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
Probability distribution of extreme points of a Wiener stochastic process Probability distribution of extreme points of a Wiener stochastic process In the mathematical theory of probability, the Wiener process, named after Norbert Wiener, is a stochastic process used in modeling various phenomena, including Brownian motion and fluctuations in financial markets. A formula for the conditional probability distribution of the extremum of the Wiener process and a sketch of its proof appears in work of H. J. Kusher published in 1964. a detailed constructive proof appears in work of Dario Ballabio in 1978. This result was developed within a research project about Bayesian optimization algorithms. In some global optimization problems the