Question: A white Gaussian noise process N(t) with autocorrelation RN(Ï) = αδ(Ï) is passed through an integrator yielding the output Find E[Y(t)] and the autocorrelation function

A white Gaussian noise process N(t) with autocorrelation RN(τ) = αδ(τ) is passed through an integrator yielding the output
A white Gaussian noise process N(t) with autocorrelation RN(Ï„) =

Find E[Y(t)] and the autocorrelation function RY(t, Ï„). Show that Y(t) is a non-stationary process.

Y(t) =| N(u) du.

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