15.1.26 Theory of random processes

Problem: \( \xi^{I V}+4 \xi=\eta^{\prime}+2 \eta \). The random function of the output is \( \eta(t) \). Find the spectral density of the input \( S_{\xi}(\omega) \), if \( K_{\eta, \eta}(\tau)=e^{-2|\tau|} \).