Each instrument may have multiple observation segments. It is generally a good idea to merge the segments for a given instrument. However, merging should not be done until after a first examination of each segment with emanom and espfilt.
Anomalous states can change between segments, though that is probably not likely. Thus, one should check the anomalous states for each observation segment. Of course, some segments may be too short to produce a good measure of the anomalous states, so it should usually be assumed that the anomalous states have not changed between segments.
Since observations are often segmented due to particle background rates exceeding the threshold for a short period of time, soft proton flaring will often be different between segments, while the cosmic X-ray background should not be changing between segments. It may be clear from espfilt output for individual segment that some segments are flared beyond use. There may be segments that are too short to allow one to determine a reliable base level. In this case it is often better to merge the segments, and apply espfilt to the result.
In any case, the segments that are to be used should be merged before the following step.