Readings

 All readings are from Signals, Systems and Inference [SSI] unless otherwise noted.

  • HardcoverBuy at Amazon Oppenheim, Alan, and George Verghese. Signals, Systems and Inference. Pearson, 2015. ISBN: 9180133943283
  • Softcover: Buy at Amazon Oppenheim, Alan, and George Verghese. Signals, Systems and Inference. Pearson, 2017. ISBN: 9781292156200
Topic Reading
Signals & Systems in Time & Frequency

[SSI] Sections 1.1–1.3

Refamiliarize yourself with Chapters 1, 2, 4–7, 9 of Signals and Systems

  • Buy at Amazon Oppenheim, Alan, and Alan Willsky, with S. Hamid Nawab. Signals and Systems. 2nd ed. Prentice-Hall, 1996.  

What You Need to Know about Bandlimited Signals for 6.011 (PDF)

State-Space Models

[SSI] Sections 1.5.1, 1.5.2, 4 (all), and 5.1–5.2

Modal Solutions of LTI Systems

Linear Algebra Notes (PDF)

[SSI] Sections 5.1–5.3

Reachability and Observability, Transfer Functions, Hidden Modes, Observers

[SSI] Finish chapter 5

[SSI] Sections 6.1–6.2

Probablistic Models, Random Variabls [SSI] Chapters 7 and 8
MMSE and LMMSE Estimation [SSI] Finish sections 8.1–8.3.1 
WSS Processes [SSI] Chapter 10
LTI Filtering of WSS Processes, Power Spectral Density [SSI] Sections 12.1–12.4
Wiener Filtering [SSI] Finish sections 12.1–12.4
Hypothesis Testing [SSI] Sections 9.2–9.31
Signal Detection [SSI] Chapter 13