Intuitive Probability and Random Processes using MATLABAr is an introduction to probability and random processes that merges theory with practice. Based on the author's belief that only "hands-on" ex
A unified presentation of parameter estimation for those involved in the design and implementation of statistical signal processing algorithms. Covers important approaches to obtaining an optima
The Complete, Modern Guide to Developing Well-Performing Signal Processing Algorithms In Fundamentals of Statistical Signal Processing, Volume III: Practical Algorithm Development, author Stev
The most comprehensive overview of signal detection available. This is a thorough, up-to-date introduction to optimizing detection algorithms for implementation on digital computers. It focuses extensively on real-world signal processing applications, including state-of-the-art speech and communications technology as well as traditional sonar/radar systems. Start with a quick review of the fundamental issues associated with mathematical detection, as well as the most important probability density functions and their properties. Next, review Gaussian, Chi-Squared, F, Rayleigh, and Rician PDFs, quadratic forms of Gaussian random variables, asymptotic Gaussian PDFs, and Monte Carlo Performance Evaluations. Three chapters introduce the basics of detection based on simple hypothesis testing, including the Neyman-Pearson Theorem, handling irrelevant data, Bayes Risk, multiple hypothesis testing, and both deterministic and random signals. The author then presents exceptionally detailed covera
