On a recursive formula for the moments of phase noise

@article{Monroy2000OnAR,
  title={On a recursive formula for the moments of phase noise},
  author={Idelfonso Tafur Monroy and Gerard Hooghiemstra},
  journal={IEEE Trans. Communications},
  year={2000},
  volume={48},
  pages={917-920}
}
In this paper, we present a recursive formula for the moments of phase noise in communication systems. The phase noise is modeled using continuous Brownian motion. The recursion is simple and valid for an arbitrary initial phase value. The moments obtained by the recursion are used to calculate approximations to the probability density function of the phase noise, using orthogonal polynomial series expansions and a maximum entropy criterion.