In a mixed-signal system (analog and digital), a reconstruction filter is used to construct a smooth analog signal from a digital input, as in the case of a digital to analog converter (DAC) or other sampled data output device.
The sampling theorem describes why the input of an ADC requires a low-pass analog electronic filter, called the anti-aliasing filter: the sampled input signal must be bandlimited to prevent aliasing (here meaning waves of higher frequency being recorded as a lower frequency).
For the same reason, the output of a DAC requires a low-pass analog filter, called a reconstruction filter - because the output signal must be bandlimited, to prevent imaging (meaning Fourier coefficients being reconstructed as spurious high-frequency 'mirrors'). This is an implementation of the Whittaker–Shannon interpolation formula.
Ideally, both filters should be brickwall filters, constant phase delay in the pass-band with constant flat frequency response, and zero response from the Nyquist frequency. This can be achieved by a filter with a 'sinc' impulse response.
While in theory a DAC outputs a series of discrete Dirac impulses, in practice, a real DAC outputs pulses with finite bandwidth and width. Both idealized Dirac pulses, zero-order held steps and other output pulses, if unfiltered, would contain spurious high-frequency content when compared to the original signal. Thus, the reconstruction filter smooths the waveform to remove image frequencies (copies) above the Nyquist limit. In doing so, it reconstructs the continuous time signal (whether originally sampled, or modelled by digital logic) corresponding to the digital time sequence.