ECE 538/638: Books on Signal Processing

Statistical Signal Processing Books

This page lists some books, in no particular order, that discuss some of the topics covered in this course.

• Statistical Digital Signal Processing and Modeling, M. H. Hayes, 1996, ISBN 0-471-59431-8.
• Statistical and Adaptive Signal Processing, D. G. Manolakis, V. K. Ingle, S. M. Kogon, 2000, ISBN 0-07-040051-2.
• Algorithms for Statistical Signal Processing, J. G. Proakis, C. M. Rader, F. Ling, C. L. Nikias, M. Moonen, I. K. Proudler, 2002, ISBN 0-13-062219-2.

Time Series Analysis Books

• Time Series: Theory and methods, 2nd ed, P. J. Brockwell and R. A. Davis, 1991, ISBN 3-540-97429-6.
• Introduction to Time Series and Forecasting, 2nd ed., P. J. Brockwell and R. A. Davis, 2002, ISBN 0-387-95351-5.
• Spectral Analysis and Time Series, M. B. Priestley, 1981, ISBN 0125649223.

Other Related Books

• Subspace Identification for Linear Systems, Peter van Overschee and Bart De Moor, 1996, ISBN 0-7923-9717-7.
  The first book on subspace system identification methods and still on of the best introductions to the topic.

MATLAB Books

• MATLAB Guide, Desmond J. Higham and Nicholas J. Higham, 2000, ISBN 0-89871-469-9. This book was recommended by a former student for those who wish to have a handbook for MATLAB.