A zero mean process has the power spectrum defined by a stationary signal X(t) has the spectral density of the form Sx(f) = 5, for 10/2Pi lt;= |f|

A zero mean process has the power spectrum defined by a stationary signal X(t) has the spectral density of the formSx(f) = 5, for 10/2Pi <= |f| <= 20/2Pi= 0, elsewhereFind the covariance matrix for the values of this process at time t=1,2,3,4. Find its inverse(numerically) and write the formula for the pdf of the corresponding random vector. Calculate(numerically) the probability that the process stays in the (-1,1) band at the time instants listed above.