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I'm looking for a book similar to "Introduction to Algorithms" by Thomas Cormen geared towards DSP algorithms. Is there anything as thorough as Cormen on the DSP market?
EDIT I should say I'm looking for a book that's analogous to The Joy of Cooking.
There are a few online books available as well at the great DSPRelated.com:
A second vote for the Rick Lyons book. You might also want to get a couple of DSP "bibles", e.g. Oppenheim & Schafer and Proakis & Manolakis, which are more theoretical but cover more ground.