Insignal processing, acausal filter is alinear and time-invariantcausal system. The wordcausal indicates that the filter output depends only on past and present inputs. Afilter whose output also depends on future inputs isnon-causal, whereas a filter whose output dependsonly on future inputs isanti-causal. Systems (including filters) that arerealizable (i.e. that operate inreal time) must be causal because such systems cannot act on a future input. In effect that means the output sample that best represents the input at time comes out slightly later. A common design practice fordigital filters is to create a realizable filter by shortening and/or time-shifting a non-causal impulse response. If shortening is necessary, it is often accomplished as the product of the impulse-response with awindow function.
An example of an anti-causal filter is amaximum phase filter, which can be defined as astable, anti-causal filter whose inverse is also stable and anti-causal.
The following definition is asliding ormoving average of input data. A constant factor of1⁄2 is omitted for simplicity:
where could represent a spatial coordinate, as in image processing. But if represents time, then a moving average defined that way isnon-causal (also callednon-realizable), because depends on future inputs, such as. A realizable output is
which is a delayed version of the non-realizable output.
Any linear filter (such as a moving average) can be characterized by a functionh(t) called itsimpulse response. Its output is theconvolution
In those terms, causality requires
and general equality of these two expressions requiresh(t) = 0 for allt < 0.
Leth(t) be a causal filter with corresponding Fourier transformH(ω). Define the function
which is non-causal. On the other hand,g(t) isHermitian and, consequently, its Fourier transformG(ω) is real-valued. We now have the following relation
where Θ(t) is theHeaviside unit step function.
This means that the Fourier transforms ofh(t) andg(t) are related as follows
where is aHilbert transform done in the frequency domain (rather than the time domain). The sign of may depend on the definition of the Fourier Transform.
Taking the Hilbert transform of the above equation yields this relation between "H" and its Hilbert transform: