The neural activity of the human brain starts between the 17th and 23rd week of prenatal development. It is believed that from this early stage and throughout life electrical signals generated by the brain represent not only the brain function but also the status of the whole body. This assumption provides the motivation to apply advanced digital signal processing methods to the electroencephalogram (EEG) signals measured from the brain of a human subject, and thereby underpins the later chapters of the book.Although nowhere in this book do the authors attempt to comment on the physiological aspects of brain activities there are several issues related to the nature of the original sources, their actual patterns, and the characteristics of the medium, that have to be addressed. The medium defines the path from the neurons, as so-called signal sources, to the electrodes, which are the sensors where some form of mixtures of the sources are measured.Understanding of neuronal functions and neurophysiological properties of the brain together with the mechanisms underlying the generation of signals and their recordings is, however, vital for those who deal with these signals for detection, diagnosis, and treatment of brain disorders and the related diseases. A brief history of EEG measurements is first provided.