Adaptive filtering is a topic of immense practical relevance and deep theoretical challenges that persist even to this date. "Adaptive filters" of Prof. Ali Sayed is one of the most excellent textbook of the topic. The objective of this book is not limited toproviding atreatment of adaptive filters, but also to bring forth connections between adaptive filtering and other filtering theories. After discussing with Prof. Ali Sayed and PHIE (Publishing House of Electronics Industry, China), I will turn this book to Chinese with Prof. Jingdong Chen. We hope this translated version will be helpful for reseachers and students who work on the relevant topics in China.