Circular ARMA process
Let the circular ARMA process be defined by the AR recursion for
intermediate sequence
|
(10.16) |
followed by an MA recusion to generate :
|
(10.17) |
where are assumed to be
iid RVs and ,
and means modulo-.
The frequency-domain PDF for the circular ARMA process
is given in (10.9)
Subsections