Filtering is the operation of filtering out specific frequency bands in the signal, and it is an important measure to suppress and prevent interference. Probabilistic theories and methods for estimating another random process related to it based on the results of observing a random process. The term filtering originates from communication theory, which is a technique for extracting useful signals from received signals containing interference. The “received signal” corresponds to the observed random process, and the “useful signal” corresponds to the estimated random process.