Let be a random process, where An and Bn are random variables such that , E An E Bn 0 E AnBm 0 E AnAm dn, mE An 2 E BnBm Icirc acute n, mE Bn 2 , , and for all and , where is the Kronecker delta function This process is sometimes used as a model for random noise (a) Find the time varying autocorrel...

a b Then the above simplifies to and the pr ...

Let be a random process, where An and Bn are random variables such that , E[An]= E[Bn]=

Question:

Let

be a random process, where An and Bn are random variables such that , E[An]= E[Bn]= 0 E[AnBm] = 0 E[AnAm] dn, mE An = [ 2] E[BnBm] Î´n, mE [ Bn 2], , and for all and , where is the Kronecker delta function. This process is sometimes used as a model for random noise.
(a) Find the time- varying autocorrelation function RXX (t, t + Ï„).
(b) If E [Bn 2] E [An 2], is this process WSS?
(c) Find the PSD of this process.