from least squares to signal processing and particle filtering

Nozer Singpurwalla, Nick. Polson, and Refik Soyer have just arXived a remarkable survey on the history of signal processing, from Gauß, Yule, Kolmogorov and Wiener, to Ragazzini, Shanon, Kálmán [who, I was surprised to learn, died in Gainesville last year!], Gibbs sampling, and the particle filters of the 1990’s.

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