| WIENER, Norbert . The
extrapolation, interpolatation and smoothing of stationary time series
with engineering applications. [Washington, D.C.: National Defense
Research Council,] 1942. Quarto, reproduced typescript in original plain
orange wrappers stamped "Restricted" in red ink on upper
cover, title page, table of contents, preface, and introduction; custom
cloth box. $17,500.
First edition, first printing, one of
only 300 copies, of Norbert Weiner's classified report; often considered
the basis for modern communication theory, the Extrapolation introduced
what would become known as the "Weiner filter"
"It has been the opinion of many that Wiener will be remembered for his
Extrapolation long after Cybernetics is forgotten. Indeed few computer-science students would know today what cybernetics is all about, while every communication student knows what Wiener's filter is. The work was circulated as a classified memorandum in 1942, as it was connected with sensitive war-time efforts to improve radar communication. This book became the basis for modern communication theory, by a scientist considered one of the founders of the field of
artificial intelligence. Combining ideas from statistics and time-series analysis, Wiener used Gauss's method of shaping the characteristic of a detector to allow for the maximal recognition of signals in the presence of noise. This method came to be known as the
'Wiener filter'" (MIT Press).
Working with the Fire Control Division
of the National Defense Research Committee during World War II, Weiner
was assigned the critical problem of anti-aircraft control, specifically
the task of designing a gun that could accurately and automatically aim
at a high-speed moving target guided by human intelligence. Weiner and
his assistant, Julian Bigelow, developed a system whereby they would
treat the airplane's path as a stationary time series and use
probability theory to extrapolate the airplane's future path from its
past actions. The theory Weiner developed and explained in this
classified document for internal government use only became a milestone
in communication theory. Claude Shannon, in his Mathematical Theory
of Communication (pp.626-7) notes:
"Communication theory is heavily
indebted to Weiner for much of its basic philosophy and theory. His
classic NDRC report 'The Interpolation, Extrapolation, and Smoothing of
Stationary Time Series,' to appear soon in book form, contains the first
clear-cut formulation of communication theory as a statistical problem,
the study of operations on time series."
Weiner's famous paper did indeed
appear in book form in 1949, seven years after this classified report. Provenance:
stamp of the Document Room at MIT's Radiation Laboratory, where Wiener
performed the work described in the present paper. Slight wear to
wrapper, a nearly fine copy. Extremely scarce: We know of no other copy
having been offered for sale.
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