One thing that never sat right with me after my signal processing course is that in order to do signal processing, we must know the entire signal $x(t)$.
For instance, I cannot take the Fourier or Z transform of a single data point.
Let's say however I am writing a program for a self-driving car. I need to make a decision as soon as the signals from the sensors come in. I don't have a full signal. At most I have one or two data points.
How can I do signal processing in these real-life, real-time situations?