Josiah Willard Gibbs in which he used as epigraph a remark attributed to Gibbs: "Mathematics is a language." Samuelson later explained that in his understanding of prices his "debts were not primarily to Pareto or Slutsky, but to the great thermodynamicist, Willard Gibbs of Yale." Mathematician Norbert Wiener cited Gibbs's use of probability in the formulation of statistical mechanics as "the first great revolution of twentieth century physics" and as a major influence on his conception of cybernetics. Wiener explained in the preface to his book "The Human Use of Human Beings" that it was "devoted to the impact of the Gibbsian point
Wiener filter criterion of the latter does not rely on cross-correlations or auto-correlations. Its solution converges to the Wiener filter solution. For complex signals, the derivation of the complex Wiener filter is performed by minimizing formula_55 =formula_56. This involves computing partial derivatives with respect to both the real and imaginary parts of formula_32, and requiring them both to be zero. The resulting Wiener-Hopf equations are: which can be rewritten in matrix form: Note here that:formula_60 The Wiener coefficient vector is then computed as:formula_61 The Wiener filter has a variety of applications in signal processing, image processing, control systems, and digital communications. These