Let be uncorrelated weakly stationary processes in continuous time and define by where h(s) is the impulse response to a linear causal filter. (a) Determine (b) What is the cross-covariance...

Let

be uncorrelated weakly stationary processes in continuous time and define

by

where h(s) is the impulse response to a linear causal filter.

(a) Determine

(b) What is the cross-covariance function and the cross-spectral density if the input signal,

is white noise?