The weighing matrix is(a) Positive quantity(b) Inverse of covariance matrix of the input vector(c) Positive quantity & Inverse of a covariance matrix of the input vector(d) None of the mentionedThis question was addressed to me in exam.Question is from Types of Processes topic in section Signals and Spectra of Digital Communications

The weighing matrix is(a) Positive quantity(b) Inverse of covariance m

1.	The weighing matrix is(a) Positive quantity(b) Inverse of covariance matrix of the input vector(c) Positive quantity & Inverse of a covariance matrix of the input vector(d) None of the mentionedThis question was addressed to me in exam.Question is from Types of Processes topic in section Signals and Spectra of Digital Communications
Answer» Right choice is (C) Positive quantity & INVERSE of a COVARIANCE matrix of the input VECTOR Explanation: W is a positive definite weighing matrix and it is inverse of covariance matrix of the input vector.

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