Srinath M.D., Rajasekaran P.K., Viswanathan R. Introduction to statistical signal processing with applications

New Jersey: Prentice Hall, 1996. - 463 p.
This book is intended to serve as a first-year-graduate-level text in statistical signal processing and aims at covering certain basic techniques in the processing of stochastic signals and illustrating their use in a few specific applications. The book is an expanded and revised version of the text by M.D.S. and P.K.R. published by Wiley-Interscience in 1979, and seeks to take into account new developments and shifting emphases in the field over the last few years. As noted in the preface to the original edition, the experience of the authors in teaching graduate-level courses in communication theory, radar systems, system identification, pattern recognition, spectral analysis, adaptive filters, and related areas led to the realization that all these areas require an essentially common background in certain techniques of statistical signal processing. In particular, the topics of detection and estimation theory constitute a common foundation in many of these courses. Most available texts provide a treatment of these two topics in varying detail but usually cover only one of the application areas in depth. The need for a text that covers both detection and estimation in a clear and concise fashion, and illustrates their application to specific problems, is as evident today as it was when the book was originally published. As in the original edition, the particular applications chosen for illustrating the basic techniques are communications, radar, pattern recognition, and system identification and are by no means exhaustive. Many of the techniques in the book can be either applied directly or extended to other areas, such as speech or image processing. The basic techniques are covered in sufficient depth as to enable first-year graduate students and practicing engineers in different disciplines to acquire a background suitable for advanced study and a better understanding of the fields in which they are involved.