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Unread 31-03-2009, 14:38
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whytheheckme whytheheckme is offline
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Random Processes

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
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