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Modern information systems must handle huge amounts of data having varied natural or technological origins. Automated processing of these increasing loads of signals requires training specialists capable of formalising the problems encountered. This book aims at supplying a formalised, concise presentation of the basis of statistical signal processing. Similar interest is directed to aspects related to signal modelling and to signal estimation. So, in order to supply the reader with the desirable theoretical bases and to allow him to make progress in the discipline, most of the results presented here are carefully justified.