Let continuous-time random processes be given as X(1) = A+cos(27t +0) and Y(t) = A ...

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Let continuous-time random processes be given as X(1) = A+cos(27t +0) and Y(t) = A – o <t <∞ where A and O are independent random variables. eis uniformly distributed within [-7,7] and A is a unit-mean, unit-variance random variable. (a) Find the mean function mx (t) and the autocorrelation function R(t,1). (b) Are the processes X(1) and Y() marginally and jointly (wide-sense) stationary? Explain. (c) Express the power spectral density of X(1) if it exists. Let continuous-time random processes be given as X(1) = A+cos(27t +0) and Y(t) = A – o <t <∞ where A and O are independent random variables. eis uniformly distributed within [-7,7] and A is a unit-mean, unit-variance random variable. (a) Find the mean function mx (t) and the autocorrelation function R(t,1). (b) Are the processes X(1) and Y() marginally and jointly (wide-sense) stationary? Explain. (c) Express the power spectral density of X(1) if it exists.