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An introduction to statistical signal processing Robert M. Gray, Lee D. Davisson.

By: Contributor(s): Publication details: Cambridge 2004 New YorkDescription: xiv, 463p 26cmISBN:
  • 9780521838603
Subject(s): DDC classification:
  • 621.391  GRA
Contents:
1. Introduction -- 2. Probability -- 3. Random variables, vectors, and processes -- 4. Expectation and averages -- 5. Second-order theory -- 6. A menagerie of processes.
Summary: "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
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1. Introduction --
2. Probability --
3. Random variables, vectors, and processes --
4. Expectation and averages --
5. Second-order theory --
6. A menagerie of processes.


"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

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