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Exercise 3. A WSS process X(t) with autocorrelation function Rx(+) = e-2/(20) is passed through an LTI system with transfer function H(w) = ew/(20).

Exercise 3. A WSS process X(t) with autocorrelation function Rx(+) = e-2/(20) is passed through an LTI system with transfer function H(w) = ew/(20). Denote the system output by Y(t, Find (a) Sxy (w) (b) Rxy(T) (c) Sy (w) (d) Ry(T)

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