This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.

Preface
1. Introduction to Adaptive Techniques
Part 1. Deterministic Systems
2. Models for Deterministic Dynamical Systems
3. Parameter Estimation for Deterministic Systems
4. Deterministic Adaptive Prediction
5. Control of Linear Deterministic Systems
6. Adaptive Control of Linear Deterministic Systems
Part 2. Stochastic Systems
7. Optimal Filtering and Prediction
8. Parameter Estimation for Stochastic Dynamic Systems
9. Adaptive Filtering and Prediction
10. Control of Stochastic Systems
11. Adaptive Control of Stochastic Systems
Appendices
A. A Brief Review of Some Results from Systems Theory
B. A Summary of Some Stability Results
C. Passive Systems Theory
D. Probability Theory and Stochastic Processes
E. Matrix Riccati Equations
References
Index

Graham C. Goodwin is Laureate Professor of Electrical Engineering at the University of Newcastle, Australia. Kwai Sang Sin is also affiliated with the Department of Electrical Engineering at the University of Newcastle.