Formalised optimum filtering and signal restoration in unified view: Wiener filter in clasical formulation and generalised discrete Wiener-Levinson filter, Kalman filtering; source modelling and signal restoration, further approaches. Adaptive filtering and identification, algorithms of adaptation, classification of typical applications of adaptive filtering. Neural networks - error-backpropagation networks, feed-back networks, self-organising networks, and their application in signal processing and classification. Non-linear filtering - polynomial and ranking filters, homomorphic filtering and deconvolution, non-linear matched filters. Typical applications of the above methods.