# Standard Kalman Filter applied to non-Gaussian noise data

A Kalman-Filter could be applied to sensor-readings in order to smooth them. The Kalman-Filter, however, assumes Gaussian distributed sensor-noise with zero-mean.

Now, I found that my sensor-noise is non-Gaussian distributed. Is is still valid to apply the Kalman-Filter? I was considering to fit a Gaussian to my sensor-noise and assume this fit as the sensor-noise the Kalman filter assumes.

• @fibonatic: I just figured out my data follows a bimodal distribution with mean1=0.037 and mean2=1.25 . I don't know about the autocorrelation. – user503842 May 13 '19 at 11:11