A stationary process has mean zero and covariance function Using this process as input signal to a linear filter, we can construct a new process, (a) Compute the impulse response of this filter....

A stationary process

has mean zero and covariance function

Using this process as input signal to a linear filter, we can construct a new process,

(a) Compute the impulse response of this filter. Is the filter causal?

(b) What is the frequency response of the filter?

(c) Compute the spectral density of the output signal,