ABSTRACT
The term “filter” is often used to describe a device in the form of a piece of physical hardware or software that is applied to a set of noisy data in order to extract information about a prescribed quantity of interest. The noise may arise from a variety of sources. For example, the data may have been derived by means of noisy sensors or may represent a useful signal component that has been corrupted by transmission through a communication channel. In any event, we may use a filter to perform three basic informationprocessing tasks.
