Let X(t) be a zero-mean WSS process with RX() = e||. X(t) is input to an LTI

Let X(t) be a zero-mean WSS process with RX(τ) = e−|τ|. X(t) is input to an LTI system with

Let Y (t) be the output.

a. Find μ_Y (t) = E[Y(t)].

b. Find R_Y (τ).

c. Find E[Y (t)²].

Transcribed Image Text:

|H(f)| = = √1+4π² f² 0 |f|< 2 otherwise