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The input to a digital filter is a random sequence..., X1, X, X1,... with E[X] = 3 and auto-covariance function
{ 8, k = 0
Cx(m, k) = Cov(Xₘ, Xₘ₊ₖ) = { 0.3 Ikl 1
{ 0 otherwise
A smoothing filter produces the output sequence:
Yn = Xₙ+Xₙ₋₁+Xₙ₋₂/3
Compute the following.
(a) E[Y] = ___
(b) Var[Yₙ] =



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