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In: Statistics and Probability

7. A random process is given by X(t) = A0e −2t + A1 cos(200πt + Θ),...

7. A random process is given by X(t) = A0e −2t + A1 cos(200πt + Θ), where A0, A1, and Θ are independent random variables. Both Ao and A1 have uniform distributions in the interval (0, 5), while Θ is uniformly distributed in the interval (0, 2π). (a) Determine the mean value of X(t). (b) Determine the variance of X(t). (c) Determine the autocorrelation function RX(t1, t2). (d) Is X(t) wide-sense stationary? Why or why not?

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