For an ordinary engineer or researcher there are too diversified branches or even disciplines which have their own jargon to complicate an easy access, Nevertheless in many cases an isomorphism or even identity of notions exist to escape our grasp when expressed in different discipline or context, In this paper the masterwork of Box and Jenkins is introduced to accustom a few terms of statisticiens, to be followed by the technique of smoothing filtering of Wiener and Kalman - Bucy. The advantages of a transform (for example Hadamard) technique are explaned as well as authors personal philosophical views.