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From: aamer on 11 Mar 2007 06:55 Dear all, Using Matlab I was trying to find unknown vector 'omega' using Minimum Mean Square Error method given by omega_cap=C_omegaY*(C_YY)^(1)*Y in the above equation the only known vector is Y. where C_omegaY = cross correlation between omega and Y and C_YY = auto correlation of Y when my task is to estimate the vector omega, how could I find the cross correlation between Y and unknown vecotor omega. Do I have to assume some values for vector omega in the begining???? If so, what values would be appropriate???? Thanks in advance
From: julius on 11 Mar 2007 12:16 On Mar 11, 5:55 am, "aamer" <raqeeb...(a)yahoo.com> wrote: > Dear all, > > Using Matlab I was trying to find unknown vector 'omega' using Minimum > Mean Square Error method given by > > omega_cap=C_omegaY*(C_YY)^(1)*Y > > in the above equation the only known vector is Y. > > where C_omegaY = cross correlation between omega and Y > and C_YY = auto correlation of Y > > when my task is to estimate the vector omega, how could I find the cross > correlation between Y and unknown vecotor omega. > > Do I have to assume some values for vector omega in the begining???? If > so, what values would be appropriate???? > > Thanks in advance Are you saying that you observe a vector y, and you want to know about another vector omega. But you don't know how they are related. Can you tell me how this makes sense? Why don't you explain what you have, what you want, and why you want to have what you want? :) In the above setting usually you are given some statistical idea of how omega and y are related. If you don't have any such knowledge, why are you trying to do what you are trying to do? Did you pick the above our of some textbook or paper? Julius

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