1. N. Wiener, “The extrapolation, interpolation, and smoothing of stationary time series,” Report of the Services 19, Research Project DIC-6037, M.I.T. (February, 1942). Published in book form by John Wiley and Sons, Inc., New York (1949).
2. R. S. Phillips and P. R. Weiss, “Theoretical calculation on best smoothing of position data for gunnery prediction,” Report 532, Rad. Lab., M.I.T. (February, 1944).
3. The appendix of a report by Bode, Blackman, and Shannon, “Data smoothing and prediction in fire-control systems,” Research and Development Board, Washington, D.C. (August, 1948), contains a brief exposition of a method which is similar in certain respects to the method described here.
4. It is tacitly assumed that R(p) does not have a zero at the origin or, in other words, that S(ω2( does not have a pole at zero frequency.