Random Processes

Hello everyone!

I have a stats problem that I need help with :eek:

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**=0 and Var([A]=Var**=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.


I’d start by reading this book.

Or the Schaum’s Outline – much cheaper.