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Revision as of 22:43, 1 October 2009
Filtering
Introduction
Filtering in a broad sense, is a method of removing any unwanted quantity from a mixture of the desired quantity and the undesired quantity. In the world of signals, this generally applies to the process of either separating different channels of a signal, or removing a noise signal to get the original signal.
This usually makes more sense when we talk about something real. Say, music, or images, or surprisingly, even the stock market! That's right. It is possible, from simple spectral analysis to "filter" out long-term and short term trends from any time varying data. This includes weather, astronomical events, and pretty much any time-varying signal you can think of.
The Math that makes it Work
