3 tables join update

Hi,

Say I want to update table Foo with data in table Bar iff left join 
between Foo and yet another table Baz finds no match.

UPDATE Foo foo LEFT JOIN Bar bar ON (foo.bar_id=bar.id)
SET foo.baz_id=baz.id
FROM Baz baz
WHERE bar.id IS NULL;

ERROR:  syntax error at or near "LEFT"


UPDATE Foo foo
SET foo.baz_id=baz.id
FROM Baz baz LEFT JOIN Bar bar ON (foo.bar_id=bar.id)
WHERE bar.id IS NULL;

ERROR:  invalid reference to FROM-clause entry for table "foo"
HINT:  There is an entry for table "foo", but it cannot be referenced 
from this part of the query.



Is it possible to rewrite this so that it does what I want in a single 
query? Important: performance matters.

Thanks.