Problem 2 Two random processes are defined by X (1) = Asin(@t +0) Y(t) = B sin(@t+0) where 0 is a random variable with uniform distribution between 0 and 27, and wis a known constant. The A and B...

Extracted text: Problem 2 Two random processes are defined by X (1) = Asin(@t +0) Y(t) = B sin(@t+0) where 0 is a random variable with uniform distribution between 0 and 27, and wis a known constant. The A and B coefficients are both normal random variables N(0,0), and are correlated to each other with a correlation coefficient p. Show that the cross- correlation function Ryy (7) is given by: XY Rxy (7) = 1 po² cos(@t). Assume A and B are independent of 0.