(a) A wide-sense stationary random process X(t) has a power spectral density given below. Find its autocorrelation function RXX(τ). You don't have to plot it, just give the expression as a function of τ.
(b) The signal X(t) from (a) is applied at the input of a linear time-invariant system that is an integrator with a frequency response H(ω) = 1/(jω). Plot |H(ω)|². Label the axes and relevant points on the plot.
(c) Find and PLOT the power spectral density of Y(t), where Y(t) is the output of the system in (b). Label the axes and relevant points on the plot.
(d) Find the power of the signal Y(t) from (c), which is the mean square value E[Y(t)²].