A view of three decades of linear filtering theory

@article{Kailath1974AVO,
title={A view of three decades of linear filtering theory},
author={Thomas Kailath},
journal={IEEE Trans. Information Theory},
year={1974},
volume={20},
pages={146-181}
}

T HE SERIES of survey papers of which this is a part was begun largely to commemorate the twenty-fifth anniversary of the publication of Shannon’s classic paper on information theory. However, 1974 is also twenty-five years after the publication in the open literature of Wiener’s famous monograph, “Extrapolation, Interpolation and Smoothing of Stationary Time Series, with Engineering Applications” [I], so that it is appropriate this year to commemorate this event as well. [As noted elsewhere in… CONTINUE READING