Question: A known deterministic signal, s (t), plus colored (not white) noise; N (t), with a PSD of SNN (f) is input to a filter. Derive

A known deterministic signal, s (t), plus colored (not white) noise; N (t), with a PSD of SNN (f) is input to a filter. Derive the form of the filter that maximizes the SNR at the output of the filter at time t = to. To make this problem simpler, you do not need to insist that the filter is causal.

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