Dear all,

Using Matlab I was trying to find unknown vector 'omega' using Minimu
Mean Square Error method given by

omega_cap=C_omegaY*(C_YY)^(-1)*Y

in the above equation the only known vector is Y.

where C_omegaY = cross correlation between omega and Y
and C_YY = auto correlation of Y

when my task is to estimate the vector omega, how could I find the cros
correlation between Y and unknown vecotor omega.

Do I have to assume some values for vector omega in the begining???? I
so, what values would be appropriate????

Thanks in advance