1
GATE ECE 1988
Subjective
+4
-0
White Gaussian noise with zero mean and double - sided power spectral density $$\eta /2$$ is the input $$x(t)$$ to a linear system with impulse response $$h(t)$$ $$ = exp\left( { - t/RC} \right)\,\,\,\,\,\,\,\,u\left( t \right)$$. The output is $$y(t)$$ . Evaluate $$E\left[ {x\left( {t + \tau } \right)y\left( t \right)} \right]$$ for $$\tau > 0.$$ (Note: $$u(t)$$ is the unit step function)
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