Question: 7.9 For the random coefficient model, verify the expected mean square of the regression power component is Recall, the underlying frequency domain model is Y

7.9 For the random coefficient model, verify the expected mean square of the regression power component is

E[SSR(wk)] = E[Y* (wk)Z(wk)Sz (wk) Z* (wk)Y (wk)] Lfs (wk)tr {Sz(wk)} +

Recall, the underlying frequency domain model is Y (ωk) = Z(ωk)B(ωk) +V (ωk), where B(ωk) has spectrum fβ(ωk)Iq and V (ωk) has spectrum fv(ωk)IN and the two processes are uncorrelated.

E[SSR(wk)] = E[Y* (wk)Z(wk)Sz (wk) Z* (wk)Y (wk)] Lfs (wk)tr {Sz(wk)} + Lqfv (wk).

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