDF document

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Uploaded On 2016-03-21

EE363Winter2008-09Lecture7EstimationGaussianrandomvectorsminimummean - PPT Presentation

Gaussianrandomvectorsrandomvectorx2RnisGaussianifithasdensitypxv2ndetexp1 2vxvxforsome0x2RndenotedxNxx2RnisthemeanorexpectedvalueofxiexExZvpxvdv0i ID: 264822

Gaussianrandomvectorsrandomvectorx2RnisGaussianifithasdensitypx(v)=(2)n=(det)=exp1 2(vx)(vx);forsome=0 x2RndenotedxN(x;)x2Rnisthemeanorexpectedvalueofx i.e. x=Ex=Zvpx(v)dv=0i

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