Using the following scalar Gauss-Markov model: with the usual zero-mean, Rww and Rvv covariances. (a) Develop the adaptive covariance MBP for this problem. (b) Let {A, C, K, Ree} be scalars,...

Using the following scalar Gauss-Markov model:

with the usual zero-mean, Rww and Rvv covariances.

(a) Develop the adaptive covariance MBP for this problem.

(b) Let {A, C, K, Ree} be scalars, develop the AMBP solution to estimate A from noisy data.

(c) Can these algorithms be combined to “tune” the resulting hybrid processor?