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Z1 Suppose that Z = is a Gaussian zero mean random vector of size Z2 ] 1 1 2 with Covariance matrix K = 1

Z1 Suppose that Z = is a Gaussian zero mean random vector of size Z2 ] 1 1 2 with Covariance matrix K = 1 Given Z1 = 2, what is the MMSE estimate of Zz

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