Stochastic Signal Processing

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Prof. I.T. (Ted) Young was, by far, the best lecturer I had the fortune of learning from during my college years. He inspired me to become an educator myself. I’m glad to see he’s still finding ways to inspire new generations of students. This textbook provides a clear and concise exposition of stochastic signal processing as typically taught to 3rd or 4th year college students. It presents the topic in a manner that encourages thinking about the meaning behind the equations, and encourages exploration. The exercises ask all the right questions to ensure students will want to dig deep and really understand the underlying concepts. This being a digital book, it has the advantage of including the examples and live demos you’d give during a lecture. There are audio and video snippets, as well as interactive experiments that are fun and highly instructive. What is missing in the book is Ted’s wonderful delivery and his uncanny ability to know when to lighten the load with one of his anecdotes. You’ll have to try to catch him in a lecture room for that.

If you’re looking for stochastic signal processing book, this is the one for you!