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Prediction of the protein-coding regions (exons) is one of the central issues of DNA sequence analysis. Most of the existing computational methods exploit the period-3 property of the coding-regions to distinguish exons from noncoding regions (introns). However, the current Discrete Fourier Transform (DFT) based methods are inadequate in predicting short exons. In this paper, we present a model-based exon detection approach using statistically optimal null filter. The proposed method employs a model of the period-3 characteristic to maximize signal-to-noise ratio, and least-squares optimization criteria to rapidly detect the presence of exons in the input DNA sequence. Through examples, it is shown that the proposed method is highly effective as compared to the DFT technique, especially in identifying short exons and successive exons separated by short introns.