Exercise 3. A WSS process X(t) with autocorrelation function Rx(+) = e-2/(207) is passed through an LTI system with transfer function H(w) = e-w²/(20). Denote the system output by Y(t, Find (a) Sxy(w) (b) RXY (T) (c) Sy (w) (d) Ry (T)

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