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This course presents a survey of digital signal processing techniques with application to discrete-time data sets. Topics include: Continuous and discrete Fourier Transforms, Random process and statistical estimators, signal modeling, AR, MA, ARMA models, Wiener filters, the autocorrelation function, coherence, power spectral estimators and an introduction to array processing.

Text: Hayes, M., Statistical Digital Signal Processing and Modeling, John Wiley, 1996

Recommended Books: There are many books available for this subject. I urge you to sample widely and choose the books that speak to you. I highly recommend the books in the list below.