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An Introduction to Statistical Signal Processing

  • Category: Computer
  • Author: Robert M. Gray, Lee D. Davisson
  • Pages: 478 pages
  • File type: PDF (475 pages, 2.3 MB), ePub, Kindle, Daisy, DjVu, etc.

Read and download free eBook intituled An Introduction to Statistical Signal Processing in format PDF (475 pages, 2.3 MB), ePub, Kindle, Daisy, DjVu, etc. – 478 pages created by Robert M. Gray, Lee D. Davisson.

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. 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.

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.

Robert M. Gray received his PhD from the University of Southern California, and is Professor and Vice Chair of Electrical Engineering at Stanford University. He has written over 200 scientific papers in areas including information theory, applied probability, signal processing, speech and image processing and coding, ergodic thoery, and the theory of Toeplitz matrices. He is a Fellow of the IEEE and the Institute of Mathematical Statistics.

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An Introduction to Statistical Signal Processing

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