Consider the random process W(t) = X cos(2?f0 t) + Y sin(2?f0 t), where X and Y are uncorrelated random variables, each with expected value 0 and variance ?^2. Find the autocorrelation function R_WW(t, ?). Is W(t) wide sense stationary?
Added by Felix T.
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We first need to find the covariance matrix of X and Y: CX = X*X + Y*Y Show more…
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