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Statistical Signal Processing: Detection, Estimation, and Time Series Analysis
This book embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This book presents the fundamental ideas in statistical signal processing along four distinct mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.
544 pages, Paperback
First published April 15, 1990
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June 15, 2014
This is one of the most popular books in the Statistical Signal Processing book. I have this book handy for a quick reference. It goes without saying that the subject matter is quite involved. For first timers, I might recommend Fundamentals of Statistical Signal Processing by Steven Kay.
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