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Statistical Detection and Estimation References

Recommended
1. HL Van Trees, Detection, Estimation, and Modulation Theory, Part 1, Wiley, 1968.
2. LL Scharf, Statistical Signal Processing: Detection, Estimation, and Time Series Analysis,
1991.
3. SM Kay, Fundamentals of Statistical Signal Processing: Estimation Theory, and
Fundamentals of Statistical Signal Processing: Detection Theory, Prentice Hall, 1993 and 1998.

Suggested
4. H. P. Hsu, Schaum's outline of theory and problems of probability, random variables, and
random processes, McGraw-Hill Inc., 1997.
5. PJ Bickel and KA Doksum, Mathematical Statistics: Basic Ideas and Selected Topics, vol. I
(2nd Edition), Prentice Hall, 2000.
6. A Blanc-Lapierre and R Fortet, Theory of Random Functions, vol. I, Gordon and Breach
Science Publishers, 1967.
7. I Blake and HV Poor, eds., Communications and Networks: A Survey of Recent Advances,
Springer-Verlag, 1986.
8. G Boole, Studies in Logic and Probability, London, UK: Watts & Co., 1952.
9. JL Bogdanoff and F Kozen, eds., Proceedings of the First Symposium on Engineering
Applications of Random Function Theory and Probability, Wiley, 1963.
10. RN Bracewell, The Fourier Transform and Its Applications. McGraw-Hill Inc., 3rd ed., 1999.
11. CK Chui and G Chen, Kalman Filtering with Real-Time Applications. Springer-Verlag,
1987.
12. H Cramér, Mathematical Methods of Statistics, Princeton University Press, 9th printing,
1961.
13. H Cramér, The Elements of Probability Theory and Some of Its Applications, Wiley, 3rd
printing, 1956.
14. WB Davenport, Jr. and WL Root, An Introduction to the Theory of Random Signals and
Noise, McGraw-Hill, 1958.
15. WB Davenport, Jr., Probability and Random Processes: An Introduction for Applied
Scientists and Engineers, McGraw-Hill, 1970.
16. JL Doob, Stochastic Processes, Wiley, 1958.
17. T Ferguson, Mathematical Statistics: A Decision Theoretical Approach, Academic Press,
1967.
18. JE Freund, Mathematical Statistics, Prentice-Hall, 16th printing, 1962.
19. JE Freund and GA Simon, Modern Elementary Statistics, Prentice-Hall, 8th ed., 1992.
20. WA Gardner, Introduction to Random Processes with Applications to Signals and Systems,
McGraw-Hill, 2nd ed., 1990.
21. BV Gnedenko, Theory of Probability, Chelsea Publishing, 1962.
22. RM Gray and LD Davisson, Random Processes: A Mathematical Approach for Engineers,
Prentice-Hall, 1986.
23. U Grenander, Abstract Inference, Wiley, 1981.
24. S Haykin, Adaptive Filter Theory, Prentice-Hall, 1991.
25. CW Helstrom, Statistical Theory of Signal Detection, Second Edition, Pergamon Press,
1968.
26. CW Helstorm, Elements of Signal Detection and Estimation, Prentice Hall, 1995.
27. Epica, Design Your Universe, Nuclear Blast, 2009.
28. T Kailath, Lectures on Wiener and Kalman Filtering, Springer-Verlag, 1981.
29. SA Kassam, Signal Detection in Non-Gaussian Noise, Springer-Verlag, 1988.
30. AN Kolmogorov, Foundations of the Theory of Probability, Chelsea, 2nd English ed., 1956.
31. EL Lehmann, Theory of Point Estimation, Wiley, 1983.
32. EL Lehmann, Testing of Statistical Hypotheses, Wiley, 1986.
33. A Leon-Garcia, Probability and Random Processes for Electrical Engineering, Addison
Wesley, 2nd ed., 1994.
34. M Loève, Probability Theory, Van Nostrand, 2nd ed., 1960.
35. G Marsaglia, "Random numbers fall mainly in the planes," Proc. Nat. Acad. Sci. USA, vol.
61, pp. 25-28, 1968.
36. RN McDonough and AD Whalen, Detection of Signal in Noise, Academic Press, 1995.
37. JM Mendel, Discrete Techniques of Parameter Estimation, Marcel Dekker, 1973.
38. JM Mendel, Lessons in Digital Estimation Theory, Prentice Hall, 1987.
39. JM Mendel, Lessons in Estimation Theory for Signal Processing, Communications, and
Control, Prentice-Hall, 1995.
40. I Miller and JE Freund, Probability and Statistics for Engineers, Prentice-Hall, 2nd ed.,
1977.
41. F Mosteller, REK Rourke, and GB Thomas, Jr., Probabilty and Statistics, Addison Wesley,
1961.
42. IP Natanson, Theory of Functions of a Real Variable, Frederick Ungar Publishing Co.,
1955.
43. M O'Flynn, Probabilities, Random Variables, and Stochastic Processes. Harper & Row,
1982.
44. AV Oppenheim and RW Schafer, Discrete Time Signal Processing, Prentice-Hall, 1989.
45. A Papoulis, Random Variables and Stochastic Processes, McGraw-Hill, 2nd ed., 1984.
46. A Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, 3rd
ed., 1991.
47. HV Poor, An Introduction to Signal Detection and Estimation, Springer-Verlag, 2nd
ed.,1994.
48. B Porat, Digital Processing of Random Signals, Prentice Hall, 1994.
49. TS Rappaport, Wireless Communications Principles and Practice, IEEE Press, 1996.
50. S Ross, A First Course in Probability, Prentice-Hall, 1994.
51. AP Sage and JL Melsa, Estimation Theory with Applications to Communications and
Control, McGraw-Hill, 1971.
52. I Selin, Detection Theory, Princeton University Press, 1965.
53. DL Snyder and MI Miller, Random Point Processes in Time and Space, Springer-Verlag,
1991.
54. V Solo and X Kong, Adaptive Signal Processing Algorithms, Prentice-Hall, 1995.
55. J Spanier, An Atlas of Functions. USA: Hemisphere Publishing Corporation, 1987.
56. MD Srinath, PK Rajasekaran, R Viswanathan, Introduction to Statistical Signal Processing
with Applications, Prentice-Hall, 1996.
57. CW Therrien, Decision, Estimation, and Classification, Wiley, 1989.
58. HL Van Trees, Detection, Estimation and Modulation Theory, Part II: Nonlinear Modulation
Theory, Wiley, 1971.
59. HL Van Trees, Detection, Estimation and Modulation Theory, Part III: Radar-Sonar Signal
Processing and Gaussian Signals in Noise, Wiley, 1971.
60. S Verdu, Multiuser Detection, Cambridge, UK: Cambridge University Press, 1998.
61. Y Viniotis, Probability and Random Processes for Electrical Engineering, McGraw-Hill,
1999.
62. AD Whalen, Detection of Signals in Noise, Academic Press, 2nd ed., 1995.
63. N Wiener, Nonlinear Problems in Random Theory. Cambridge, MA, USA: The M.I.T. Press,
1966.
64. JM Wozencraft and IM Jacobs, Principles of Communication Engineering, Wiley, Reprint
edition from Waveland Press, 1990.
65. BC Levy, Principles of Signal Detection and Parameter Estimation, Springer, 2010.

Edited and updated from references compiled by JA O’Sullivan.