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Filtering is a way to process an input signal so that the output signal has interesting features enhanced or unwanted features reduced.

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What is used to initialise difference equations that require data from the output?

Given some difference equation for a filter like $y[k] = ax[k] + bx[k-1]+ cy[k-1]$, how would you initialize it? Since it needs an old output value (feedback) to calculate the new output value, it …