Answer to Question #345937 in Statistics and Probability for bethelehem girma

Question

Consider a random process X(t) dened by

X(t) = U cos t + (V + 1) sin t; 􀀀-1 < t < 1

where U and V are independent r.v.'s for which

E[U] = E[V ] = 0; E[U2] = E[V 2] = 1

(a) Find the autocovariance function CX(t1; t2) of X(t).

(b) Is X(t) WSS?

Answer 1

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