… (MMSE) if the process noise and measurement noise are Gaussian. … presence of non-Gaussian
noise. The maximum correntropy criterion Kalman filter (MCC-KF) is a Kalman-type filter …

… Our aim is to give a better estimator of the non-Gaussian state process (in the minimum
variance sense) with respect to the Kalman filter with intermittent observations of Sinopoli et al. (…

… Kalman filter to address both the problems of delayed measurements and non-Gaussian
noises. … This paper introduces a new extension of the Kalman filter to deal with the problems of …

… We neither modify the Kalman filter equations nor use other advanced … standard Kalman
filter can be used to estimate system states even if the system model errors have non-Gaussian …

… is not efficient for the system under non-Gaussian noise. In this section, a modified Kalman
filter is proposed to remove the non-Gaussian noise, particularly Lévy noise, as Figure 4. To …

… Over the decades, great efforts have been made to develop Kalman filter-based … and
non-Gaussian noises/uncertainties. Extended Kalman filter (EKF), (7−9) unscented Kalman filter (…

… filter as compared with the MEE-based filter. To enrich the methodology and enhance the
estimation accuracy of the Kalman filter … the presence of different kinds of non-Gaussian noises. …

… non-Gaussian noise in the linear model. We model the measurement noise as the mixture
of the background noise … noise and impulse separately and then interacts the filtering results …

… that can handle non-Gaussian feature extraction noise. Unlike … test RMCKF with non-Gaussian
Kalman Filter-based techniques. … noise scenarios and various starting configurations. …

… the estimation accuracy in presence of heavy-tailed measurement noise. By using VB …
VB-based Kalman filters (VBFs) can deal with state estimation problem under non-Gaussian …