The field of Digital Signal Processing has developed so fast in the last three decades that it can be found in the graduate and undergraduate programs of most universities. This development is related to the increasingly available technologies for implementing digital signal processing algorithms. The tremendous growth of development in the digital signal processing area has turned some of its specialized areas into fields themselves. If accurate information of the signals to be processed is available, the designer call easily choose the most appropriate algorithm to process the signal. When dealing with signals whose statistical properties are unknown, fixed algorithms do not process these signals efficiently. The solution is to use an adaptive filter that automatically changes its characteristics by optimizing the internal parameters. The adaptive filtering algorithms are essential in many statistical signal processing applications. Although the field of adaptive signal processing has been subject of research for over four decades, it was in the eighties that a major growth occurred in research and applications. Two main reasons can be credited to this growth, the availability of implementation tools and the appearance of early textbooks exposing the subject in an organized manner. Still today it is possible to observe many research developments in the area of adaptive filtering, particularly addressing specific applications.