title: frequency domain filter vs IIR and FIR filter?
body: <p>I'm new in DSP and I have a question in filtering a signal. As I have seen on the internet, <code>IIR</code> and <code>FIR</code> filters are commonly used for filtering a signal. In addition I have also seen another way to filter the signal namely: frequency domain filter (as in Aquilca C++) which apply a rectangular or brickwall window and perform a multiplication to the signal.</p>
  
  <p>I know that we can perfrom the filtering on either time domain (using convolution) or frequency domain (using multiplication), however my question is:</p>
  
  <p>Why can't we just simply use the frequency domain filter method instead of IIR or FIR ? because I think generate a window function is much simpler than generate an IIR filter.</p>
  
  <p>Thanks</p>