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) |
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.