Lecture Signals, systems & inference – Lecture 13: Vector picture for first- and second-order statistics; MMSE and LMMSE estimation
Lecture Signals, systems & inference – Lecture 13: Vector picture for first- and second-order statistics; MMSE and LMMSE estimation
The following will be discussed in this chapter: Covariance and correlation, correlation coefficient, ageometric picture, geometric interpretation of correlation coefficient, orthogonality.