A human ear doesn't have an equal "gain" at different frequencies. We will perceive the same level of sound pressure at 1 kHz louder than at 100 Hz. To compensate for this "error", we use frequency weighting curves, which give the same response as the human ear has.
The most commonly known example is frequency weighting in sound level measurement where a specific set of weighting curves known as A, B, C, and D weighting as defined in the IEC 61672 standard.
Unweighed measurements of sound pressure do not correspond to perceived loudness because the human ear is less sensitive at too low and high frequencies. The curves are applied to the measured sound level, by the use of a weighting filter in a sound level meter.