Introduction to Statistical Signal Processing

Introduction to Statistical Signal Processing

4 January 2011

This site provides the current version of the book Introduction to Statistical Signal Processing by R.M. Gray and L.D. Davisson in the Adobe portable document format (PDF) as well as ordering information for the new Paperback corrected version published by Cambridge University Press in February 2010.

Digitally Printed (Corrected) Edition, Paperback
ISBN 978-0-521-13182-7

The 2010 corrects numerous typographical and other errors found by readers and the authors following the 2004 publication of the Hardback Edition.
6 November 2009

[Image] The pdf may be downloaded for use by individuals, but multiple copies may not be made without express permission from the authors and Cambridge University Press, which now owns the copyright. A hardcopy edition has been published by Cambridge University Press.

A partial solutions manual is available to instructors from Cambridge University Press. Updated 31 October 2008.

History of the book

This book is a much revised version of the earlier text Random Processes: An Introduction for Engineers, Prentice-Hall, 1986, which is long out of print. The current book is roughly double the size of the original and radically revised, although the basic philosophy and goals remained.

The history, goals, and motivation behind the book are explained in the preface.

Comments, corrections, typos, and other feedback will be gratefully received by the first author, R.M. Gray.

Typos found to date in the hard copy.

Thanks to Ian Lee, Michael Gutmann, Frederick Vrins, Andre Isidio de Melo, Philippe Bonnet, Alex Razumko, and Ron Aloysius. Updated 7/16/09.