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During the process of modulation, any of the three parameters, viz \$\ A_c\$ , \$ω_c\$ and φ, of the carrier wave can be controlled by the message signal where φ is the initial phase.
How is it possible to control initial phase of carrier wave by baseaband signal?
You don't. Phase is relative, and hence phase modulation must be demodulated relatively. Basically, the receiver has to figure out what the reference 'zero' phase is. In digital phase modulation (QPSK, DQPSK, QAM, etc.), this is done with preambles, training sequences, control loops, de-rotation, etc.
