• Fundamentals of Statistical Signal Processing, Volume 2: Detection Theory (Prentice Hall Signal Processing Series)
• Intuitive Probability and Random Processes using MATLAB
• Mathematical Methods and Algorithms for Signal Processing
• Elements of Information Theory 2nd Edition (Wiley Series in Telecommunications and Signal Processing)
• Detection, Estimation, and Modulation Theory, Part I

Perfect
Review written by: Maximillian From Chicago
One of the best written textbooks I have ever read, in any field. Crystal clear, and is a gold mine of knowledge.

Legendary and masterpiece in estimation theory
Review written by: Navid Lashkarian From Pleasanton, CA United States
Without any hesitation, I consider this book as a masterpiece in the area of statistical signal processing. Kay takes the reader to the journey of estimation theory as if a science teacher takes his students to a field trip. The one special feature of this book is the convergence of thought that reader obtains upon reading the book. Kay lays a fundamental bridge between various estimators using his succinct style for describing the subject.

Few special areas require more attention in this book. For example the coverage of EM methods is very condense and requires more elaboration. Also there is no discussion on the estimation methods using higher order statistics.

Overall I consider this book as the best book I have read ever and I highly recommend this book to those who want to obtain an ever-lasting view on statistical signal processing.

couldn't rate 6... a must !
I've had tough courses on statistical signal processing as a post-grade student. I am often confused in front of a problem and turning back to the notes taken in class doesn't help much.
When you read this book all gets bright. I am still wondering how some teachers can be so confusing while such good books do exist...
However don't count on it for in depth mathematical demonstrations, it starts with a practical problem and explains how to model things. Thus it is a bit bottom-up but anyway starting from a good graduate level in signal and stats.
I got this one at the library but already ordered a copy for myself and am planning to get part2 on detection.

A reference for self-directed study
Review written by: Sonny From Australia
This text is very good for those who start doing research in statistical signal processing. A lot of explanations, technical terms are well presented and consistent, plus a number of examples that help you to learn about different statistical signal processing concepts and algorithms. Research students can be beneficial alot from this text.

The book has depth and is well written
This is one of the best references on statistical signal processing. The topic is not of simple matter, but the author presents the materials clearly together with great examples. The book is reader-friendly and is relatively error-free. I have bought several copies for my PhD students at Georgia Tech.