1. (20 Pts) Consider a pair of random processes X(t) and Y(t) that are related to a
wide-sense stationary (WSS) process W(t) as follow:
$$X(t) = W(t)cos(2\pi ft + \Theta)$$
$$Y(t) = W(t)sin(2\pi ft + \Theta)$$
where Θ is uniformly distributed over (0, 2π ), and also independent of W(t).
a) (5 Pts) Find the cross-correlation $R_{XY}(\tau)$.
b) (5 Pts) Find the autocorrelation of X(t).
c) (5 Pts) Find the power spectral density of Y(t).
d) (5 Pts) In what condition X(t) and Y(t) will be orthogonal?