Let me say quite categorically that there is no such thing as a fuzzy concept... We do talk about fuzzy things but they are not scientific concepts. … - Rudolf E. Kálmán

At present, a nonspecialist might well regard the Wiener-Kolmogorov theory of filtering and prediction [1, 2] as "classical' — in short, a field where the techniques are well established and only minor improvements and generalizations can be expected. That this is not really so can be seen convincingly from recent results of Shinbrot , Stceg , Pugachev [5, 6], and Parzen . Using a variety of methods, these investigators have solved some long-stauding problems in nonstationary filtering and prediction theory. We present here a unified account of our own independent researches during the past two years (which overlap with much of the work [3-71 just mentioned), as well as numerous new results. We, too, use time-domain methods, and obtain major improvements and generalizations of the conventional Wiener theory. In particular, our methods apply without modification to multivariate problems.

I have been aware from the outset (end of January 1959, the birthdate of the second paper in the citation) that the deep analysis of something which is now called were of major importance. But even with this immodesty I did not quite anticipate all the reactions to this work. Up to now there have been some 1000 related publications, at least two Citation Classics, etc. There is something to be explained.
To look for an explanation, let me suggest a historical analogy, at the risk of further immodesty. I am thinking of Newton, and specifically his most spectacular achievement, the law of Gravitation. Newton received very ample "recognition" (as it is called today) for this work. it astounded - really floored - all his contemporaries. But I am quite sure, having studied the matter and having added something to it, that nobody then (1700) really understood what Newton's contribution was. Indeed, it seemed an absolute miracle to his contemporaries that someone, an Englishman, actually a human being, in some magic and un-understandable way, could harness mathematics, an impractical and eternal something, and so use mathematics as to discover with it something fundamental about the universe.

:(1) The theoretical aspect. Here interest centers on: