Tutorial Ulyanovsk, 2014. 102 s. Synthesis and analysis of Bayesian algorithms for distinguishing (detecting) signals and evaluating their constant or changing parameters are considered. Particular attention is paid to the problems of representation and recurrent evaluation of Gaussian Markov sequences observed against the background of interference. Examples of the application of results for the solution of signal processing problems in radio engineering systems. are given. The training manual is intended for senior students of radio engineering specialties, and can also be useful for graduate students and applicants .