Question: = 2. (25 points) Let X(t) be a zero mean Gaussian process with auto-correlation function Rxx(t1, t2) = tit2. Define Y(t) = eilwot+X(t)+8) where 0

= 2. (25 points) Let X(t) be a zero mean Gaussian

= 2. (25 points) Let X(t) be a zero mean Gaussian process with auto-correlation function Rxx(t1, t2) = tit2. Define Y(t) = eilwot+X(t)+8) where 0 ~ U(0, 2) is independent of X(t). a. Find the mean and autocorrelation function of Y(t). b. Is Y(t) wide sense stationary (W.S.S.)? c. If y(t) is wide sense stationary, find its power spectral density function Syy(w)

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