J 2

5. Consider a random process X(t)=aftE()cos(wtto), where w =const, a is a random variable varying inside [-1; 1] whose probability density distribution (PDD) is p(a)=1/2. E(t) is a random process with zero mean and covariance function .(,(,)=ofed, where t=f, -1, and 2>0; is random variable varying inside [-; x] with PDD p()=1/(2x). Variables o and a, and the process E(t) are all statistically independent. Find mean value, variance, autocorrelation and covariance of the process X(t) and determine if X(t) is wide-sense stationary