By Defination : A filter dynamically intercepts requests and responses to transform or use the information contained in the requests or responses.
Filters typically do not themselves create responses, but instead provide universal functions that can be "attached" to any type of servlet or JSP page.
Also filters can be used to transform the response from a servlet or a JSP page.
In your example, if we have two filters (FA and FB) and a servlet (SA).Whenever the client requests SA, the container will redirect the request first to FA and then to FB which in turn redirect it to SA and then SA send the response directly to client without any filter invocation.