A very useful aid to understanding the properties of stationary stochastic processes is found by considering the response of a linear stationary system to a stationary input process. The purpose of this chapter is to investigate how the properties of stochastic processes change when they are filtered by linear dynamic systems. Tools for analyzing the properties of the linear discrete-time systems with random inputs are given. By such an approach it is possible to describe a wide class of disturbances in a control system, as their effects on a system. This is important task, since the nature of the disturbances determines the quality of regulation in a process-control system. Some ways to eliminate the disturbances will be given in the next chapters.