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Two books are most widely used:
1) Adaptive Filter Theory, Simon Haykin
2) Adaptive Signal Processing, Bernard Widrow Samuel Stearns
One more book is also famous:
Statistical and Adaptive Signal Processing: Spectral Estimation, Signal Modeling, Adaptive Filtering and Array Processing (Artech House Signal Processing Library), Dimitris G. Manolakis Dimitris Manolakis Vinay K. Ingle Stephen M. Kogon
All teh three books are available on EDA board. Apart from these books there are also a lot of books. But these three books are most favourite