Introduction to Statistical Signal Processing

14 August 2008

[Image]

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). This format can be read from a Web browser by using the Acrobat Reader helper application, which is available at Adobe.
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 14 August 2008.

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, and Ron Aloysius. Updated 8/14/2008.