References
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  • A. Papoulis, S.U. Pillai: Probability, Random Variables and Stochastic Processes. Mcgraw-Hill. 4Th ed. 2002
  • T. Kailath, A.H. Sayed, B. Hassibi: Linear Estimation. Prentice Hall, NJ, 2000
  • H. Stark, J.W. Woods: Probability and Random Processes, with Applications to Signal Processing. Prentice-Hall, 3rd ed., 2001
  • H.L. Van Trees: Detection, Estimation and Modulation Theory, Parts I and III, Wiley, 1968/2001
  • S. Kay: Fundamentals of Statistical Signal Processing, Vol. I — Estimation Theory. Prentice Hall, 1993
  • S. Kay: Fundamentals of Statistical Signal Processing, Vol. II — Detection Theory. Prentice Hall, 1998
  • S. Kay: Intuitive Probability and Random Processes Using MATLAB. Springer, 2005