Let Y,W denote a pair of uncorrelated, zero-mean(2*1) random vectors having covariance matrix I2

Let I" I`’ denote a pair of uncorrelated , zero – mean | 2* I | random vectors having covariance matrix 1 7 . LetZ = GF + W!where6 = [ 1 1 ]( a ) Determine the LMMISE estimate !" of I’ given I as well as the associated mean – square EllumI bj State the orthogonality principle as it applies in this setting*