A while back I wrote an entry called : What Is The Best Way To Learn Digital Signal Processing. This listed a couple of signal processing related books that are available for download, for free. Another good way to learn DSP is to view some of the DSP Courses available on YouTube. In particular, these two are excellent. Don’t be put off by the fact that Alan’s is from 1975, fundamental theories don’t follow Moore’s Law ;-)
Lecture Series on Digital Signal Processing by Prof.T.K.Basu, IIT Kharagpur
These courses really go into the underlying maths theory, in detail.
Of course, as good as these courses are, they don’t replace an instructor led course, like the ones from Oxford University ;-)