A random process X (t) is defined as X(1) = A.cos(27f.1)+A, sin(27f.1) where A, and A, are independent Gaussian random variables with zero mean and variance o? and o, respectively, where o? + o. (a)...

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Extracted text: A random process X (t) is defined as X(1) = A.cos(27f.1)+A, sin(27f.1) where A, and A, are independent Gaussian random variables with zero mean and variance o? and o, respectively, where o? + o. (a) Find the mean E[X]. (b) Find autocorrelation function Rx(t+T,1). (c) Is X(t) stationary? (d) Find the power spectral density of Sx(f).