10.5 Let X(1) = Acos (of) + Bsin(of) where A and B are independent, zero-mean, identically distributed, non-Gaussian random variables. (a) Show that X(1) is WSS, but not strict sense stationary. Hint: For the latter case consider E[X3(1)]. Note: If A and B are Gaussian, then X(t) is also stationary in the strict sense. (b) Find the PSD of this process.Note: Consider the given stochastic process as X(t) = Acos(wot) + Bsin(wot), that is, w replaced by wo. Answers: (a) Not needed, (b) Sx(f) = (02/2)[6(f - fo) +6(f + fo)], fo = wo/2x