• Computational Statistics (Wiley Series in Probability and Statistics)
• Matrix Analysis
• Intuitive Probability and Random Processes using MATLAB
• Gaussian Processes for Machine Learning (Adaptive Computation and Machine Learning)
• Data Analysis Using Regression and Multilevel/Hierarchical Models

mathematically rigorous approach to signal processing
Review written by: mathgineer From Corvallis, Oregon USA
If you don't like the sloppy arguments often provided by engineering books, then this is the book for you! The prerequisite is some familiarity with the Lebesgue Integral. The author provides a clean development of the L1 and L2 theory for both Fourier Series and the Fourier Transform. In addition, he covers the basics of signal processing and wavelets in a concise, but rigorous, style.