Find a transformation matrix a with uncorrelated components

Assignment Help Electrical Engineering

Reference no: EM13282700

A zero mean gaussian random vector X=(X1, X2)T has a covariance matrix given by K=[ 3 -1 -1 3 ] Find a transformation matrix A so that the vector Y=AX is a gaussian random vector with uncorrelated (and therefore independent) components of unity variance.

Reference no: EM13282700

Questions Cloud

Determine the intrinsic value of the company stock : DDM with Constant g. Stability Inc. has maintained a dividend of $4 per share for many years. The same rate is expected to be paid in future years. If investors require a return of 12% on similar investments, determine the intrinsic value of the c..

Calculate the mobile electron and hole concentrations : In a silicon bar uniformly dopes with 10^16 phosphorus atoms per cubic cm and 5*10^14 boron atoms per cubic cm. Calculate the mobile electron and hole concentrations for this bar.

Explain the electric bill to run the store is excessive : customers complain that the plants they buy look "different" when they get them home. The electric bill to run the store is excessive.

Brief outline of potential public health : Specific aspects of community health improvement assessment and planning based upon NACCHO's MAPP model, as presented in the course content.

Find a transformation matrix a with uncorrelated components : A zero mean gaussian random vector X=(X1, X2)T has a covariance matrix given by K=[ 3 -1 -1 3 ] Find a transformation matrix A so that the vector Y=AX is a gaussian random vector with uncorrelated (and therefore independent) components of unity va..

What is the firms sales to working capital ratio : A firm has sales of $2 million per year. Its current assets total $5 million and it current liabilities total $2 million. What is the firm's Sales to working capital ratio?

What was the bears average speed : A polar bear starts at the North Pole. It travels 1.0 km south, then 1.0 km east, then 1.0 km north, What was the bear's average speed

Determine the payback period for each project : The Sanders Electric Company is evaluating 2 projects for possible inclusion in the firm's capital budget. Project M will require a $37,000 investment while project O"s investment will be $46,000. After-tax cash inflows are estimated follows for t..

What is the diffraction angle of the sound : The entrance to a large lecture room consists of two side-by-side doors, one hinged on the left and the other hinged on the right. What is the diffraction angle of the sound under each of the following situations

User Account

All Pages