Question: Let X(t) be a WSS process with autocorrelation function Assume that X(t) is input to a low-pass filter with frequency response Let Y (t) be

Let X(t) be a WSS process with autocorrelation function1 1+772 RX(T) ==

Assume that X(t) is input to a low-pass filter with frequency responseH(f) = 3 {" 0 |f| < 2 otherwise

Let Y (t) be the output.

a. Find SX(f).

b. Find SXY(f).

c. Find SY (f).

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

1 1+772 RX(T) ==

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