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How do we define an ARMA process?

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Supaswing

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Does somebody know practically how do we define an ARMA process, are LTI ARMA process?
What I want to do is identify the coefficient of the equivalent electrical circuit from the S-parameter.
Is the Prony method appropriate in this case?
Lack of details, sorry, but if you can just give me general directions should be very nice of you.
 

vadkudr

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Re: ARMA process

See this Book

Haykin Symon - Adaptive Filter Theory 3rd Edition


On 112th page you can find information you need
 

Supaswing

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Re: ARMA process

Hehe, Finally I found the book !
So yes, ARMA processes can be understood as Linear-Time Invariant-Finite Impulse Response processes.
Very complete book by the way, but something I don't like in Haykins is that he sometimes change the notation w/o references or notices, leaving us the obligation of interpreting what he meant.
 

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