Consider the random process X(t) ¼ v0 + Acos(ω0t + θ0) from Example 7. 7. Find the autocovariance function and autocorrelation function of X(t) .
Let X(t) ¼ At + B, where A and B are independent random variables with A ~ Unif[0, 6] and
B ~ Unif[_10, 10].
(a) Describe the ensemble of X(t) .
(b) Determine the mean function of X(t) .
(c) Determine the autocovariance function of X(t) .
(d) Determine the autocorrelation function of X(t) .
(e) Determine the variance function of X(t) .