Question: Find the statistical autocorrelation function of the random process [ U(t)=a_{1} cos left(2 pi v_{1} t-Phi_{1} ight)+a_{2} cos left(2 pi v_{2} t-Phi_{2} ight) ] where

Find the statistical autocorrelation function of the random process

\[ U(t)=a_{1} \cos \left(2 \pi v_{1} t-\Phi_{1}\right)+a_{2} \cos \left(2 \pi v_{2} t-\Phi_{2}\right) \]

where \(a_{1}, a_{2}, v_{1}\), and \(v_{2}\) are known constants, while \(\Phi_{1}\) and \(\Phi_{2}\) are independent random variables uniformly distributed on \((-\pi, \pi)\). What is the power spectral density of \(U(t)\) ?

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The statistical autocorrelation function of a random process describes how similar the process is to itself shifted in time by a lag For a real processXt the autocorrelation function is RXEXtXt whereE... View full answer

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