Prof. Alan V. Oppenheim
Prof. George Verghese
This course features a complete set of course notes, Signals, Systems and Inference.
This course examines signals, systems and inference as unifying themes 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; 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.
OCW has published multiple versions of this subject.
Oppenheim, Alan, and George Verghese. 6.011 Introduction to Communication, Control, and Signal Processing, Spring 2010. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-011-introduction-to-communication-control-and-signal-processing-spring-2010 (Accessed). License: Creative Commons BY-NC-SA