Kalman filterFor statistics and control theory, Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, including statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, who was one of the primary developers of its theory.
Spectral density estimationIn statistical signal processing, the goal of spectral density estimation (SDE) or simply spectral estimation is to estimate the spectral density (also known as the power spectral density) of a signal from a sequence of time samples of the signal. Intuitively speaking, the spectral density characterizes the frequency content of the signal. One purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities.
Low-pass filterA low-pass filter is a filter that passes signals with a frequency lower than a selected cutoff frequency and attenuates signals with frequencies higher than the cutoff frequency. The exact frequency response of the filter depends on the filter design. The filter is sometimes called a high-cut filter, or treble-cut filter in audio applications. A low-pass filter is the complement of a high-pass filter. In optics, high-pass and low-pass may have different meanings, depending on whether referring to the frequency or wavelength of light, since these variables are inversely related.
High-pass filterA high-pass filter (HPF) is an electronic filter that passes signals with a frequency higher than a certain cutoff frequency and attenuates signals with frequencies lower than the cutoff frequency. The amount of attenuation for each frequency depends on the filter design. A high-pass filter is usually modeled as a linear time-invariant system. It is sometimes called a low-cut filter or bass-cut filter in the context of audio engineering. High-pass filters have many uses, such as blocking DC from circuitry sensitive to non-zero average voltages or radio frequency devices.
Band-stop filterIn signal processing, a band-stop filter or band-rejection filter is a filter that passes most frequencies unaltered, but attenuates those in a specific range to very low levels. It is the opposite of a band-pass filter. A notch filter is a band-stop filter with a narrow stopband (high Q factor). Narrow notch filters (optical) are used in Raman spectroscopy, live sound reproduction (public address systems, or PA systems) and in instrument amplifiers (especially amplifiers or preamplifiers for acoustic instruments such as acoustic guitar, mandolin, bass instrument amplifier, etc.
Electronic filterElectronic filters are a type of signal processing filter in the form of electrical circuits. This article covers those filters consisting of lumped electronic components, as opposed to distributed-element filters. That is, using components and interconnections that, in analysis, can be considered to exist at a single point. These components can be in discrete packages or part of an integrated circuit. Electronic filters remove unwanted frequency components from the applied signal, enhance wanted ones, or both.
Band-pass filterA band-pass filter or bandpass filter (BPF) is a device that passes frequencies within a certain range and rejects (attenuates) frequencies outside that range. In electronics and signal processing, a filter is usually a two-port circuit or device which removes frequency components of a signal (an alternating voltage or current). A band-pass filter allows through components in a specified band of frequencies, called its passband but blocks components with frequencies above or below this band.
Comb filterIn signal processing, a comb filter is a filter implemented by adding a delayed version of a signal to itself, causing constructive and destructive interference. The frequency response of a comb filter consists of a series of regularly spaced notches in between regularly spaced peaks (sometimes called teeth) giving the appearance of a comb. Comb filters are employed in a variety of signal processing applications, including: Cascaded integrator–comb (CIC) filters, commonly used for anti-aliasing during interpolation and decimation operations that change the sample rate of a discrete-time system.
Chebyshev filterChebyshev filters are analog or digital filters that have a steeper roll-off than Butterworth filters, and have either passband ripple (type I) or stopband ripple (type II). Chebyshev filters have the property that they minimize the error between the idealized and the actual filter characteristic over the operating frequency range of the filter, but they achieve this with ripples in the passband. This type of filter is named after Pafnuty Chebyshev because its mathematical characteristics are derived from Chebyshev polynomials.
Frequency domainIn mathematics, physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency, rather than time. Put simply, a time-domain graph shows how a signal changes over time, whereas a frequency-domain graph shows how the signal is distributed within different frequency bands over a range of frequencies. A frequency-domain representation consists of both the magnitude and the phase of a set of sinusoids (or other basis waveforms) at the frequency components of the signal.
