6.50. Let X = (X1. X2) have covariance matrix: 1/4 Kx = 1/4 1 (a) Find the eigenvalues and eigenvectors of Kx. (b) Find the orthogonal matrix P that diagonalizes Ky. Verify that P is orthogonal and that P K XP = A. (c) Express X in terms of the eigenvectors of Ky using the Karhunen-Loeve expansion