Electroencephalogram (EEG) signals are the electrical activities in the cortex or on the surface of scalp caused by the physiological activities of the brain which play a key role in the diagnosis of brain and the functional determination of brain. The authors discuss some methods for processing EEG signals from the view of the frequency domain and time domain, especially introduce some time-frequency analysis methods such as Wigner distribution, wavelet transform and matching pursuit etc. , ANN and non-linear analysis for EEG signals processing.