A stationary, Guassian process X (t) with zero and power

A stationary, Guassian process X (t) with zero and power

A stationary, Guassian process X (t) with zero and power spectral density Sx (f) is applied to a linear filter whose impulse response b (t) is shown in Figure. A sample Y is taken if the random process at the filter at time T.
(a) Determine the mean and variance of Y.
(b) What is the probability density function ofY?

Is this the question you were looking for? If so, place your order here to get started!