Course Notes: Signals, Systems and Inference

This is a subject that combines topics which have traditionally been taught separately, so there is no single text that is appropriate for it. We will rely largely on the 6.011 lecture notes, Signals, Systems and Inference.

Please note that Chapter 1 is not available on MIT OpenCourseWare.

Complete course notes (PDF - 3.2MB)
Table of contents (PDF)
Chapter 1: Introduction  
Chapter 2: Signals and systems (PDF)
Chapter 3: Transform representation of signals and linear, time-invariant (LTI) systems (PDF)
Chapter 4: State-space models (PDF)
Chapter 5: Properties of LTI state-space models (PDF)
Chapter 6: State observers and state feedback (PDF)
Chapter 7: Probabilistic models (PDF)
Chapter 8: Estimation with minimum mean square error (PDF)
Chapter 9: Random processes (PDF)
Chapter 10: Power spectral density (PDF)
Chapter 11: Wiener filtering (PDF)
Chapter 12: Pulse amplitude modulation (PAM), quadrature amplitude modulation (QAM) (PDF)
Chapter 13: Hypothesis testing (PDF)
Chapter 14: Signal detection (PDF)

Additional Texts

We will also assume you have the following 6.003 and 6.041 texts:

Amazon logo Oppenheim, Alan, and Alan Willsky. Signals and Systems. 2nd ed. Upper Saddle River, NJ: Prentice Hall, 1996. ISBN: 9780138147570.

Amazon logo Bertsekas, Dimitri, and John Tsitsiklis. Introduction to Probability. 2nd ed. Nashua, NH: Athena Scientific, 2008. ISBN: 9781886529236.


Some other texts that might be helpful references for the course (and there are many more than these!):

Amazon logo Buck, John, Michael Daniel, and Andrew Singer. Computer Explorations in Signals and Systems Using MATLAB. Upper Saddle River, NJ: Prentice Hall, 2001. ISBN: 9780130421555.

Amazon logo Strum, Robert, and Donald Kirk. Contemporary Linear Systems Using MATLAB. Belmont, CA: Brooks/Cole, 2000. ISBN: 9780534371722.

Amazon logo Oppenheim, Alan, and Ronald Schafer. Discrete-Time Signal Processing. 3rd ed. Upper Saddle River, NJ: Prentice Hall, 2010. ISBN: 9780131988422.

Amazon logo Ziemer, Roger. Elements of Engineering Probability and Statistics. Upper Saddle River, NJ: Prentice Hall, 1997. ISBN: 9780024316202.

Amazon logo Leon-Garcia, Alberto. Probability and Random Processes for Electrical Engineering. 2nd ed. Reading, MA: Addison-Wesley, 1994. ISBN: 9780201500370.

Amazon logo Helstrom, Carl. Probability and Stochastic Processes for Engineers. 2nd ed. New York, NY: Macmillan, 1991. ISBN: 9780023535710.

Amazon logo Yates, Roy, and David Goodman. Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers. 2nd ed. New York, NY: John Wiley & Sons, 2005. ISBN: 9780471272144.

Amazon logo Hsu, Hwei. Probability, Random Variables, and Random Processes. 2nd ed. New York, NY: McGraw-Hill, 2010. ISBN: 9780071632898.

Amazon logo Ziemer, Rodger, and William Tranter. Principles of Communications: Systems, Modulation, and Noise. 5th ed. New York, NY: John Wiley & Sons, 2001. ISBN: 9780471392538.