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5.2.3. Consider the random processes X(t)=A+B cos(t) and Y (t)=A+B sin(t), where A and B
are independent and each have mean one and variance four.
(a) Determine µX(t) and µY (t).
(b) Determine RX(t1, t2) and RY (t1, t2).
(c) Determine CX(t1, t2) and CY (t1, t2).
(d) Determine RX,Y (t1, t2) and CX,Y (t1, t2).
1 Answer