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First, the simplex cubature rule is adopted to approximate the intractable nonlinear Gaussian weighted integral in the filter. Secondly, a suboptimal unbiased constant noise statistic estimator is derived based on the maximum a posteriori estimation criterion. For the time-varying noise, the above estimator is modified using an exponential weighted attenuation method to realize the oblivion of stale data which results in a fading memory estimator, which has the ability to estimate the time-varying noise statistic to revise the filter online. 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