3.1 Filters3.1.1 Designing Filters3.1.2 Changing the Sampling Frequency3.1.3 Matched Filters3.1.4 Wiener Filter3.2 Probabilistic Models3.2.1 Hidden Markov Model3.2.2 Kalman Filters3.3 Stationary Signals3.3.1 Analytic Tools in the Time Domain3.3.1.1 Mean Value, Amplitude Distributions3.3.1.2 Entropy and Information Measure3.3.1.3 Autocorrelation Function3.3.2 Analytic Tools in the Frequency Domain3.3.2.1 Estimators of Spectral Power Density Based on Fourier Transform3.3.2.2 Choice of Windowing Function3.3.2.3 Parametric Models: AR, ARMA3.4 Non-Stationary Signals3.4.1 Instantaneous Amplitude and Instantaneous Frequency3.4.2 Analytic Tools in the Time-Frequency Domain3.4.2.1 Time-Frequency Energy Distributions3.4.2.2 Time-Frequency Signal Decompositions3.4.3 Cross-Frequency Coupling3.4.3.1 Models of Phase-Amplitude Coupling3.4.3.2 Evaluation of Phase-Amplitude Coupling3.5 Non-Linear Methods of Signal Analysis3.5.1 Lyapunov Exponent3.5.2 Correlation Dimension3.5.3 Detrended Fluctuation Analysis3.5.4 Recurrence Plots3.5.5 Poincaré Map3.5.6 Approximate, Sample, and Multiscale Entropy3.5.7 Limitations of Non-Linear Methods