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Realisations of finite-sample frequency-selective filters
Authors:D.S.G. Pollock
Affiliation:Department of Economics, University of Leicester, LE1 7RH, UK
Abstract:A filtered data sequence can be obtained by multiplying the Fourier ordinates of the data by the ordinates of the frequency response of the filter and by applying the inverse Fourier transform to carry the product back to the time domain. Using this technique, it is possible, within the constraints of a finite sample, to design an ideal frequency-selective filter that will preserve all elements within a specified range of frequencies and that will remove all elements outside it.
Keywords:Signal extraction   Linear filtering   Frequency-domain analysis
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