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Let a noisy acoustic signal be described by the equation: Xt =Acos(wt+)+kt, tN where A is a random variable with zero mean and unit variance,

Let a noisy acoustic signal be described by the equation: Xt =Acos(wt+)+kt, tN

where A is a random variable with zero mean and unit variance, is a random variable uniformly distributed on the interval ], ] and (t)tN is a white noise with mean zero and variance one independent of the random variables A and . The random variables A and are also independent.

  1. a)Find the first order moment m(t) of the process.
  2. b)Find the variance of the process 2(t).
  3. c)Find the autocovariance and autocorrelation functions (s,t) and (s, t).
  4. d)Is the signal (Xt)tN a stationary process in the strick and wide sense? Explain.

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