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This paper presents a novel approach to integrate high-performance millimeter wave filters on top of wafers. The proposed method eliminates the dielectric loss by elevating cavity-based filters into the air with the aid of the polymer-core conductor surface micromachining technology. The electrical fields of the cavity are thus entirely in air. A coplanar waveguide input and output interface is designed for easy integration with other planar electronics. Several 60-GHz (V-band) air-cavity filters with superior performances, including two two-pole filters and one four-pole transmission zero filter using a novel capacitive coupling scheme, are developed and characterized to demonstrate advantages of the proposed technology. The filters exhibit excellent performances. Insertion losses as low as 1.45 dB for a two-pole filter and 2.45 dB for a four-pole transmission-zero filter have been observed at 60 GHz. Design curves and parametric analyses are included to help readers better understand key factors in optimizations. The proposed technology is capable of integrating high-performance millimeter-wave cavity filters on top of wafers, while providing easy integration with other electronic components.