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).

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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(1) is R (0).
ii) Find out the autocovariance function of y(t).
Transcribed Image Text: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(1) is R (0). ii) Find out the autocovariance function of y(t).
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