Statistical Signal Processing: Modelling and Estimation

From the reviews:

"This book is a formal introduction to signal image processing, and a rather complete one too. … a good reference book to have if you are a research student, a practitioner interested in fundamentals of signal processing and their implementation, a teacher of signal processing. It comes with code, a clear formal style, a number of concisely stated facts and results." (Emmanuel Trucco, IEE Proceedings Vision, Image and Signal Processing, September, 2003)

"This book presents an introduction to statistical signal processing. It mainly deals with the modelling and spectral estimation of wide sense stationary processes, and their filtering. … This book is intended for graduate students, especially for students both in telecommunications and applied statistics. It can also serve as an excellent reference book for engineers, researchers and professors interested in statistical signal processing. I have found that the book is very helpful." (Yuehua Wu, Zentralblatt MATH, Vol. 1003 (3), 2003)