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AnIntroductionto StatisticalSignalProcessing - Stanford EE

IAn Introduction toStatistical Signal ProcessingPr(f F) =P({ : F}) =P(f 1(F))f 1(F)fF-January 4, 2011iiAn Introduction toStatistical Signal ProcessingRobert M. GrayandLee D. DavissonInformation Systems LaboratoryDepartment of Electrical EngineeringStanford UniversityandDepartment of Electrical Engineering and Computer ScienceUniversity of Marylandc 2004 by Cambridge University Press. Copies of the pdf file maybedownloaded for individual use, but multiple copies cannot be made or printedwithout our FamiliesContentsPrefacepageixAcknowledge mentsxiiGlossaryxiii1 Introduction12 Spinning pointers and flipping Probability Discrete probability Continuous probability Elementary conditional Problems733 Random variables, vectors, and Random Distributions of random Random vectors and random Distributions of random Independent random Conditional Statistical detection and Additive Binary detection in Gaussian Statistical Characteristic Gaussian random Simple random Directly given random Discrete time Markov Nonelementary conditional

areas of time series analysis, classification and regression, and pattern recog-nition shows a wide variety of probabilistic models for input processes and ix. x Preface for operations on those processes, where the operations might be determin-

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