Question: A random process Y(t) is given by Y(t) = X(t) cos(uwt + 0), where X(t), a zero-mean wide sense stationary random process with auto-correlation

A random process Y(t) is given by Y(t) = X(t) cos(uwt + 0), where X(t), a zero-mean wide sense stationary random process with auto-correlation

A random process Y(t) is given by Y(t) = X(t) cos(uwt + 0), where X(t), a zero-mean wide sense stationary random process with auto-correlation function RX(T) = 2exp(-2|T) is modulating the carrier cos(wt + 0). The random variable O is uniformly distributed in the interval (0, 21), and is independent of X(t). then the mean value of Y(t) is .a O .b O 1 .c O cos(wt) .d O 1/2 :The complement of intersection (union) of two sets A and B equals the union (intersection) of the complement of them. this is the 37 J De Morgan's law .a O 0 1.0 lia ale P all of these .b O union and intersection .c O duality principle .d O

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