Norbert Wiener Norbert Wiener Norbert Wiener (November 26, 1894 – March 18, 1964) was an American mathematician and philosopher. He was a professor of mathematics at the Massachusetts Institute of Technology (MIT). A child prodigy, Wiener later became an early researcher in stochastic and mathematical noise processes, contributing work relevant to electronic engineering, electronic communication, and control systems. Wiener is considered the originator of cybernetics, a formalization of the notion of feedback, with implications for engineering, systems control, computer science, biology, neuroscience, philosophy, and the organization of society. Wiener was born in Columbia, Missouri, the first child of Leo Wiener and Bertha
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