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: 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:

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.

Course Info

Learning Resource Types

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