Trend estimation and de-trending via rational square-wave filters

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The Econometrics of the Hodrick-Prescott Filter (2016, background): “Pollock, D.S.G. (2000), Trend estimation and de-trending via rational square-wave filters, Journal of Econometrics 99(2), 317-334.”
Combining filter design with model based filtering (with an application to business cycle estimation) (2004, methodology): “ADP filters have often been used in the context of trend extraction for business-cycle analysis [Hodrick and Prescott (1980), Baxter and King (1999), Pollock (2000), Canova (1998)].”
1 Trend Filtering (2009, methodology): “including Hodrick–Prescott (H-P) filtering [52, 64], moving average filtering [75], exponential smoothing [70], bandpass filtering [21, 4], smoothing splines [81], de-trending via rational square-wave filters [79], a jump process approach [106], median filtering [101], a linear programming (LP) appr”
A Review of Some Modern Approaches to the Problem of Trend Extraction (2012, background): “Another type of smoothing is given in the Square-Wave work of Pollock (2000).”
A review on singular spectrum analysis for economic and financial time series (2010, background): “Related work on smoothing economic time series has been considered in [28–32].”