Books for signal processing?
I used Oppenheim's Discrete-Time Signal Processing in my signals processing course. It is a DSP classic but I studied mainly from my professor's lecture notes which were based on the book.
It covers all the standard stuff you'd expect: sampling and reconstruction, DFT, Z-transform, FFT, filter design, etc.
I don't recall it having anything on stochastic signals and filtering (like kalman filter etc).