Assuming the aliens have technology similar to us, yes, we would definitely notice them.
The only way to slow down from interstellar space is to send energetic mass ahead of you in the direction that you're going. Space is a vacuum, you can't just stick out a parachute and slow down as you approach the system. There is a little atmosphere on Mars, but the inter-system distances are so huge that you can't hope to use Mars' tiny atmosphere to aerobrake.
The aliens would have to load the ship with enough fuel to accelerate for up to half of the trip from their system to ours, then turn around in the middle and blast the solar system with the energetic exhaust. All the while, they'd be radiating any heat from inefficiency of their engines and system into space with glowing radiators. All of this would be occurring in the otherwise cold, dead, silent darkness of space: Easily detectable with a telescope.
As the Rocketpunk Manifesto describes:
In space, everyone sees everything.
Project Rho further describes some current-tech examples in There Ain't No Stealth In Space:
This means the exhaust is so intense that it could be detected from Alpha Centauri. By a passive sensor.
The Space Shuttle's much weaker main engines could be detected past the orbit of Pluto. The Space Shuttle's manoeuvering thrusters could be seen as far as the asteroid belt. And even a puny ship using ion drive to thrust at a measly 1/1000 of a g could be spotted at one astronomical unit.
As of 2013, the Voyager 1 space probe is about 18 billion kilometers away from Terra and its radio signal is a pathetic 20 watts (or about as dim as the light bulb in your refrigerator). But as faint as it is, the Green Bank telescope can pick it out from the background noise in one second flat.
This is with current off-the-shelf technology. Presumably future technology would be better.
But you said to ignore the problems of getting the probe to our solar system, which is conveniently when it would be most noticeable, so check the bit about the Voyager 1 probe and its 20 watt radio signal. Voyager 1 is just coasting, so the whole issue about blasting rocket or ion exhaust at us is moot. Perhaps you're just going to coast silently by and blast your Unobtainium-built probe backwards at unimaginable acceleration out of a rear-facing, hundred-mile-long railgun as you zoom past Mars, where it can fall down with an Unobtainium parachute.
The probe still needs to communicate with the mother planet to let it know whether life is possible, so it has to emit radio energy of enough power so that the home planet would see it. We can't even really see the signature of a Martian-sized exoplanet occluding the sun; the probe will need to send out unimaginably powerful signals for the home planet to detect it. We are currently searching for the faintest possible signals of intelligent life; there's no way we'd miss recording a communication from our own system destined for a system light-years away with our same technology. Unless, of course, it blew out all our receivers...