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The presence of abrupt changes, such as impulsive disturbances and load disturbances, make state estimation considerably more difficult than the standard setting with Gaussian process noise. Nevertheless, this type of disturbances is commonly occurring in applications which makes it an important problem. An abrupt change often introduces a jump in the state and the problem is therefore readily treated by change detection techniques. In this paper, we take a rather different approach. The statedoi:10.1109/cdc.2010.5717386 dblp:conf/cdc/OhlssonGLB10a fatcat:2lqv53tkgndexbdy3letg4ouii