An Introduction to Statistical Signal Processing

A guide to the essential tools and techniques of statistical signal processing, along with applications.

Robert M. Gray (Author), Lee D. Davisson (Author)

9780521131827, Cambridge University Press

Paperback, published 18 February 2010

478 pages
24.4 x 17 x 2.4 cm, 0.76 kg

"One of the book's strengths is its thematic focus, guiding the reader on a straight road to mean squared calculus. The authors are careful in not assuming prior knowledge of probability theory or even measure theory, and the text connects readily to undergraduate courses on elementary probability and linear systems. The writing itself is carved in a sequential and elaborate style following the credo of linear development of material. Emphasizing intuitive arguments, the text provides helpful discussions of notions and basic concepts. A wealth of problem questions are proposed." - Journal of the American Statistical Association.

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.

Preface
1. Introduction
2. Probability
3. Random objects
4. Expectation and averages
5. Second-order theory
6. A menagerie of processes
Appendices.

Subject Areas: Image processing [UYT], Signal processing [UYS], Digital animation [UGN], Communications engineering / telecommunications [TJK], Electronics & communications engineering [TJ], Electrical engineering [THR], Information theory [GPF]