t**********g 发帖数: 30 | 1 Y_1 = a_1 X + N_1
Y_2 = a_2 X + N_2
where a_1 and a_2 are constants; X, N_1 and N_2 are independent zero-mean
Gaussian. What's the p(Y1|Y2)? | h****r 发帖数: 9 | 2 Y1=(a1/a2)Y2 + N1-(a1/a2)N2. So f(Y1|y2) = N((a1/a2)y2, (sigma_n1)^2+(a1/a2)
^2*sigma_n2)^2). Assume N1, N2 independent.
【在 t**********g 的大作中提到】 : Y_1 = a_1 X + N_1 : Y_2 = a_2 X + N_2 : where a_1 and a_2 are constants; X, N_1 and N_2 are independent zero-mean : Gaussian. What's the p(Y1|Y2)?
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