Norbert Wiener the amount of noise present in a signal by comparison with an estimate of the desired noiseless signal. Wiener developed the filter at the Radiation Laboratory at MIT to predict the position of German bombers from radar reflections. It is necessary to predict the future, because by the time the shell reaches the vicinity of the target, the target has moved, and maybe has changed direction slightly. They even modeled the muscle response of the pilot, which led eventually to cybernetics. The unmanned V1's were particularly easy to model, and on a good day, American guns fitted with Wiener filters
Wiener–Khinchin theorem errors can show up as a divergence when the sequence length is modified. Some authors refer to formula_23 as the autocovariance function. They then proceed to normalise it, by dividing by formula_24, to obtain what they refer to as the autocorrelation function. Wiener–Khinchin theorem In applied mathematics, the Wiener–Khinchin theorem, also known as the Wiener–Khintchine theorem and sometimes as the Wiener–Khinchin–Einstein theorem or the Khinchin–Kolmogorov theorem, states that the autocorrelation function of a wide-sense-stationary random process has a spectral decomposition given by the power spectrum of that process. Norbert Wiener proved this theorem for the case of a deterministic function