An EMI filter is a device to minimize electromagnetic interference, the type of interference that can really play havoc with electronic equipment. When electromagnetic interference (EMI...get it?) occurs in the radio frequency range, it is known as radio frequency interference, or RFI. So...remembering your Venn diagrams...all RFI is EMI, but not all EMI is RFI.
Need more information? Newspaper archives are one of the best online research tools.