Course Notes: Signals, Systems and Inference
This is a subject that combines topics which have traditionally been taught separately, so there is no single text that is appropriate for it. We will rely largely on the 6.011 lecture notes, Signals, Systems and Inference.
Please note that Chapter 1 is not available on MIT OpenCourseWare.
Course readings.
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, timeinvariant (LTI) systems 
(PDF) 
Chapter 4: Statespace models 
(PDF) 
Chapter 5: Properties of LTI statespace 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. DiscreteTime 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.
LeonGarcia, Alberto. Probability and Random Processes for Electrical Engineering. 2nd ed. Reading, MA: AddisonWesley, 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: McGrawHill, 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.