emicho
Junior Member level 3
Let's say I have the below random signal:
Y[n] = [y
y(n-1) y(n-2) .... y(1)]
I have two random variables now:
The first one χ which express the maximum eigenvalue of the covariance matrix of Y.
The second one λ which express the energy of the random signal.
Now my question is:
Are the two random variables independent or dependent ,when whether signal samples :
y,y(n-1) .... are IID or correlated with each other.
By intuition the two random variables should be correlated !?
isn't it right!?
Y[n] = [y
y(n-1) y(n-2) .... y(1)]I have two random variables now:
The first one χ which express the maximum eigenvalue of the covariance matrix of Y.
The second one λ which express the energy of the random signal.
Now my question is:
Are the two random variables independent or dependent ,when whether signal samples :
y
,y(n-1) .... are IID or correlated with each other.By intuition the two random variables should be correlated !?
isn't it right!?
