Dispersion plays a great role in ultrafast laser oscillators, ultrashort pulse amplifiers, and many other nonlinear optical dynamics. Therefore, dispersion measurement is crucial for device characterization, system design and nonlinear dynamics investigation therein. In this work, we demonstrate a versatile approach, i.e., Kalman filtering-aided white-light interferometry, for group delay dispersion (GDD) characterization. Extended Kalman filter is adopted to track the cosine-like interferogram, and to eliminate the unintended bias and the envelope, providing a nearly ideal phase retrieval and GDD estimation. The measurement range could span from tens of fs2 to tens of ps2, with an uncertainty of about 0.1%, enabling precise GDD measurement for diverse optical components, ranging from a millimeter-thick glass slide to highly dispersive chirped fiber Bragg gratings. Benefited by the simplicity, convenient setup, and easy operation as well as relatively low cost, this approach would help photonic device characterization, dispersion management and nonlinear dynamics investigation in the laboratory and work plant.