Contents Background and Preview 1 1. The Filtering Problem 1 2. Linear Optimum Filters 4 3. Adaptive Filters 4 4. Linear Filter Structures 6 5. Approaches to the Development of Linear Adaptive Filters 12 6. Adaptive Beamforming 13 7. Four Classes of Applications 17 8. Historical Notes 20 Chapter 1 Stochastic Processes and Models 30 1.1 Partial Characterization of a Discrete-Time Stochastic Process 30 1.2 Mean Ergodic Theorem 32 1.3 Correlation Matrix 34