Since the cyclic ACF estimates can also computed using the DFT, we can compare with a
completely different approach in [16] to validate our math.
We used the cyclic ACF (e.g. equation 8.8) with and .
The results are shown in Figure 8.1. The two methods
agree very closely. The differences are so small that
they can be explained by
differences in the stopping point of the iteration to find the
saddlepoint. See
software/test_quadspa.m.
Figure 8.1:
Comparison of Saddlepoint Approximation from
previous work (xaxis) with method of
this section for cyclic ACF estimates.
The largest difference was .021

Baggenstoss
20170519