Translations:Least-squares prediction and smoothing/1/en

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An important operation is signal extrapolation or, in other words, prediction. Smoothing is yet another important signal operation. Often, the desired quantity is observable only after it has been corrupted or altered by mixture — perhaps additively — with other signals. Such a corrupting signal commonly is called noise, even for cases in which the signal has a physically legitimate presence. For example, reverberations often are regarded as noise, but reverberations are a physical necessity. Such signal-generated noise contains valuable information in its own right, and the trick is to use this information to an advantage whenever possible.