Springer.An.Introduction.to.Statistical.Signal.Processing.last.edition.(Robert.Gray)

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1、AnIntroductiontoStatisticalSignalProcessingf1(F)fFPr(f2F)=P(f!:!2Fg)=P(f1(F))-September21,2003iiAnIntroductiontoStatisticalSignalProcessingRobertM.GrayandLeeD.DavissonInformationSystemsLaboratoryDepartmentofElectricalEngineeringStanfordUniversityan

2、dDepartmentofElectricalEngineeringandComputerScienceUniversityofMarylandivc1999{2003bytheauthors.vtoourFamiliesviContentsPrefacexiGlossaryxv1Introduction12Probability112.1Introduction...........................112.2SpinningPointersandFlippingCoins...

3、.........152.3ProbabilitySpaces.......................232.3.1SampleSpaces.....................282.3.2EventSpaces......................312.3.3ProbabilityMeasures..................422.4DiscreteProbabilitySpaces..................452.5ContinuousProbabili

4、tySpaces................552.6Independence..........................692.7ElementaryConditionalProbability.............702.8Problems............................743RandomObjects853.1Introduction...........................853.1.1RandomVariables..........

5、.........853.1.2RandomVectors....................893.1.3RandomProcesses...................933.2RandomVariables.......................953.3DistributionsofRandomVariables..............1043.3.1Distributions......................1043.3.2MixtureDistributi

6、ons.................1083.3.3DerivedDistributions.................1113.4RandomVectorsandRandomProcesses...........1153.5DistributionsofRandomVectors...............117viiviiiCONTENTS3.5.1?MultidimensionalEvents...............1183.5.2MultidimensionalPro

7、babilityFunctions.......1193.5.3ConsistencyofJointandMarginalDistributions..1203.6IndependentRandomVariables................1273.7ConditionalDistributions...................1293.7.1DiscreteConditionalDistributions..........1303.7.2ContinuousCondition

8、alDistributions........1323.8StatisticalDetectionandClassication............1343.9AdditiveNoise.........................1373.10BinaryDetectioninGaussianNoise.............1443.11StatisticalEstimation.....................1463.12CharacteristicFunctions