Designed for undergraduate and postgraduate students in electrical engineering, as well as for practising scientists and engineers, this text covers the theory of optimal and adaptive signal processing using examples and computer simulations drawn from a wide range of applications including speech and audio communications, reflection seismology and sonar systems. The material is presented without a heavy reliance on mathematics, and focuses on one-dimensional and array procession results, as well as a wide range of adaptive filtre algorithms and implementations. Topics discussed include random signals and optimal processing, adaptive signal processing with the LMS algorithm, applications of adaptive filtering, algorithm and structures for adaptive filtering, spectral analysis and array signal processing.