Question: ose {Yt; t > 0} is a random process with mean function my (t) = ut and autocorrelation fund Ry (t, s) = 02 min

ose {Yt; t > 0} is a random process with mean function my (t) = ut and autocorrelation fund Ry (t, s) = 02 min (t, s) + ults, 2 0 and s 2 0 and where u > 0 and o2 > 0 are constants. Find the linear minimum mean square estimator (MMSE) of Ytty based on the observation {Y,;0

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