Courses:

Help support MIT OpenCourseWare by shopping at Amazon.com! MIT OpenCourseWare offers direct links to Amazon.com to purchase the books cited in this course. Click on the book titles and purchase the book from Amazon.com, and MIT OpenCourseWare will receive up to 10% of all purchases you make. Your support will enable MIT to continue offering open access to MIT courses.

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 which will be handed out. We will assume you have the following 6.003 and 6.041 texts:

Oppenheim, A. V., and A. S. Willsky, with H. Nawab. Signals and Systems. 2nd ed. Upper Saddle River: Prentice-Hall, 1997. ISBN: 0138147574.

Bertsekas, D. P., and J. N. Tsitsiklis. Introduction to Probability. Belmont, MA: Athena Scientific Press, 2002. ISBN: 188652940X.

As already mentioned earlier, we will be using MATLAB® for some parts of the homework. There is also a new pocket-sized primer on MATLAB®.

Sigmon, K., and T. A. Davis. MATLAB® Primer. 6th ed. New York, NY: Chapman and Hall/CRC Press, 2001. ISBN: 1584882948.

You might be interested in the Student Edition of MATLAB® for your own computer, for \$99 or so (and with size restrictions removed), see The MathWorks Store.

Some other important texts that might be helpful references are:

Buck, J. R., M. M. Daniel, and A. C. Singer. Computer Explorations in Signals and Systems Using MATLAB®. 2nd ed. Upper Saddle River, NJ: Prentice-Hall, 2001. ISBN: 0130421553.

Strum, R. D., and D. E. Kirk. Contemporary Linear Systems Using MATLAB®. Thomson Learning, 1999. ISBN: 0534371728.

Ziemer, R. E. Elements of Engineering Probability and Statistics. Upper Saddle River: Prentice-Hall, Pearson Education, 1997. ISBN: 0024316202.

Oppenheim, A. V., and R. W. Schafer, with J. R. Buck. Discrete-Time Signal Processing. Upper Saddle River: Prentice-Hall, 1999. ISBN: 0137549202.

Leon-Garcia, A. Probability and Random Processes for Electrical Engineering. 2nd ed. Reading, MA: Addison-Wellesley, 1994. ISBN: 020150037X.

Helstrom, C. W. Probability and Stochastic Processes for Engineers. 2nd ed. Upper Saddle River: Prentice Hall, NJ, 1991. ISBN: 0023535717.

Yates, R. D., and D. J. Goodman. Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers. 2nd ed. New York, NY: John Wiley & Sons, 2004. ISBN: 0471272140.

Hsu, H. P. Schaum's Outline of Probability, Random Variables, and Random Processes. New York, NY: McGraw-Hill, 1996. ISBN: 0070306443.

Ziemer, R. E., and W. H. Tranter. Principles of Communications: Systems, Modulation, and Noise. 3rd ed. Boston, MA: Houghton, Mifflin, 1990. (The 4th edition was released in 1995, but now omits some topics of interest to us.)