1 Introduction.- 1.1 Signals and Information.- 1.2 Signal Processing Methods.- 1.2.1 Non-parametric Signal Processing.- 1.2.2 Model-based Signal Processing.- 1.2.3 Bayesian Statistical Signal Processing.- 1.2.4 Neural Networks.- 1.3 Applications of Digital Signal Processing.- 1.3.1 Adaptive Noise Cancellation and Noise Reduction.- 1.3.2 Blind Channel Equalisation.- 1.3.3 Signal Classification and Pattern Recognition.- 1.3.4 Linear Prediction Modelling of Speech.- 1.3.5 Digital Coding of Audio Signals.- 1.3.6 Detection of Signals in Noise.- 1.3.7 Directional Reception of Waves: Beamforming.- 1.4 Sampling and Analog to Digital Conversion.- 1.4.1 Time-Domain Sampling and Reconstruction of Analog Signals.- 1.4.2 Quantisation.- 2 Stochastic Processes.- 2.1 Random Signals and Stochastic Processes.- 2.1.1 Stochastic Processes.- 2.1.2 The Space or Ensemble of a Random Process.- 2.2 Probabilistic Models of a Random Process.- 2.3 Stationary and Nonstationary Random Processes.- 2.3.1 Strict Sense Stationary Processes.- 2.3.2 Wide Sense Stationary Processes.- 2.3.3 Nonstationary Processes.- 2.4 Expected Values of a Stochastic Process.- 2.4.1 The Mean Value.- 2.4.2 Autocorrelation.- 2.4.3 Autocovariance.- 2.4.4 Power Spectral Density.- 2.4.5 Joint Statistical Averages of Two Random Processes.- 2.4.6 Cross Correlation and Cross Covariance.- 2.4.7 Cross Power Spectral Density and Coherence.- 2.4.8 Ergodic Processes and Time-averaged Statistics.- 2.4.9 Mean-ergodic Processes.- 2.4.10 Correlation-ergodic Processes.- 2.5 Some Useful Classes of Random Processes.- 2.5.1 Gaussian (Normal) Process.- 2.5.2 Multi-variate Gaussian Process.- 2.5.3 Mixture Gaussian Process.- 2.5.4 A Binary-state Gaussian Process.- 2.5.5 Poisson Process.- 2.5.6 Shot Noise.- 2.5.7 Poisson-Gaussian Model for Clutters and Impulsive Noise.- 2.5.8 Markov Processes.- 2.6 Transformation of a Random Process.- 2.6.1 Monotonic Transformation of Random Signals.- 2.6.2 Many-to-one Mapping of Random Signals.- Summary.- 3 BlÂ