5.)( Contaminated Measurement You wish to "measuré a process ŞXe, te Z? but instead, due to measuve ment error, you get whre ç E, te Z? is white noive. Suppose {X, teZ3 is covaniance At ation any with...

°, and Y(0) = , 2 P(h), h> o ro) = and suppose Van (E,) = o. Find the autocorrel ation functim of {Yt, te Z}. "/>
Extracted text: 5.)( Contaminated Measurement You wish to "measuré a process ŞXe, te Z? but instead, due to measuve ment error, you get whre ç E, te Z? is white noive. Suppose {X, teZ3 is covaniance At ation any with auto correlatim fandim Pch), h> °, and Y(0) = , 2 P(h), h> o ro) = and suppose Van (E,) = o. Find the autocorrel ation functim of {Yt, te Z}.