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I often use some kind of software filter to improve the jitter but you can not get more resolution than your AD Converter has physicaly
You can for example sum the last 4, 8, 16, 32 ... samples and build an average (will only work for "slow" signals).
It is very important to carefully design the PCB for an application which has to get a "high" resolution analog value via an ADC. You can for example guard the whole analog section of your board by a single trace which is connected to analog ground at a single point (this is called guarding). Also use only one a single analog GNd point as your reference.
Here are some good lessons about ADC's:
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In lesson #2 you can read about how to improve your Mixed-signal PCB layout
Controlling Noise and Radiation in Mixed-Signal and Digital Systems: **broken link removed**
It is, in fact, possible to reduce the distortion, and also to
improve the resolution below an LSB (least significant bit),
by adding noise (dither) to the signal of interest.:
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You can find a lot of application notes about this topic from all vendors of ADC's.
Recently i read an application note from Microchip about ADC circuit design and layout.
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