X(t) is a wide-sense stationary process. It is the input to a linear system with impulse response...

X(t) is a wide-sense stationary process. It is the input to a linear system with impulse response h(t), and Y(t) is the output process. Consider another process Z(t) that is obtained as follows: The scheme is illustrated in Figure 11.8.

Determine the following in terms of the parameters of X(t):