Question: Let {X(t), t R} be a continuous-time random process, defined as where A U(0, 1) and U(0, 2) are two independent
Let {X(t), t ∈ R} be a continuous-time random process, defined as
where A ∼ U(0, 1) and Φ ∼ U(0, 2π) are two independent random variables.
a. Find the mean function μX(t).
b. Find the correlation function RX(t1, t2).
c. Is X(t) a WSS process?
X(t) = A cos(2t + $),
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