One should clearly distinguish between two aspects of the estimation problem

(1) The general form of the solution (see Fig. 1). | (ii) Conditions which guarantee a priori the existence, physical realizability, and stability of the optimal filter. | (iii) Characterization of the general results in terms of some simple quantities, such as signal-to-noise ratio, information rate, bandwidth, etc | ... | (2) The computational aspect. The classical (more accurately, old-fashioned) view is that a mathematical problem is solved if the solution is expressed by a formula. It is not a trivial matter, however, to substitute numbers in a formula. The current literature on the Wiener problem is full of semi-rigorously derived formulas which turn out to be unusable for practical computation when the order of the system becomes even moderately large... | p. 102; The conclusion