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MathJax: \cos, \sin
Martin Sleziak
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Mean and correlation of product of two random processes

I have two random process: $$A(at)$$ $$\cos(2\pi f_0t+\Phi)$$ with these hypothesis:

  1. $a$ and $f_0$ are constant
  2. $\Phi$ is uniformly distributed in $[0,\pi)$
  3. $A(at)$ is WSS

I must calculate the statistical averages and autocorrelation of the random process: $$X(t)=A(at)\cos(2\pi f_0t+\Phi)$$ I started to define the integral $$E[X(t)]=\frac{1}{\pi}\int_0^\pi A(at)\cos(2\pi f_0t+\phi)d\phi$$ but I think is wrong because i don't know how to consider the process $A(at)$