Types of Digital Filters
Many digital filters are based on the Fast Fourier transform, a mathematical algorithm that quickly extracts the frequency spectrum of a signal, allowing the spectrum to be manipulated (such as to create band-pass filters) before converting the modified spectrum back into a time-series signal.
Another form of a digital filter is that of a state-space model. A well used state-space filter is the Kalman filter published by Rudolf Kalman in 1960.
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