Are you expecting something other than a sine wave?
Keep in mind that a "brick wall" filter is nonphysical, or equivalently, takes ~the age of the universe to start up. Practical filters have nonzero transmission in the cutoff band*, but can be made sharp enough that the first nonzero harmonic of the triangle wave (the 3rd harmonic, as it happens... as if that wording wasn't confusing
) is below detection thresholds.
*(except at finitely many points)
If this is in response to an observation --
Keep in mind that, say, sound cards aren't brick wall filtered, partly for the above reason but partly also because of cost. It's cheaper to, say, oversample the audio from 44.1kHz, up to say 192kHz or more, interpolating between samples according to a digitally synthesized filter profile. The subsequent analog filter then can be quite modest. All the harmonics and aliasing in the 22.05 to 96kHz range can be reduced arbitrarily in digital, so that the analog filter only needs to go from passing at 22.05kHz to stopping at (192 - 22.05)kHz -- a far easier problem to solve.
Or maybe they don't filter exactly like that, because of various practical and laziness reasons. In short, the waveform may look goofy as hell, but it doesn't matter to them because no one can hear much over 20kHz and there is no requirement for phase correctness. Typically you'll see a lot of ringing on sharp edges/corners, more exaggerated on square waves (of course) but still apparent on triangle waves, too. Strictly speaking, this is not distortion, but still a linear process; the catch is, "linear" applies to the amplitudes, not the wave shape, so what you see on the oscilloscope may be quite odd.
Tim
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