Circular ARMA process
Let the circular ARMA process be defined by the AR recursion for
intermediate sequence

(9.16) 
followed by an MA recusion to generate :

(9.17) 
where are assumed to be
iid RVs and ,
and means modulo.
The frequencydomain PDF for the circular ARMA process
is given in (9.9)
Subsections
Baggenstoss
20170519