Airborne laser scanning is widely used for the derivation of terrain information in wooded or open areas but also for the production of building models in cities. For this, the generation of a digital terrain model (DTM) is also required. In this paper the filtering and classification of laser scanner data with iterative robust linear prediction in a hierarchical fashion using data pyramids is described. The coarse-to-fine approach is advantageous because it strengthens the robustness of the method and makes it faster. The results for test data sets of the OEEPE are presented.