A method and apparatus for filtering a received Orthogonal Frequency Division Multiplexed (ODFM) signal to reduce noise. The ODFM signal includes a plurality of symbols n in the time direction, each symbol including a plurality of sub-carriers k in the frequency direction, each a-th sub-carrier of each symbol being transmitted as a pilot sub-carrier with known amplitude and phase, and each symbol having its pilot sub-carriers spaced by b sub-carriers relative to the adjacent symbol. An m-tap filter is utilized for producing a filtered version of a selected pilot sub-carrier to be used in subsequent interpolation, by inputting into respective taps of the m-tap filter, m pilot sub-carriers surrounding the selected pilot sub-carrier. The m pilot sub-carriers each satisfy a relationship between n and k, wherein the relationship defines a diagonal line in the n-k plane.