Assume a random process is corrupted with an additive zero-mean independent identically distributed Gaussian random noise N(t). We may assume that the resulting random process is modeled as follows: Y(t) = X(t) + N(t), where X(t) = A cos(wt + 0) with A and @ are constants and the random variable 0 is uniformly distributed between 0 and 2x. Compute the auto-correlation function for the random process Y (t) assuming that N(t) is independent of X (t)