Course Notes: Signals, Systems and Inference

This subject, taught in Spring of 2010, relied largely on the 6.011 lecture notes, Signals, Systems and Inference, available in the table below. (Please note that Chapter 1 is not available on MIT OpenCourseWare.)

The notes have also been adapted and published in book form by Prentice Hall: Buy at Amazon Oppenheim, Alan, and George Verghese. Signals, Systems and Inference. Prentice Hall, 2015. ISBN: 9780133943283.

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:

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

Buy at Amazon 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!):

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

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

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

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

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

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

Buy at Amazon 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.

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

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