u/Menethil800

Okay, so first of all, this is for a student contest so in terms of fair play I don't want any advanced filter ideas and perfect solutions, but just want to get where my understanding is wrong.

The task is to design a filter to suppress both common mode and differential mode noise generated by the voltage sources on the right. Now the differential path is pretty clear to me, but I don't really see how the common mode noise forms a closed circuit if I would just not connect the PE, or is it connected through capacitive coupling? I basically just don't see what the PE does in terms of this task and would be happy about any hint and nudge in the right direction :)