Problem 5 Let X(t) be a white Gaussian noise with power spectral density Sxx (w) = No. Assume that X(t) is input to an LTI system with impulse response h(t) = e tu(t). Let the output of the LTI system be Y(t). (a) Find Syy (w). (b) Find Ry (T). (c) Find E[Y(t)²].

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Problem 5
Let X(t) be a white Gaussian noise with power spectral density Sxx (w) = No. Assume that X(t) is input
to an LTI system with impulse response h(t) =etu(t). Let the output of the LTI system be y(t).
(a) Find Syy (w).
(b) Find Ry (T).
(c) Find E[Y(t)²].
Transcribed Image Text:Problem 5 Let X(t) be a white Gaussian noise with power spectral density Sxx (w) = No. Assume that X(t) is input to an LTI system with impulse response h(t) =etu(t). Let the output of the LTI system be y(t). (a) Find Syy (w). (b) Find Ry (T). (c) Find E[Y(t)²].
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