This note points out that the main result of the paper [Xiong, K., Zhang, H. Y., & Chan, C. W. (2006). Performance evaluation of UKF-based nonlinear filtering. Automatica, 42(2), 261-270] can be extended to a class of so-called Gaussian filters. It justifies a practical countermeasure of the divergence, i.e., adding small quantities to the noise covariance matrix to stabilize the filter. (C) 2006 Elsevier Ltd. All rights reserved.