Textbook

Text

Hayes, M. H., Statistical Digital Signal Processing and Modeling, John Wiley & Sons, 1996. ISBN 0-471-59431-8.

You may purchase this book through the York University Bookstore.

Reference Books

1. H. Stark and J. W. Woods, Probability and Random Processes with Applications to Signal Processing, NJ: Prentice Hall, Third edition, 2002. ISBN # 0-13-020071-9.
2. Papoulis, A., Probability, Random Variables, and Stochastic Processes, NcGraw Hill, 1991.
3. Manolakis, D. G., Ingle, V. K., and Kogon, S. M., Statistical and Adaptive Signal Processing, McGraw Hill, 2000.
4. Scharf, L. L., Statistical Signal Processing, Detection, Estimation, and Time Series Analysis, Addison-Wesley, 1990.
5. Van Trees, H. L., Detection, Estimation, and Modulation Theory, Part I, John Wiley & Sons, 2001.
6. Kay, S. M., Fundamentals of Signal Processing, Volume I: Estimation Theory, Prentice Hall, 1993.
7. Moon, T. D., Stirling, W. C., and Sterling, W. C., Mathematical Models and Algorithms for Signal Processing, Prentice Hall, 1999.
8. Therrien, C. W., Discrete Random Signals and Statistical Signal Processing, Prentice Hall, 1992.