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Introduction to Statistical Signal Processing

Currently I am doing an (undergrad) class on statistical signal analysis, but I find the reader at hand (no book, buh) very hard to read and understand. The bad thing is, my professor did not include a read list of any kind, and this is not really a topic I have favourite authors in.

Do you have any books that you can recommend me to read, to finally understand this subject? I have looked at the MIT opencourseware link, and there is a list of books there, but any of these seems to cover only a single chapter in my reader. If there is a single book that covers all of them it would be great.

The chapters in my reader are: Modeling of deterministic signals and systems, Modelling of Stochastic Signals, Linear filtering of stochastic processes, Estimation, Optimal Filtering and Estimation of correlation functions and power spectra.

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creativedutchmen
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  • @jonsca: thanks for the tip, even though that question is aimed at post-doc level, there are good references that I will look at. I _do_ find it weird it did not show up on the right when I opened the question, though. – creativedutchmen Aug 22 '12 at 22:09
  • It's all good, I only remembered it because I had answered. It may be different enough that no one agrees with me. Hehe. – jonsca Aug 22 '12 at 22:12
  • Ah I see. At least bringing that topic to my attention is useful, so even if nobody agrees I still thank you for it:) – creativedutchmen Aug 22 '12 at 22:16
  • @creativedutchmen Welcome to DSP.SE. Since there's already an existing question, we're going to close this one. However, if you don't find an answer there, feel free to ask another question that goes into specifics about what wasn't covered (vs. what you need). – datageist Aug 22 '12 at 22:21

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