Digital Signal Processing (DSP) is the use of digital processing systems by computers in order to perform a variety of signal processing operations. It is the mathematical manipulation of a digital signal's numerical values in order to increase quality as well as effects of signals. DSP can include linear or nonlinear operators in order to process and analyze the input signals. The nonlinear DSP processing is closely related to nonlinear system detection and can be implemented in time, frequency and space-time domains. Applications of the DSP can be presented as control systems, digital image processing, biomedical engineering, speech recognition systems, industrial engineering, health care systems, radar signal processing and telecommunication systems. In this study, advanced methods and different applications of DSP are reviewed in order to move forward the interesting research filed.