Abstract: Many time series encountered in the field of signal processing can be modelled via cyclostationarity because the periodicities due to various periodic signal processing operations, such as discrete sampling, scanning, modulation, multi-addressing and coding, or the underlying periodicities in the physical phenomenon present the signals with periodicities. The cyclostationary signal is an important kind of stationary signals, and many signals and jamming present the cyclostationarities to a certainty. The signal processor with this kind of characteristics considered has advantages over the traditional signal processor in performance. The fundamental properties of cyclostationary signal are briefly introduced, and the detailed applications of the theory in various fields are mainly introduced.