1. Let X(t) denote a wide sense stationary process with X = 0 and autocorrelation RX(). Let Y(t) = 2 + X(t). What is RY(t,)? Is Y(t) wide sense stationary?

2. X(t), the input to a linear time-invariant filter is a wide sense stationary stochastic process with expected value X = 4 volts. The filter output Y(t) is a wide sense stationary stochastic process with expected Y = 1 volt. The filter impulse response is

(