Find the power spectral density of a doubly stochastic Poisson impulse process having a rate process \(\Lambda(t)\) described by

\[ \Lambda(t)=\lambda_{0}[1+\cos (2 \pi \bar{v} t+\Phi)] \]

where \(\Phi\) is a random variable uniformly distributed on \((-\pi, \pi)\), while \(\lambda_{0}\) and \(\bar{v}\) are constants.