A stationary random process X(t) is applied to the input of a system for which h(t) = u(t) t^2 e^(-8t). If E[X(t)] = 2, the mean value of the system’s response Y(t) is
(a) 1/128
(b) 1/64
(c) 3/128
(d) 1/32
I had been asked this question during a job interview.
Query is from Random Process in division EDC Overview of Electronic Devices & Circuits