Signal processing theory plays an increasingly central role in the development of modern telecommunication and information processing systems, and has a wide range of applications in multimedia technology, audio-visual signal processing, cellular mobile communication, adaptive network management, radar systems, pattern analysis, medical signal processing, financial data forecasting, decision making systems, etc. The theory and application of signal processing is concerned with the identification, modelling and utilisation of patterns and structures in a signal process. The observation signals are often distorted, incomplete and noisy. Hence, noise reduction and the removal of channel distortion is an important part of a signal processing system. The aim of this book is to provide a coherent and structured presentation of the theory and applications of statistical signal processing and noise reduction methods.