Filter transfer function (source code)

= Filter transfer function
{title2=$H_A(\lambda)=A(e^{-i\lambda})$}

The transfer function is the <filter generating function> evaluated on the <unit circle>, with a sign convention matching the Fourier representation. Filtering a sinusoid of angular frequency $\lambda$ multiplies its complex amplitude by $H_A(\lambda)$. Its modulus is the <filter gain>; filtering a <weakly stationary process> multiplies its <time-series spectral density> by $|H_A(\lambda)|^2$. Using the opposite Fourier sign conjugates the response for real coefficients and leaves that squared modulus unchanged.