This book provides a compact yet comprehensive treatment of advanced data-driven signal processing techniques for the analysis and characterization of both ambient power system data and transient oscillations resulting from major disturbances. Inspired by recent developments in multi-sensor data fusion, multi-temporal data assimilation techniques for power system monitoring are proposed and tested in the context of modern wide-area monitoring system architectures. Recent advances in understanding and modeling nonlinear, time-varying power system processes are reviewed and factors affecting the performance these techniques are discussed.