In its first part, the course is devoted to providing an overview of types of architecture of neural networks and to a detailed analysis of their properties. Applications of neural networks in signal and image processing and recognition are included in this treatment. In the second part, the course deals with the theory of optimum detection and restoration of signals in its classical and generalised forms, emphasising the common base of this whole area. The subject highlights the common view-points in the area of neural networks and in the area of optimised signal processing.