You can generate a zero-vector/matrix and store it in yt using the command
yt = zeros(r,c)
where r and c are the rows and columns of the matrix, respectively.
Another issue seems to be the storage of results. You can save results into a vector, let's say y, by
y(idx) = [your calculations]
where idx is the loop index. This way, each result from each evaluation of the loop is stored separately for later access. You can access (for read and write) an element by its index within the vector, e.g.
y(1)
y(3)
will return the first and the third element of y in Matlab's command window.
Of course, you should preallocate y - for example by filling it with an appropriate sized vector of zeros - before starting the loop to make the program faster:
y = zeros(100,1);
where 100 is the number of elements you want to store. It'll work just fine for now without preallocation. Matlab will do the work for you.
[edit/add] First of all: good choice to use a loop index to refer to elements. However, using i is strongly discouraged, as it also refers to the imaginary unit. In general, avoid using i and j as variable names, nomatter which language you are using to program. Use ii or jj instead. Some people even use double-letter names for their loop variables, e.g. aa, bb, ii, ..
The second issue, that I see right away is the following. Two things get mixed up here: the vector-typed t and the scalar value of an element x(ii):
x(i) = exp((-3*t)+(-1i*w*t));
Once you fix the i-issue (loop variable name), Matlab will probably issue an array-dimension mismatch error. Result and variable to which the value is to be stored have to equal in type and size. You need to adress the elements within t as well, e.g.
x(ii) = exp((-3*t(ii))+(-1i*w*t(ii)))
Alternatively, Matlab allows you to circumvent the loop-construction altogether:
x = exp((-3*t)+(-1i*w*t));
I see it from the
Y = X.*H
that you already discovered the element-wise operations on vectors. These are helpful in doing all the calculations without a loop.
PS: If the suggestions were helpful for you, authors of answers (I see you posted another question and accepted an answer as solution as well) are happy to receive an up-vote. ;-)