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The advances in digital computer and software§technology for real time applications have led to a§fast development of methods and algorithms for§digital signal processing. This was a motivation for§the author to write this book that would cover the§essential theoretical topics in signal processing§that are needed to be understood by senior§undergraduate and postgraduate students and§practitioners in signal processing. Furthermore, a§significant part of the book is dedicated to§algorithms and structures that are used in digital§signal processing for practical applications. Two§chapters of the book are exclusively dedicated to the§theory of continuous and discrete time stochastic§signal processing. In this way the complete theory of§signal processing is presented in a single book. The§content of the book is intended for one or§two-semester senior undergraduate course and is§written at the level for self-study by students and§practicing engineers. Some parts of the book can be§structured in such way to be used as lectures for the§postgraduate course in discrete time stochastic§signal processing, multi-rate signal processing and§bank of filters with associated projects.