A random process X(1) is defined as X(1) = A¸ cos(2#f,1) +A, sin(2¤f1) where A, and A, are independent Gaussian random variables with zero mean and variance o? and o, respectively, where o + o;.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section4.6: Variation
Problem 2E
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A random process X (t) is defined as
X(1) = A.cos(27f.1)+A, sin(27f.1)
where A, and A, are independent Gaussian random variables with zero mean and variance o? and
o, respectively, where o? + o.
(a) Find the mean E[X].
(b) Find autocorrelation function Rx(t+T,1).
(c) Is X(t) stationary?
(d) Find the power spectral density of Sx(f).
Transcribed Image Text:A random process X (t) is defined as X(1) = A.cos(27f.1)+A, sin(27f.1) where A, and A, are independent Gaussian random variables with zero mean and variance o? and o, respectively, where o? + o. (a) Find the mean E[X]. (b) Find autocorrelation function Rx(t+T,1). (c) Is X(t) stationary? (d) Find the power spectral density of Sx(f).
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