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An Introduction to Statistical Signal Processing - Robert M. Gray

An Introduction to Statistical Signal Processing

Hardcover Published: 1st February 2005
ISBN: 9780521838603
Number Of Pages: 478

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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.

Industry Reviews

"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.

Random objects
Expectation and averages
Second-order theory
A menagerie of processes
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521838603
ISBN-10: 0521838606
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 478
Published: 1st February 2005
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 25.1 x 17.9  x 2.8
Weight (kg): 1.12