### 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.

CHAPTERS | NOTES |
---|---|

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.