Introduction to the special issue on statistical signal extraction and filtering

The papers of the Special Issue on Statistical Signal Extraction and Filtering are introduced briefly and the invitation to contribute to the next issue to be devoted to this topic is reiterated. There follows an account of the history and the current developments in the areas of Wiener–Kolmogorov and Kalman filtering, which is a leading topic of the present issue. Other topics will be treated in like manner in subsequent introductions.