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6.011 Signals, Systems and Inference

Prereq: 6.003; 6.008, 6.041A, or 18.600
U (Spring)
12 Units

Covers signals, systems and inference in communication, control and signal processing. Topics include input-output and state-space models of linear systems driven by deterministic and random signals; time- and transform-domain representations in discrete and continuous time; and group delay. State feedback and observers. Probabilistic models; stochastic processes, correlation functions, power spectra, spectral factorization. Least-mean square error estimation; Wiener filtering. Hypothesis testing; detection; matched filters.

A. V. Oppenheim, G. C. Verghese

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Subjects

http://catalog.mit.edu/subjects/

...Prereq: 6.021[J] , 6.034 , 6.046...01 , 8.01L , 8.011 , 8.012 Physics...

Subjects

http://catalog.mit.edu/summer/subjects/

...Prereq: 6.021[J] , 6.034 , 6.046...01 , 8.01L , 8.011 , 8.012 Physics...