Optimum Signal Processing (2nd Edition) - Sophocles Orfanidis [Seduction28]

This is an outstanding and often overlooked book on optimal signal processing.

The author does an excellent job relating the filtering problem to optimization in linear spaces and then shows how this is related to the optimal correlation canceller. This approach is justified since correlation cancelling is the fundamental principle underlying nearly all adaptive filtering algorithms.

The author often explains concepts from more than one point of view which adds to depth of understanding.