Hello everyone!
I have a stats problem that I need help with
Any help is greatly appreciated
(please note, this is a problem that I picked out of the book to learn from)
A random process X(t) is given by
X(t) = Acos(ωt)+ Bsin(ωt)
where omega is greater than zero, a constant and A and B are uncorrelated rv's with E[A]=E[b]=0 and Var([A]=Var[b]=9
a) Show that X(t) is a W.S.S. random process.
b) Find ACF of X(t)
I'm not sure where to start.
Thanks,
Jacob