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The origins of this book lie in our earlier book Random Processes: A Mathematical Approach for Engineers, Prentice Hall, 1986. This book began as a second edition to the earlier book and the basic goal remains unchanged | to introduce the fundamental ideas and mechanics of random processes to engineers in a way that accurately reects the underlying mathematics, but does not require an extensive mathematical background and does not belabor detailed general proofs when simple cases su ce to get the basic ideas across | An Introduction to Statistical Signal Processing Pr f e F P e F P f-1 F November 22 2003 i ii An Introduction to Statistical Signal Processing Robert M. Gray and Lee D. Davisson Information Systems Laboratory Department of Electrical Engineering Stanford University and Department of Electrical Engineering and Computer Science University of Maryland .
