I wish to transmit real-time sensor data collected by Android smartphone to my computer and do the signal process on my computer. How may I achieve that? Any helpful links to tutorials are very well welcomed.
Either by wireless means or USB cables is acceptable.
When the data are transmitted, how may the computer process them?
I am familiar with Python, and so perferrably use Python to deal with the coming data.
Is it possible for Python to continuously accept newly come data and process them?
You could use python sockets to recieve the data and process it. Look at: https://docs.python.org/2/howto/sockets.html for some idea of how to setup the server machine.
Android has a compatible socket that you could use to send your data: Look at: http://examples.javacodegeeks.com/android/core/socket-core/android-socket-example/ for some ideas on how to use it.
Edit: This will work for wifi and 3g/4g.