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electronic component chosen for relatively high
capacitance with accompanying low
resistance and
inductance.
Capacitors have a capacitance rating and a voltage rating. If the voltage rating is grossly exceeded, they will burn out, melt down or explode. Electrolytic capacitors also have a polarity, and tend to explode if hooked up backwards.
Blocks DC, passes AC. Connect one to ground to bleed noise off of your circuits.