A Simplified Derivation of Linear Least Square Smoothing and Prediction Theory [IRE offprint]

[New York, NY]: [Institute of Radio Engineeres, Inc.], 1950. First Separate Edition. Wraps. Near Fine. First Separate Edition. [417]-425, [3-blank] pages. 11 x 8 1/2 inches. Publisher's stapled glossy white printed covers. Wraps. The Proceedings of the Institute of Radio Engineers, Vol 38, pp. 417-425, April 1950 first published this paper, offered here in the offprint form. The paper was later reprinted in the Bell Telephone Systems Monograph series (#1732: June 1950).

"Summary - the central results of the Wiener-Kolmogoroff smoothing and prediction theory for stationary time series are developed by a new method. The approach is motivated by physical considerations based on electric circuit theory and does not involve integral equations or the autocorrelation function. The cases treated are the "infinite lag" smoothing problem, the case of pure prediction (without noise), and the general smoothing prediction problem. Finally, the basic assumptions of the theory are discussed in order to clarify the question of when the theory will be appropriate, and to avoid possible misapplication."

PROVENANCE: The personal files of Claude E. Shannon (unmarked). There were multiple examples of this item in Shannon's files.

REFERENCES:
Sloane and Wyner, "Claude Elwood Shannon Collected Papers," #51.