Abstract: A mixed adaptive filter is formulated for the signal processing problem where desired a priori signal information is not available. The formulation generates a least squares problem which enables the filter output to be calculated directly from an input data matrix. In one embodiment, a folded processor array enables bidirectional data flow to solve the recursive problem by back substitution without global communications. In another embodiment, a balanced processor array solves the recursive problem by forward elimination through the array. In a particular application to magnetoencephalography, the mixed adaptive filter enables an evoked response to an auditory stimulus to be identified from only a single trial.