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In an old paper, accessible only for a fee, I found:

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(where the LHS of Eq (5) lack the symbol of derivative). What is the Wiener-Kolmogorov whitening procedure? I would like to study this procedure, can someone explain to me what it is and/or suggest some reading? Thank you in advance.

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There's some missing context, but I'm 99.44% sure that the authors are referring to part of the design process for the Wiener (AKA Wiener-Kolmogorov) filter.

If they don't actually cite Weiner's and Kolmogorov's original papers or other published work, if the citations refer to some general text on communications theory or estimation and detection theory, then that text may contain a discussion.

Or, just hit your technical library for a book that would include Wiener filtering.

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  • $\begingroup$ Thank you! Is it the same as a "whitening filter"? $\endgroup$
    – Mark
    Commented Jun 25, 2022 at 7:25
  • $\begingroup$ I can only bring my level of certainty up to "strongly suspect", but probably yes. You need to read the rest of the article and see if it fits. $\endgroup$
    – TimWescott
    Commented Jun 25, 2022 at 14:53
  • $\begingroup$ The paper did not report these references, but I read some good papers or teaching notes searching for whitening filters. Thanks again. $\endgroup$
    – Mark
    Commented Jun 28, 2022 at 18:55

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