Includes bibliographical references and index.

Ch. 1. Discrete-Time Signal Processing -- Ch. 2. Stationary Processes and Models -- Ch. 3. Spectrum Analysis -- Ch. 4. Eigenanalysis -- Ch. 5. Wiener Filters -- Ch. 6. Linear Prediction -- Ch. 7. Kalman Filters -- Ch. 8. Method of Steepest Descent -- Ch. 9. Least-Mean-Square Algorithm -- Ch. 10. Frequency-Domain Adaptive Filters -- Ch. 11. Method of Least Squares -- Ch. 12. Rotations and Reflections -- Ch. 13. Recursive Least-Squares Algorithm -- Ch. 14. Square-Root Adaptive Filters -- Ch. 15. Order-Recursive Adaptive Filters -- Ch. 16. Tracking of Time-Varying Systems -- Ch. 17. Fine-Precision Effects -- Ch. 18. Blind Deconvolution -- Ch. 19. Back-Propagation Learning -- Ch. 20. Radial Basis Funuction Networks -- Appendix A Complex Variables -- Appendix B Differentiation with Respect to a Vector -- Appendix C Method of Lagrange Multipliers -- Appendix D Estimation Theory -- Appendix E Maximum-Entropy Method -- Appendix F Minimum-Variance Distortionless Response Spectrum -- Appendix G Gradient Adaptive Lattice Algorithm -- Appendix H Solution of the Difference Equation (9.75) -- Appendix I Steady-State Analysis of the LMS Algorithm without Invoking the Independence Assumption -- Appendix J The Complex Wishart Distribution.