Let Y = X + N where X and N areindependent zero-mean
Gaussian random varibles with differentvariances.
a) Plot the correlation coefficientbetween the "observed
signal" Y and the "desired signal" X as afunction of the
signal-to-noise ratio
.
b) Find the minimum mean squareerror estimator for X in
terms of Y. Find the mean square error ofthe
estimator.