##  [Wiener–Kolmogorov Filtering](/wiener-kolmogorov-filtering) 

  ##  [Wiener–Kolmogorov Filtering](https://information.quantumdictionary.io/wiener-kolmogorov-filtering-0) 

  

 [![Information & Communication Dictionary](/sites/default/files/styles/large/public/2026-01/Information%20%26%20Communication.png.webp?itok=g4emS-T7)](/topic-specific-dictionaries/information-communication)



**Information & Communication Dictionary**

 







 

 

 

 



 

 

 

 

Definition

The linear filtering theory that yields the minimum mean‑square error (MMSE) linear estimator for stationary stochastic processes. In the frequency domain it produces a (generally noncausal) transfer function that minimizes output MSE given known power spectral densities; Kolmogorov's contribution further provides factorization methods to obtain causal (one‑sided) predictors when required.