未分类题
设xk=(k=1，2，…，N)是N个高斯随机变量，其线性组合
仍为高斯随机变量，且有x～N(μx，
)。证明：
和
式中
A.174.24.96:6088/Latex/latex.action?latex=eD1cc3VtX3trPTF9XntOfWFfe2t9eF97a30%3D'
B.174.24.96:6088/Latex/latex.action?latex=z4Nfe3h9XnsyfQ%3D%3D'
C.174.24.96:6088/Latex/latex.action?latex=zrxfe3h9PVxzdW1fe2s9MX1ee059YV97a33OvF97eF97a319'
D.174.24.96:6088/Latex/latex.action?latex=z4Nfe3h9XnsyfT1cc3VtX3tqPTF9XntOfVxzdW1fe2s9MX1ee059YV97an1hX3trfWNfe3hfe2t9%0D%0AeF97an19'
E.174.24.96:6088/Latex/latex.action?latex=zrxfe2t9PUUoeF97a30saz0xLDJcY2RvdHMgLE4p'
F.174.24.96:6088/Latex/latex.action?latex=Y197eF97a314X3tqfX09RVsoeF97a30tzrxfe3hfe2t9fSkoeF97an0tzrxfe3hfe2p9fSld'
【参考答案】
设N个高斯随机变量xk=(k=1，2，…，N)构成N维联合高斯随机矢量
x=(x
(↓↓↓ 点击下方‘点击查看答案’看完整答案 ↓↓↓)
B.174.24.96:6088/Latex/latex.action?latex=z4Nfe3h9XnsyfQ%3D%3D'
C.174.24.96:6088/Latex/latex.action?latex=zrxfe3h9PVxzdW1fe2s9MX1ee059YV97a33OvF97eF97a319'
D.174.24.96:6088/Latex/latex.action?latex=z4Nfe3h9XnsyfT1cc3VtX3tqPTF9XntOfVxzdW1fe2s9MX1ee059YV97an1hX3trfWNfe3hfe2t9%0D%0AeF97an19'
E.174.24.96:6088/Latex/latex.action?latex=zrxfe2t9PUUoeF97a30saz0xLDJcY2RvdHMgLE4p'
F.174.24.96:6088/Latex/latex.action?latex=Y197eF97a314X3tqfX09RVsoeF97a30tzrxfe3hfe2t9fSkoeF97an0tzrxfe3hfe2p9fSld'
【参考答案】
设N个高斯随机变量xk=(k=1，2，…，N)构成N维联合高斯随机矢量
x=(x
(↓↓↓ 点击下方‘点击查看答案’看完整答案 ↓↓↓)