Question: Let X (t) = Acos ( t) + Bsin ( t) where A and B are independent, zero- mean, identically distributed, non- Gaussian random variables.

Let X (t) = Acos (ω t) + Bsin (ω t) where A and B are independent, zero- mean, identically distributed, non- Gaussian random variables.
- Show that X (t) is WSS, but not strict sense stationary. Hint: For the latter case consider E [X3 (t)].
- Find the PSD of this process.

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