Filter gain (source code)

= Filter gain
{title2=$G_a(\lambda)=|a(\lambda)|$}

For an absolutely summable <linear filter of a stationary time series>, the <filter gain> is the modulus of its frequency response $a(\lambda)=\sum_r a_re^{ir\lambda}$. It multiplies a sinusoidal amplitude, while its square multiplies the <spectral density of a stationary process>. A zero removes the corresponding frequency; the <filter gain> of a composition is the product of the two <filter gains>.