This excellent advanced text rigorously covers several topics related to random signal processing. Geared toward students of electrical engineering, its material is sufficiently general to be applicable to other engineering fields. It features numerous problems of varying difficulty, some with hints and solutions. 1994 edition.
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Written from an electrical engineering approach, this introduction to digital processing of random signals combines both a rigorous treatment of the underlying mathematics (with proofs) and a collection of detailed, practical algorithms accompanied by working computer programs (written in Mathematica).
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