Why Wiener?

Linear estimation theory is normally credited to Wiener around 1949
though he did have a classified report in the war years. Also,
Kolmogorov published the discrete-time version....
Andrei N. Kolmogorov. Interpolation and extrapolation of stationary
random sequences (in Russian). Izvestiya AN SSSR. Mathematics series,
5:314, 1941

in 1941. Wiener did continuous time. So why talk of Wiener filters? It
should be Kolmogorov-Wiener Filters?

Wang King

On 30 Mar, 04:09, gyansor...@gmail.com wrote:
> Linear estimation theory is normally credited to Wiener around 1949
> though he did have a classified report in the war years. Also,
> Kolmogorov published the discrete-time version....
> Andrei N. Kolmogorov. Interpolation and extrapolation of stationary
> random sequences (in Russian). Izvestiya AN SSSR. Mathematics series,
> 5:314, 1941
>
> in 1941. Wiener did continuous time. So why talk of Wiener filters? It
> should be Kolmogorov-Wiener Filters?

Cultural differences is a major issue here. Remember, once Wiener's
WW II papers were de-classified, the cold war was on. Getting
access to Russian papers was not at all easy for people in the
west; crediting the Russians for their contributions was probably
a very sensitive issue even if the material was known.

Thse sorts of things are everywhere, once you start looking for
them. What I know as Snell's law of ray refractions, the French
know as Descarte's law.

Rune

On Mar 30, 6:40 am, "Rune Allnor" <all...@tele.ntnu.no> wrote:

> Cultural differences is a major issue here. Remember, once Wiener's
> WW II papers were de-classified, the cold war was on. Getting
> access to Russian papers was not at all easy for people in the
> west; crediting the Russians for their contributions was probably
> a very sensitive issue even if the material was known.
>
> Thse sorts of things are everywhere, once you start looking for
> them. What I know as Snell's law of ray refractions, the French
> know as Descarte's law.
>
> Rune

Yup.  But one can still find papers written in the "West" that
refer to the Wiener-Kolmogorov filter, at least in the 1970s,
so the knowledge of the shared credit is not completely lost.

I have not followed Kolmogorov's work on this, so I don't know
whether there's a discrepancy between how far Wiener (and his
descendants) and Kolmogorov (and his descendants) have
pushed this theme.  Unfortunately just like in any other area
in life, following-up with your product is also important :^).

Julius

On 30 Mar, 14:22, "julius" <juli...@gmail.com> wrote:
> On Mar 30, 6:40 am, "Rune Allnor" <all...@tele.ntnu.no> wrote:
>
> > Cultural differences is a major issue here. Remember, once Wiener's
> > WW II papers were de-classified, the cold war was on. Getting
> > access to Russian papers was not at all easy for people in the
> > west; crediting the Russians for their contributions was probably
> > a very sensitive issue even if the material was known.
>
> > Thse sorts of things are everywhere, once you start looking for
> > them. What I know as Snell's law of ray refractions, the French
> > know as Descarte's law.
>
> > Rune
>
> Yup.  But one can still find papers written in the "West" that
> refer to the Wiener-Kolmogorov filter, at least in the 1970s,
> so the knowledge of the shared credit is not completely lost.

I haven't seen Wiener's original papers or reports, so
I don't know what previous works he cited. The seminal
reference on the Remez exchange algorithm is a paper or
book by Remez in Russian from the late '50s. In underwater
acoustics, no western text comes even remotely close to
Brekhovskikh's text from around 1960 (I don't remember now
if the text was first published in 1960, or if the English
translation became available in 1960).

Don't get me wrog, very useful material *did* seep through
the Iron Courtain.

Rune