An introduction to statistical signal processing
By: Robert M. Gray, Lee D. Davisson.
Contributors: Davisson, Lee D.
Publisher: Cambridge University Press
Published: 2004
Place of publication: Cambridge; New York
Language: eng
Number of pages: 463
Subjects: Signal processing -- Statistical methods.
Description: "This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book.

Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications."--Jacket.
Notes: Includes bibliographical references and index.