The reader who is somewhat familiar (at undergraduate level) with algebra, matrix analysis, optimization problems, signals, and systems (time‐continuous and time‐discrete) can skip Chapters 1–4 where all these concepts are revised for self‐consistency and to maintain a congruent notation. The only recommended prerequisite is a good knowledge of random variables and stochastic processes, and related topics. The fundamental book by A.Papoulis and S.U. Pillai, Probability, random variables, and stochastic processes [11] is an excellent starting point for a quick comprehension of all relevant topics.