Expectation and Auto-correlation of an Output from a Matched Filter.
First you should find $Y(t)$. In this case, it can be calculated as:

$$Y(t)=X(t)*h(t)=\int_{-\infty}^{\infty}h(t)X(t-\tau)\ \mathrm{d}\tau$$

But you have more information about $X(t)$ and $h(t)$:

$$Y(t)=\int_{-\infty}^{\infty}S(-t)[S(t-\tau)+N(t-\tau)]\ \mathrm{d}\tau$$

If we assume that the integral converges (which makes sense, because if not $Y(t)$ would not exist), then we can do the following:

$$\begin{align}
\mathbb{E}[Y(t)]&amp;=
\mathbb{E}\left[\int_{-\infty}^{\infty}S(-t)[S(t-\tau)+N(t-\tau)]\ \mathrm{d}\tau\right]\\
&amp;=\int_{-\infty}^{\infty}\mathbb{E}\left[S(-t)S(t-\tau)+S(-t)N(t-\tau)\right]\ \mathrm{d}\tau
\end{align}
$$

But $S(t)$ is deterministic, so:

$$\mathbb{E}[Y(t)]= \int_{-\infty}^{\infty}S(-t)S(t-\tau)+S(-t)\mathbb{E}[N(t-\tau)]\ \mathrm{d}\tau$$

The problem states that the mean of the noise process is zero, thus:

$$\mathbb{E}[Y(t)]= \int_{-\infty}^{\infty}S(-t)S(t-\tau)\ \mathrm{d}\tau$$

So, the expectation of $Y(t)$ is the convolution between $S(t)$ and its reversed version (also known as autocorrelation of $S(t)$):

$$\mathbb{E}[Y(t)]=S(t)*S(-t)$$

Because $S(t)$ is known, then $\mathbb{E}[Y(t)]$ is, too.

To find the autocorrelation, you have to do something similar to this procedure. I'll leave that to you.