Find the psd of given process

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Reference no: EM131218786

Let X(t) = Acos(ω_t)+ Bsin(ω_t ) 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.

Reference no: EM131218786

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