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 by chapter 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: Oppenheim, Alan, and George Verghese. Signals, Systems and Inference. Prentice Hall, 2015. ISBN: 9780133943283.
| CHAPTERS | NOTES |
|---|---|
| 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:
Oppenheim, Alan, and Alan Willsky. Signals and Systems. 2nd ed. Upper Saddle River, NJ: Prentice Hall, 1996. ISBN: 9780138147570.
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!):
Buck, John, Michael Daniel, and Andrew Singer. Computer Explorations in Signals and Systems Using MATLAB. Upper Saddle River, NJ: Prentice Hall, 2001. ISBN: 9780130421555.
Strum, Robert, and Donald Kirk. Contemporary Linear Systems Using MATLAB. Belmont, CA: Brooks/Cole, 2000. ISBN: 9780534371722.
Oppenheim, Alan, and Ronald Schafer. Discrete-Time Signal Processing. 3rd ed. Upper Saddle River, NJ: Prentice Hall, 2010. ISBN: 9780131988422.
Ziemer, Roger. Elements of Engineering Probability and Statistics. Upper Saddle River, NJ: Prentice Hall, 1997. ISBN: 9780024316202.
Leon-Garcia, Alberto. Probability and Random Processes for Electrical Engineering. 2nd ed. Reading, MA: Addison-Wesley, 1994. ISBN: 9780201500370.
Helstrom, Carl. Probability and Stochastic Processes for Engineers. 2nd ed. New York, NY: Macmillan, 1991. ISBN: 9780023535710.
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.
Hsu, Hwei. Probability, Random Variables, and Random Processes. 2nd ed. New York, NY: McGraw-Hill, 2010. ISBN: 9780071632898.
Ziemer, Rodger, and William Tranter. Principles of Communications: Systems, Modulation, and Noise. 5th ed. New York, NY: John Wiley & Sons, 2001. ISBN: 9780471392538.
