1. An adaptive filter for use in echo cancellation, the adaptive filter for generating an echo estimate signal based on an excitation signal, the filter comprising: a sliding windowed fast recursive least squares filter for generating forward and backward prediction error energies and forward and backward prediction coefficients based on the excitation signal; a signal generator, coupled to the sliding windowed fast recursive least squares filter, for generating a fast affine projection coefficient and a fast affine projection correction vector, based on said forward and backward prediction error energies and said forward and backward prediction coefficients; a provisional filter coefficient generator, for recursively generating provisional filter coefficients based on the excitation signal, the fast affine projection coefficient, and previous provisional filter coefficients; filter means for generating a provisional echo estimate signal based on the excitation signal and provisional filter coefficients; means for generating a provisional echo estimate correction signal based on the excitation signal and the fast affine projection correction vector; and means for summing the provisional echo estimate signal and the provisional echo estimate correction signal to produce the echo estimate signal.