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Consider a second-order system with dynamics
that is forced by Gaussian white noise w with zero mean and variance σ^{2}. Assume a,b > 0.
(i) Compute the correlation function ρ(τ) for the output of the system. Your answer should be an explicit formula in terms of a, b and σ.
(ii) Assuming that the input transients have died out, compute the mean and variance of the output.
A system has transfer function H (z) = z/(10z-3) (i) find its steady state response to a single frequency input of ej5n; (ii) find the steady state response to an input of c
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