A random process X(t) is defined as X(1) = A.cos(27 fd)+A, sin(27fd) where A, and A, are independent Gaussian random variables with zero mean and variance o, respectively, where o? = o? = o². (a) Find the mean E[X].

A random process X(t) is defined as X(1) = A.cos(27 fd)+A, sin(27fd) where A, and A, are independent Gaussian random variables with zero mean and variance o, respectively, where o? = o? = o². (a) Find the mean E[X].

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

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Please answer the following question completely, I will upvote.

A random process X (t) is defined as
X(t) = A. cos(27 fd)+A, sin(27fdt)
where A, and A, are independent Gaussian random variables with zero mean and variance o? and
o, respectively, where o? = o? = o?.
(a) Find the mean E[X].
(b) Find autocorrelation function Rx(t+T,t).
(c) Is X (t) stationary?

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