A random process Y(t) is given by Y(t) = X(t) cos(wt + 0), where X(t), a zero-mean wide sense stationary random process with auto-correlation function Rx(T) = 2exp(-21|T|) is modulating the carrier cos(wt + 0). The random variable O is uniformly distributed in the interval (0, 2n), and is independent of X(t). then the variance of Y(t) is Variance of X.a O 1.b O 0.c O 1/2 .d O

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A random process Y(t) is given by Y(t) = X(t) cos(wt + 0), where X(t), a zero-mean wide sense stationary random process with auto-correlation function Ry(t) = 2exp(-2A/T) is modulating the carrier
cos(wt + 0). The random variable O is uniformly distributed in the interval (0, 2n), and is independent of X(t). then the variance of Y(t) is
Variance of Xa O
1.b O
0.c O
1/2 .d O
Transcribed Image Text:A random process Y(t) is given by Y(t) = X(t) cos(wt + 0), where X(t), a zero-mean wide sense stationary random process with auto-correlation function Ry(t) = 2exp(-2A/T) is modulating the carrier cos(wt + 0). The random variable O is uniformly distributed in the interval (0, 2n), and is independent of X(t). then the variance of Y(t) is Variance of Xa O 1.b O 0.c O 1/2 .d O
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