Publisher Summary This chapter discusses the realization of the Wiener filter. The finite sample behavior of the statistics is extremely difficult to derive analytically. To examine the usefulness of this procedure, several different systems of known structure are generated on a computer and these estimates are computed. The bias in estimating the non-zero coefficients is greater than that for the zero coefficients. The actual magnitude of the bias is about the same for both these estimators, because their means differ from each other only in the fourth decimal place.