2.11. What is the mean and autocorrelation of the random phase sinusoid defined by, ) sin( ]...

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2.11. What is the mean and autocorrelation of the random phase sinusoid defined by, ) sin( ] [ 0 φ ω + = n A n x , given that A and ω

0 are fixed constants and φ is a random variable that is uniformly distributed over the interval

−π toπ . The probability density function for φ is,

Principles of Adaptive Filters and Self-learning Systems ,elsewhere , 0 2 1 ( )
π α π
φ α π
− ≤ <
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p = Repeat the computations for the harmonic process, x[n] = Ae j(nω0 +φ ) .

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