Question: A stochastic process (p.s.) X(t) is defined by () = cos(2 + ) where A ~ U(-3, 3) and ~ U(-/2, /2) are two independent
A stochastic process (p.s.) X(t) is defined by () = cos(2 + )
where A ~ U(-3, 3) and ~ U(-/2, /2) are two independent ACs.
a) Draw three typical functions of this p.s. b) Determine the mean and the autocorrelation function of this p.s. What is the average power of this p.s.? c) Is this p.s. stationary in the broad sense (WSS) and if so, is it strictly stationary? Is the p.s. ergodic with respect to (i) the mean and (ii) the autocorrelation function?
Reminder: The autocorrelation function of a sinusoid with an amplitude of 1 is [cos(20 + ) cos(20( + ) + )] = 1/2 cos(20)
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