A random process is given by X (t) = A cos (t) + B sin (t), where
Question:
(a) Find the mean function, µX (t).
(b) Find the autocorrelation function, RX,X (t1, t2).
(c) Under what conditons (on the variances of A and B) is X (t) WSS?
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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