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Linear Algebra: A Modern Introduction

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter3: Matrices

Section3.7: Applications

Problem 13EQ

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A zero mean vector [B]2x1 is unitarily
2X1
1 13
transformed. Given A =
2
1
В,
-1 3
1
and Ru:
0 < p < 1.
р 1
Obtain covariance matrix RA. Also obtain
`A'
correlation between A(0) and A(1), if
p=0.95.

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