Random Variable, Probability, Machine Learning, Signal Processing, Stochastic Process.
input to the LTI system with impulse response h(t) then X(t) and Y(t) are jointly WSS processes. Since Y(t) is a WSS random process then its mean is constant and its autocorrelation is only the function of the time lag. The followings are the expressions for the mean, autocorrelation of Y(t), and