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Transcribed Image Text from this QuestionProblem # 2.0 A stochastic process X(t) is defined via: X(t,w) = A(W)t + B(w),
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Transcribed Image Text from this QuestionProblem # 2.0 A stochastic process X(t) is defined via: X(t,w) = A(W)t + B(w), te[-1, 1], where A(w) ~ U((-1,1]) and BW) ~ U([-1,1]) are statistically independent random variables. For this process: 2.a) plot two sample realizations xi(t) and x2(t). 2.b) Determine the first-order PDF fx(x; t) associated with it. 2.c) Determine the mean pz(t) and variance oz(t). 2.d) Determine the autocorrelation Rxx(t1, ta) and the auto-covariance Cxæ(t1, ta) associated with it.