Extrapolation, Interpolation, and Smoothing of Stationary Time Series: With Engineering Applications

by Norbert Wiener

A book thatbecame the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence. Some predict that Norbert Wiener will be remembered for his Extrapolation long after Cybernetics is forgotten. Indeed, few computer science students would know today what cybernetics is all about, while every communication student knows what Wiener's filter is. The original work was circulated as a classified memorandum in 1942, because it was connected with sensitive wartime efforts to improve radar communication. This book became the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence. Combining ideas from statistics and time-series analysis, Wiener used Gauss's method of shaping the characteristic of a detector to allow for the maximal recognition of signals in the presence of noise. This method came to be known as the "Wiener filter."

Genres: Mathematics, Science

176 pages, Paperback

First published August 15, 1949

About the author

Norbert Wiener was an American mathematician and philosopher. He was Professor of Mathematics at MIT. Wiener is considered the father of cybernetics, a formalization of the notion of feedback, with implications for engineering, systems control, computer science, biology, philosophy, and the organization of society.