Haykin does not assume you remember your graduate probability. The book opens with a crisp refresher on stationary processes, ergodicity, correlation matrices, and power spectral density. This section is crucial because adaptive filters are, at their heart, statistical estimators operating in unknown environments.
: Explores the optimal filtering problem and the Wiener-Hopf equations. LMS Algorithm Family
Stochastic processes, linear prediction, and blind deconvolution. www.pearson.com The Evolution of the 5th Edition
The answer lies in :
The workhorse of adaptive filtering. The 5th edition updates the classical LMS analysis with: