Show that the tradeoff filter 𝐡T, can be expressed as where 𝜇 is a Lagrange multiplier that satisfies J n ( 𝐡 T, 𝜇 ) = ℵ𝜎  v . Show that the squared Pearson correlation coefficient between x(t)...

Show that the tradeoff filter 𝐡T, can be expressed as

where 𝜇 is a Lagrange multiplier that satisfies J_n
( 𝐡_T,
𝜇) = ℵ𝜎^
_v
.

Show that the squared Pearson correlation coefficient between x(t) and x(t) +
𝜇v(t) is