Question: Problem 5 (LTI Systems with WSS Process Input) Let Y (t) = h(t) x X(t) and Z(t) = X(t) - Y(t), as shown in Figure

Problem 5 (LTI Systems with WSS Process Input) Let Y (t) = h(t) x X(t) and Z(t) = X(t) - Y(t), as shown in Figure 1. a. Find Sz(f). b. Find E[Z2 (t)]. Your answers should be in terms of Sx (f) and the transfer function H(f) = F(h(t)).Y (t) X(t) h(t) +> Z(1) Figure 1: Linear time-invariant system

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