ABSTRACT
The statistical characterization of signals and systems provides an important framework of concepts and mathematical tools that are fundamental to the modern theory of filtering and signal processing. In signal theory, we denote by statistical signal processing the field of study that treats signals as stochastic processes. The word stochastic is etymologically associated with the notion of randomness. Even though such notion gives rise to different interpretations, in our field of study, randomness is related to the concept of uncertainty. Uncertainty on its turn is present in the essence of information signals in their different forms as well as in the several types of disturbances that can affect a system.
