The main idea behind this book, and the incentive for writing it, is that strong connections exist between adaptive filtering and signal analysis, to the extent that it is not realistic—at least from an engineering point of view—to separate them. In order to understand adaptive filters well enough to design them properly and apply them successfully, a certain amount of knowledge of the analysis of the signals involved is indispensable. Conversely, several major analysis techniques become really efficient and useful in products only when they are designed and implemented in an adaptive fashion. This book is dedicated to the intricate relationships between these two areas. Moreover, this approach can lead to new ideas and new techniques in either field.