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The weighing matrix is

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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 mentioned

This question was addressed to me in exam.

Question is from Types of Processes topic in section Signals and Spectra of Digital Communications

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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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