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For magnetotelluric sounding (MT), many processing methods based on power spectrum have put forward lots of hypotheses, such as MT signals are Gaussian, linear and minimum-phase. If practical signals do not satisfy these requirements, the results will have a few problems as follows. Firstly, when signals are non-linear and non-Gaussian, the information of the earth contained in the MT signals cannot be sufficiently extracted; Secondly, when signals are non-Gaussian and non-minimum phase, the processed results cannot reflect the minimum phase characteristics of the signals. Hence, it is necessary for us to do further research on characteristics of MT signals (YAO, SUN, 1999; LI, CHENG, 2002; Nikias, Petropulu, 1993; ZHANG, 1996). Otherwise, we cannot judge the reliability of the processed results based on power spectrum.