An Introduction to Statistical Signal Processing
1st Edition
Published on 4. February 2007
978-0-511-26221-0 (ISBN)
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.
Reviews / Votes
"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.More details
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
Professional and scholarly
Illustrations
Worked examples or Exercises
File size
2,21 MB
ISBN-13
978-0-511-26221-0 (9780511262210)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Robert M. Gray | Lee D. Davisson
An Introduction to Statistical Signal Processing
Book
02/2010
Cambridge University Press
€93.90
Shipment within 15-20 days
Robert M. Gray | Lee D. Davisson
An Introduction to Statistical Signal Processing
Book
12/2004
Cambridge University Press
€156.90
Shipment within 15-20 days
Persons
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. Lee D. Davisson received his PhD from Princeton University, and is an Emeritus Professor of Electrical Engineering at the University of Maryland, College Park. He is the author or co-author of three books and over one hundred scientific papers. He is a Fellow of the IEEE.
Content
Preface; 1. Introduction; 2. Probability; 3. Random objects; 4. Expectation and averages; 5. Second-order theory; 6. A menagerie of processes; Appendices.
