In signal processing

Signal processing

Signal processing is an area of systems engineering, electrical engineering and applied mathematics that deals with operations on or analysis of signals, in either discrete or continuous time...

, the Wiener filter is a filter

Filter (signal processing)

In signal processing, a filter is a device or process that removes from a signal some unwanted component or feature. Filtering is a class of signal processing, the defining feature of filters being the complete or partial suppression of some aspect of the signal...

 proposed by Norbert Wiener

Norbert Wiener

Norbert Wiener was an American mathematician.A famous child prodigy, Wiener later became an early researcher in stochastic and noise processes, contributing work relevant to electronic engineering, electronic communication, and control systems.Wiener is regarded as the originator of cybernetics, a...

 during the 1940s and published in 1949. Its purpose is to reduce the amount of noise

Noise

In common use, the word noise means any unwanted sound. In both analog and digital electronics, noise is random unwanted perturbation to a wanted signal; it is called noise as a generalisation of the acoustic noise heard when listening to a weak radio transmission with significant electrical noise...

 present in a signal by comparison with an estimation of the desired noiseless signal. The discrete-time equivalent of Wiener's work was derived independently by Kolmogorov and published in 1941. Hence the theory is often called the Wiener-Kolmogorov filtering theory.