Adaptive filtering is an important component of modern signal processing. In many applications, a signal must be processed in a manner which depends on unknown or time-varying system parameters. Adaptive filters provide a means of automatically ``learning'' these unknown parameters and ``tracking'' them as they change in time so that the signal of interest is correctly processed. Applications in which adaptive filtering has become a key component include communications, control, radar, sonar, seismology, and biomedical engineering. This course provides the fundamental concepts in modern adaptive filtering.