Let X(t) be a WSS process with autocorrelation function Assume that X(t) is input to an LTI

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Let X(t) be a WSS process with autocorrelation functionRX(T) = 1 +8(T).

Assume that X(t) is input to an LTI system with impulse responseh(t) = e tu(t).

Let Y (t) be the output.

a. Find SX(f).

b. Find SXY (f).

c. Find RXY (τ).

d. Find SY (f).

e. Find RY (τ).

f. Find E[Y (t)2].

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