= 4.4 Another sinusoidal random process Suppose that Xi and X, are random variables such that EX1 = EX2 = EX X2 = 0 and
Posted: Mon Nov 15, 2021 12:37 pm
= 4.4 Another sinusoidal random process Suppose that Xi and X, are random variables such that EX1 = EX2 = EX X2 = 0 and Var(X1) = Var(X2) = 02. Define Yě = Xicos(2xt) – X, sin(2xt). (a) Is the random process y necessarily wide-sense stationary? (b) Give an example of random variables X1 and X2 satisfying the given conditions such that Y is stationary. (c) Give an example of random variables Xi and X, satisfying the given conditions such that Y is not (strict sense) stationary.