Question: I can't solve this problem. Can you explain why? A wide sense stationary process X (t) with mean ux = 2 and auto-correlation Rx (T)

I can't solve this problem. Can you explain why?

A wide sense stationary process X (t) with mean ux = 2 and auto-correlation Rx (T) = 4+ 106(T) is applied as an input to a short-time integrator (STI) to obtain the process Y (t). The impulse response of the STI is given by h(t) = 0.1 [u(t) - u(t - 10)]. (a) Determine the mean My (t). (b) Determine the crosscorrelation Rxy (t1, t2). (c) Determine the autocorrelation Ry (t1, t2). Explanation: Here the continuous-time system is LTI and the input random process is WSS so the output is also WSS. Therefore, system operations are done using convolution integral and simplified formulas can be used. Note that it would be advantageous to determine covariance quantities first and then the required correlations, although covariances are not asked for in the problem. Answers: (a) My = 2, (c) Ry (t1, t2) = 4+ A(0.1(t1- t2)) where A(t) is a triangular pulse (see Linear Systems Review)

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