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Let X(t) = Acos(ωt)+ Bsin(ωt ) where A and B are independent, zero-mean, identically distributed, non-Gaussian random variables.

(a) Show that X(t) is WSS, but not strict sense stationary. Hint: For the latter case consider E[X3(t)] .

Note: If A and B are Gaussian, then X(t) is also stationary in the strict sense.

(b) Find the PSD of this process.

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  • Category:- Statistics and Probability
  • Reference No.:- M91974744

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