• NEW - Revision—Consolidates the mathematical treatment of linear adaptive filters. • Improves the presentation of material on statistical LMS theory and statistical RLS theory. • Expands the treatment of normalized LMS filters, and introduces the more general case of affine projection filters. • Introduces sub-band adaptive filters. • Repositions the teaching of Kalman filters after the treatment of RLS filters, thereby enhancing the unified treatment of square-root adaptive filters and order recursive adaptive filters.

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• NEW - In-depth treatment of adaptive filters in a highly readable and understandable fashion. • NEW - Major revision of the MATLAB codes for the computer experiments—Available on the web. • NEW - Website (• — • Includes a highly intensive research program on the applications of adaptive filters and neural networks to signal processing and communications with emphasis on: space-time wireless communications, radar surveillance, and chaotic signal processing. • Extensive use of illustrative examples. • Extensive use of MATLAB experiments—Illustrates the practical realities and intricacies of adaptive filters, the codes for which can be downloaded from the Web. • Extensive bibliography of the subject.

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• Revision—Consolidates the mathematical treatment of linear adaptive filters. • Improves the presentation of material on statistical LMS theory and statistical RLS theory. • Expands the treatment of normalized LMS filters, and introduces the more general case of affine projection filters. • Introduces sub-band adaptive filters. • Repositions the teaching of Kalman filters after the treatment of RLS filters, thereby enhancing the unified treatment of square-root adaptive filters and order recursive adaptive filters. • In-depth treatment of adaptive filters in a highly readable and understandable fashion.

• Major revision of the MATLAB codes for the computer experiments—Available on the web. • Website (• — • Includes a highly intensive research program on the applications of adaptive filters and neural networks to signal processing and communications with emphasis on: space-time wireless communications, radar surveillance, and chaotic signal processing. Table of Contents Background and Overview. Stochastic Processes and Models. Wiener Filters. Linear Prediction. Method of Steepest Descent.