References & Further Reading

References

  1. A. Papoulis and S. U. Pillai, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, 4th ed., 2002
  2. N. Wiener, Generalized Harmonic Analysis, 1930
  3. A. Y. Khinchin, Korrelationstheorie der stationären stochastischen Prozesse, 1934
  4. S. Haykin, Communication Systems, Wiley, 4th ed., 2001
  5. A. V. Oppenheim and A. S. Willsky, Signals and Systems, Prentice Hall, 2nd ed., 1997
  6. J. G. Proakis and D. G. Manolakis, Digital Signal Processing: Principles, Algorithms, and Applications, Prentice Hall, 4th ed., 2007
  7. R. M. Gray, Probability, Random Processes, and Ergodic Properties, Springer, 2nd ed., 2009
  8. H. Stark and J. W. Woods, Probability and Random Processes with Applications to Signal Processing, Prentice Hall, 3rd ed., 2002
  9. A. Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, Prentice Hall, 3rd ed., 2008
  10. P. Z. Peebles Jr., Probability, Random Variables, and Random Signal Principles, McGraw-Hill, 4th ed., 2001
  11. G. Caire, Fundamentals of Stochastic Processes — Lecture Notes, TU Berlin, 2024

    CommIT group internal lecture notes

  12. P. D. Welch, The Use of Fast Fourier Transform for the Estimation of Power Spectra, 1967

Further Reading

Resources for deeper exploration of spectral analysis topics.

  • Modern spectral estimation

    S. L. Marple, Digital Spectral Analysis, 2nd ed., Dover, 2019

    Comprehensive treatment of parametric and nonparametric spectral estimation methods beyond Welch: AR modeling, MUSIC, ESPRIT.

  • Spectral analysis for time series

    D. B. Percival and A. T. Walden, Spectral Analysis for Physical Applications, Cambridge, 1993

    Rigorous treatment of multitaper methods, bias-variance tradeoffs, and confidence intervals for spectral estimates — essential for applied signal processing.

  • PSD in information theory

    T. M. Cover and J. A. Thomas, Elements of Information Theory, 2nd ed., Wiley, 2006, Ch. 9

    Connects the PSD to the water-filling capacity formula for Gaussian channels with colored noise — the bridge from FSP to ITA.

ExercisesCh 15 →