… results have shown that the classical extended Kalman filter is very sensitive to the non-Gaussian
measurement noise presence, as opposed to the proposed extended robust filter. …

… (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 …

… ] introduces the correntropy filter (C-Filter) for state estimation and shows that the C-Filter
outperforms the Kalman filter in the presence of non-Gaussian noise. The C-Filter uses higher …

… 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 …

… non-Gaussian target tracking with glint measurement noise is addressed in this work. The
heavy-tailed glint noise … A new nonlinear Gaussian mixture Kalman filter (NL-GMKF), is applied …

… by incorporating observations affected by a non-white non-Gaussian noise. While their
approach can handle a non-Gaussian noise, it is overly conservative as the only information …

… before using the Kalman filter, resulting in an extended Kalman filter. This linearization does
… kalman filter (UKF). The approach in this paper is to analyze UnscentedKalman filter where …

… 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 …

… non-Gaussian noise and outliers based on Huber function. In this work, time update process
can be performed using Kalman filter … This novel filtering algorithm differs from the traditional …