Question: Consider the random process of Problem 7.4. (a) Find the time-average mean and the auto correlation function. (b) Find the ensemble-average mean and the auto

Consider the random process of Problem 7.4.
(a) Find the time-average mean and the auto correlation function.
(b) Find the ensemble-average mean and the auto correlation function.
(c) Is this process wide-sense stationary? Why or why not?

Data From Problem 7.4

Let the sample functions of a random process be given by

X(t) = A cos 2Ï€f₀t

where Ï‰₀ is fixed and A has the pdf

e-a? /20, fA (a) = V2πσ, τσ α

This random process is passed through an ideal integrator to give a random process Y(t).

e-a? /20, fA (a) = V2,

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