Serene Samuel D. StearnsPRENTICE-HALL SIGNAL PROCESSING SERIES Alan V. Oppenheim, Editor ANDREWS AND Hunt _ Digital Image Restoration BriGHAM The Fast Fourier Transform Burpic Underwater Acoustic System Analysis CASTLEMAN _ Digital Image Processing COWAN AND GRANT Adaptive Filters CROCHIERE AND RABINER — Multirate Digital Signal Processing DUDGEON AND MERSEREAU — Multi-Dimensional Digital Signal Processing HaMMING _ Digital Filters, 2e HAYKIN, ET AL. Array Signal Processing Jayant AND Nout Digital Coding of Waveforms LEA, ED. Trends in Speech Recognition Lim = Speech Enhancement MCCLELLAN AND RADER = Number Theory in Digital Signal Processing OPPENHEIM, ED. Applications of Digital Signal Processing OPPENHEIM AND SCHAFER Digital Signal Processing OPPENHEIM, WILLSKY, WITH YOUNG Signals and Systems RABINER AND GOLD Theory and Application of Digital Signal Processing RABINER AND SCHAFER Digital Processing of Speech Signals ROBINSON AND TREITEL Geophysical Signal Analysis TRIBOLET Seismic Applications of Homomorphic Signal Processing WIDROW AND STEARNS = Adaptive Signal Processing ADAPTIVE SIGNAL PROCESSING Bernard Widrow Stanford University Samuel D. Stearns Sandia National LaboratoriesLibrary of Congress Cataloging in Publication Data Widrow, Bernard, (date) Adaptive signal processing, (Prentice-Hall signal processing series) Includes index. 1. Adaptive signal processing. I. Stearns, Samuel D. II, Title. IIL. Series. TK5102.5.W537 1985 621.38'043 84-18087 ISBN 0-13-004029-0 Editorial /production supervision and interior design: Tracey L. Orbine Cover design: Sue Behnke Manufacturing buyer: Anthony Caruso This book is dedicated to the memory of Moses Widrow, William K. Linvill, and Thomas J. Flanagan. It is also dedicated to the cause of peace on earth. We hope and trust that its contents will be © 1985 by Prentice-Hall PTR. . ec fh used to improve the lot of mankind everywhere. Prentice-Hall, Inc. Upper Saddle River, New Jersey 07458 All rights reserved. No part of this book may be reproduced, in any form or by any means, without permission in writing from the publisher. Printed in the United States of America 20 19 18 17 16 ISBN Q-13-004029-0 PRENTICE-HALL INTERNATIONAL (UK) Limrtep, LONDON PRENTICE-HALL OF AUSTRALIA Pty. LIMITED, SYDNEY PRENTICE-HALL CANADA INC., TORONTO PRENTICE-HALL HISPANOAMERICANA, S.A., MEXICO PRENTICE-HALL OF INDIA PrivATE LIMITED, NEW DELHI PRENTICE-HALL OF JAPAN, INC., TOKYO PEARSON EDUCATION ASIA PTE. LTD., SINGAPORE EprtorA PRENTICE-HALL DO BRASIL, LTDA., RIO DE JANEIRO