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Beginning of the development of the signal processing theory relates to the rapid development of radar engineering after the World War II. Radars of that time were very imperfect. To improve their efficiency a theory accounting for peculiarities of the signals used and noise acting was required. Main principles of such theory were formedin the middle of past century. Interest to hydroacoustics has grown at the end of the 50s. Tasks being solved by radar and hydroacoustic equipment are similar, thus,initially, in the development of sonars there were attempts to use the theory developed for radiolocation. However, it soon has become clear that possibilities of using this theory for development of sonar systems were very limited. This is connected with the fact that the medium of signal propagation in hydroacoustics is considerably moreheterogeneous than that in radiolocation. This results in the expressed multimode propagation of signals in the low frequencies range and the multibeam one in the middle and high frequencies range. Besides, noise in hydroacoustics is more diverse if compared with radiolocation.