Review of linear and non-linear estimation theory. Signal modelling. Optimal filtering.;Adaptive filtering as an extension of the optimal least mean square error case Adaptive algorithms: adaptive equalization and echo cancellation; adaptive lattice filters. Application to radar, sonar, geophysics and hydrology, economic processes, communications (spread spectrum techniques).
S. Haykin, Adaptive filter theory, Prentice Hall, 1986.
B. Widrow and S.D. Stearns, Adaptive signal processing, Prentice Hall, 1984.