||This book is intended as a text for a one-term introduction to statistical communication theory and optimal linear systems, either at a graduate or high undergraduate level. It is accessible to any student with a background in elementary calculus but it is most likely to be used in electrical engineering courses aimed at departmental majors. It is intended that this text be easy to read and to understand. To that end, fundamental notions are often repeated in slightly different ways and many examples are given in more detail than might be necessary for some students. There is more than enough material here for a one-term course and some instructors may wish to omit the material in Chapter 4 on the Karhunen-Loeve expansion, since the treatment here is more theoretical than the rest of the book. A large number of appendices are provided covering auxiliary material often not familiar to the student. A large number of problems of varying difficulty are given and a Solutions Manual is available. Both discrete and continuous-time concepts are introduced simultaneously throughout the text.