A three-dimensional vector random variable x has a
A three-dimensional vector random variable, X, has a covariance matrix of
Find a transformation matrix A such that the new random variable Will be uncorrelated.
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a three-dimensional vector random variable x has a covariance matrix offind a transformation matrix a such that the new
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let x be a two-element zero-mean random vector suppose we construct a new random vector y according to a linear
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Will be uncorrelated.