A method for filtering a fluid to obtain a fluid having a known purity is described. The fluid is filtered with a filtration system, and upstream of a final filtration stage of the filtration system, a purity of the fluid is measured. A purity of the fluid filtered by the filtration system is determined by correcting the measured purity with a filtration behavior of the final filtration stage. In an embodiment, the fluid comprises an ultra pure water for use as an immersion liquid in a lithographic apparatus.