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.
Does anyone know a good reference about this problem?