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Lecture 2, Geometric interpretation of random variables, Wiener filtering - causal continuous time

Tid: Måndag 3 september 2012 kl 10:00 - 12:00 2012-09-03T10:00:00 2012-09-03T12:00:00

Kungliga Tekniska högskolan
HT 2012

Plats: L42

Aktivitet: Föreläsning

Studentgrupper: TIKTM1, TIKTM2, TSCRM1, TTLSM1, TTLSM2

Info:

Reading instructions: Kailath, Sect. 3.3, 6.A and 7.A

Copies of slides, corrected

Homework 2, due Monday 10/9
Schemahandläggare skapade händelsen 6 augusti 2012
Lärare Mats Bengtsson redigerade 2 september 2012

FöreläsningLecture 2, Geometric interpretation of random variables, Wiener filtering - causal continuous time

Reading instructions: Kailath, Sect. 3.3, 6.A and 7.A¶

Copies of slides¶



Lärare Mats Bengtsson redigerade 2 september 2012

Reading instructions: Kailath, Sect. 3.3, 6.A and 7.A

Copies of slides

Homework 2, due Monday 10/9¶

Lärare Mats Bengtsson redigerade 4 september 2012

Reading instructions: Kailath, Sect. 3.3, 6.A and 7.A

Copies of slides, corrected

Homework 2, due Monday 10/9

kommenterade 8 september 2012

Hej!

While doing the homework #2, I have been having trouble with the 2nd exercise. While I get to the result of the point a), I do not use Gram-Schmidt at all, I only apply the orthogonality principle. Am I doing rigth? Do I have to use Gram-Schmidt for some other porpouse in the exercise? 

Anyone that can help, I will be gratefull.

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Lärare kommenterade 9 september 2012

Gram-Schmidt is about creating orthogonality, right? If you compare what you did to Gram-Schmidt, I'm fairly confident you'll find similarities, still you should view it as a hint. The hint might be useful also for the rest of the exercise.


   /Mats

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Hela världen får läsa.

Senast ändrad 2012-09-04 09:03

Taggar: Saknas än så länge.