A view of three decades of linear filtering theory

  title={A view of three decades of linear filtering theory},
  author={Thomas Kailath},
  journal={IEEE Trans. Information Theory},
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
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