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A digital signal is converted into an analog signal by the use of an electronic circuit or device called Digital to Analog converter.  It is also called DAC or D2A converter.

The amplitude of the digital signal is converted into a voltage level or current.  The digital sound recorded on DVDs are fed as digital signals to a DAC in a DVD player.  DAC converts that into current and amplifies (increases) the current depending on volume control and feeds into the speaker. So we hear the sound.

   It contains a low-pass filter (called a reconstruction filter) that eliminates very high frequency components in the input digital signal.