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Kolmogorov–Zurbenko filter



The Kolmogorov–Zurbenko (KZ) Filter was first proposed by A. N. Kolmogorov and formally defined by Zurbenko[1]. It is a series of iterations of a moving average filter of length m, where m is a positive, odd integer number. The KZ filter belongs to the class of Low-pass filters. The KZ filter has two parameters, the length m of the moving average window and the number of iterations k of the moving average itself. It also can be considered as a special window function designed to eliminate spectral leakage.
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