b) Let X(t) be a zero mean, stationary, Gaussian process with autocorrelation function R (T). This process is applied to a square law device defined by the input-output relation Y(t) = X(t), where Y(t) is the output. i) Show that the mean of Y() is R (0). ii) Find out the autocovariance function of Y(t).

b) Let X(t) be a zero mean, stationary, Gaussian process with autocorrelation function R (T). This process is applied to a square law device defined by the input-output relation Y(t) = X(t), where Y(t) is the output. i) Show that the mean of Y() is R (0). ii) Find out the autocovariance function of Y(t).