The headphones have to listen to the surrounding noise, generate a negative version of the current sound waves reaching your ears and then play that inverted sound on top of the ambient sound to cancel it out. There is processing power involved so there is a limit as to how often you can sample the background noise, which effectively equates to the frequency of the background noise you can cancel. The lower the frequency, the more effective the cancellation. Thus low-frequency hums, engine noise etc is cancelled more effectively than higher-frequency speech etc.
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Did you think of that yourself through experience or are you just regurgitating others' opinions?