Question: Let X(t) be a zero-mean Gaussian random process with R X () = 8 sinc(4). Suppose that X(t) is input to an LTI system with

Let X(t) be a zero-mean Gaussian random process with R_X(τ) = 8 sinc(4τ). Suppose that X(t) is input to an LTI system with transfer function H(f) = 2 0 |f| <1 otherwise

If Y (t) is the output, find P(Y (2)

H(f) = 2 0 |f|

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