I've read the statistical signal processing and stochastic processes books by Kay, Papoulis, Srinath and Stark & Woods, and this is by far the best book that covers both subject areas in a logical fashion. The text is very clearly written, mathematical notation is easy to follow, and example problems are very worthwhile. I'm currently a PhD student using this book to prepare for my qualification exams, and it's really helping...
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I agree with the other reviews that this is one of the best books for studying random processes, especially in the context of DSP. I used the book in a graduate level "statistical signal processing" course at the University of London and I found it extremely useful. It covers everything from the definition of a sample space, AR and MA processes, periodograms to optimal Wiener filter theory. The examples are very clear and...
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This is one of the best books around for studying Random Processes ! The author has also provided a very good introduction to Detection, Estimation and Modelling of Stochastic Processes. I found this book very useful and I'd strongly suggest this book for an introductionary level graduate course. If you want to build a strong foundation in Random Signal Theory, this book is the way to go.. Other advanced texts like Simon Haykin's...
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The authors have unleashed the subject of Stochastic Processes using a carefully paced and proven approach of introducing the material using a number of elegant examples where emphasis is to generalize specific results. This quality text will certainly not dissapoint readers who have come to expect high quality from K. Sam Shanmugam and Authur .M.Breipohl .It can be recommended for first course and also for gaduate level...
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