Using the methods of time series spectral analysis and Kalman filter, this article discussed the additive problems of two stochastic processes, mainly Auto Regression Moving Average (ARMA) processes.

Instead of using the homomorphic filter which is used to get rid of multiple noise and is a biased estimator, this algorithm translates speckle into locally stationary additive white noise.

When used in medical, the additive can be properly increased, or obey doctor's advice, then is packaged with general filter tip after drying, having the using state like the normal cigarette.