This book is intended to be used both by undergraduate and graduate students with an interest in signal processing and

applications of Fourier Analysis. The book describes Signal Processing from a formal viewpoint.The mathematical tools used are

Fourier Analysis and the Karhunen-Loève theorem. Other contents required to formally define the Fourier transform or the

Karhunen-Loève expansion are also treated, such as Measure Theory, Functional Analysis, Operator Theory, Probability Theory

and Matrix Theory to mention a few. Practical examples are also given using MATLAB.