Answer to Question #49957 in Statistics and Probability for Qween

Question

Refer to the following system below ,where X(t) and W(t) are uncorrelated Jointly wide sense stationary Gaussian random process with autocorrelation function

[ 1-|t| ] for |t| <= 1
[ 0 ] e.w,
Rw(t,u)=0.5 segma (t)

a. Are X(t)and W(t) independent random process ? Justify
b. Find the cross-correlation function Rxz (t,u)
c. Find the autocorrelation function Ryy(jw),Syw(jw) and Sqq(jw)
d. find fxt (xt) and fyt(yt)

I Should send the form of system but i will explain
input x(t) to (linear system h ) will be output Y(t)

this Y(t) will product with other external W(t)
Y(t) * W(t) then will become one output Q(t)