2-13 MLE from correlated measurements. Given the three estimates of the scalar z z_{i} \stackrel{\Delta}{=} \hat{x}_{i}=x+\bar{x}_{i} \quad i=1,2,3 with the estimation errors i jointly Gaussian, zero-mean,with E\left[\tilde{x}_{i} \tilde{x}_{j}\right]=P_{i j} \quad

i, j-1,2,3 find I. The MLE x(z1. z2, z3} 2. The variance o^2 of the above MLE