Linear filters are functions/algorithms that work on numerical data includingsequential data, such as time series, and images, but which only include linear combinations of the input. Examples include compting a rolling seven-day average for daily data, or the Guassian filter for images.
seven_dayt = (dt + dt−1 + dt−2 + dt−3 + dt−4 + dt−5 + dt−6) / 7
Defined on page 249
Used on pages 249, 252, 255, 257
Also known as linear filtering
Applying a digital filter