Abstract: A method of signal processing and, in particular, a method of decomposing non-stationary signals representative of a physiological phenomenon into functional components, and to estimate parameters characterizing each of those functional components. The method utilises means for estimating dynamic and baseline trends in the time course of the signal, means for dividing the non-stationary signal into the segments over which the functional components are developed and means for compensating for overlap from QGK matched to preceding functional components to form an ECK.