Professor C R Rao has made significant contributions in different areas of statistics and in related fields particularly in inference, biometrics, design of experiments, linear models, variance components, econometrics, and most of his contributions are well known to the statistical community. But it may not be known to many statisticians that Professor Rao has worked quite extensively, for about six to seven years, on statistical signal processing and has made some fundamental contributions which has generated significant interest along that direction. He along with his collaborators have worked mainly on three classical signal processing problems, and provided theoretical foundations and efficient estimation procedures. In my opinion, the main contribution of Professor Rao is that he has provided new insights in all these problems, which has helped to bring new way of solving these and some related problems. He has guided two Ph.D. students in the area of Statistical Signal Processing. The main aim of this article istwo-fold. First, we would like to introduce to the statistical community the contributionof Professor Rao in this area and our second aim is to provide a class of different relatedopen problems which are of interest and which require sophisticated statistical tools toprovide efficient solutions.