In the last ten years many different brain imaging devices have conveyed a lot of information about the brain functioning in different experimental conditions. In every case, the biomedical engineers, together with mathematicians, physicists and physicians are called to elaborate the signals related to the brain activity in order to extract meaningful and robust information to correlate with the external behavior of the subjects. In such attempt, different signal processing tools used in telecommunications and other field of engineering or even social sciences have been adapted and re-used in the neuroscience field. The present book would like to offer a short presentation of several methods for the estimation of the cortical connectivity of the human brain. The methods here presented are relatively simply to implement, robust and can return valuable information about the causality of the activation of the different cortical areas in humans using non invasive electroencephalographic recordings. The knowledge of such signal processing tools will enrich the arsenal of the computational methods that a engineer or a mathematician could apply in the processing of brain signals.