It might seem strange that the term filter would apply to an estimator. More commonly,
a filter is a physical device for removing unwanted fractions of mixtures.
(The word felt comes from the same medieval Latin stem, for the material was
used as a filter for liquids.) Originally, a filter solved the problem of separating
unwanted components of gas-liquid-solid mixtures. In the era of crystal radios and
vacuum tubes, the term was applied to analog circuits that filter electronic signals.
These signals are mixtures of different frequency components, and these physical
devices preferentially attenuate unwanted frequencies.