Abstract-The quaternion least mean square (QLMS) algorithm is introduced for adaptive filtering of three-and fourdimensional processes, such as those observed in atmospheric modeling (wind, vector fields). These processes exhibit complex nonlinear dynamics and coupling between the dimensions, which make their component-wise processing by multiple univariate LMS, bivariate complex LMS (CLMS), or multichannel LMS (MLMS) algorithms inadequate. The QLMS accounts for these problems naturally, as it is derived directly in the quaternion domain. The analysis shows that QLMS operates inherently based on the so called "augmented" statistics, that is, both the covariance E{xx H } and pseudocovariance E{xx T } of the tap input vector x are taken into account. In addition, the operation in the quaternion domain facilitates fusion of heterogeneous data sources, for instance, the three vector dimensions of the wind field and air temperature. Simulations on both benchmark and real world data supports the approach.Index Terms-Quaternion signal processing, multidimensional adaptive filters, adaptive multi-step ahead prediction, wind modeling, data fusion via vector spaces.