M. H. Hayes: Statistical Digital Signal Processing and Modeling, 1996. John Wiley & Sons. ISBN: 0-471-59431-8.
Støttelitteratur
J. H. McClellan, C. S. Burrus, A. V. Oppenheim, T. W. Parks, R. W. Schafer, and H. W. Schuessler: Computer-Based Exercises for Signal Processing Using MATLAB 5, 1997. Prentice Hall. ISBN: 0-13-789009-5.
C. W. Therrien: Discrete Random Signals and Statistical Signal Processing, 1992. Prentice Hall. Kapittel 6.1 og 6.2.
D. H. Johnson and D. E. Dudgeon: Array Signal Processing: Concepts and Techniques, 1993. Pentice Hall. Kapittel 5.
Thierry Dutoit, Ferran Marqués: Applied Signal Processing. A MATLAB™-Based Proof of Concept, 2009. Springer. Kapittel 1 og 3
S. W. Smith: The Scientist & Engineer's Guide to Digital Signal Processing, http://www.dspguide.com/pdfbook.htm.