Question: The sum of two independent random processes with PSDs are input to a LTI filter. (a) Determine the Wiener smoothing filter. That is, find the

The sum of two independent random processes with PSDs

The sum of two independent random processes with PSDsare input

are input to a LTI filter.
(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter that produces an output that is an MMSE estimate of s (t).
(b) Find the PSD of the filtered signal plus noise.

50 + and s

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