本課程為偏應用的統計信號處理，可視為`通訊原理`與`數位信號處理`的延續。本課以講演為主，其內容包括：1. Introduction2. Discrete-time WSS Random Process3. Wiener Filters4. Linear Prediction Filters5. Kalman Filters6. Linear FIR Adaptive Filtering7. Method of Steepest Descent8. Stochastic Gradient-based Algorithms9. Eigen-based Algorithms10. Recursive Least-squared Estimation課本：Adaptive Filter Theory (第三版) by S.Haykin, Prentice-Hall 1996.成績以期中考，期末考及作業為主。