The process of using one image to guide the filtering process of another one is called Guided Image Filtering (GIF). The main challenge of GIF is the structure inconsistency between the guidance image and the target image. Besides, noise in the target image is also a challenging issue especially when it is heavy. In this paper, we propose a general framework for Robust Guided Image Filtering (RGIF), which contains a data term and a smoothness term, to solve the two issues mentioned above. The data term makes our model simultaneously denoise the target image and perform GIF which is robust against the heavy noise. The smoothness term is able to make use of the property of both the guidance image and the target image which is robust against the structure inconsistency. While the resulting model is highly non-convex, it can be solved through the proposed Iteratively Re-weighted Least Squares (IRLS) in an efficient manner. For challenging applications such as guided depth map upsampling, we further develop a data-driven parameter optimization scheme to properly determine the parameter in our model. This optimization scheme can help to preserve small structures and sharp depth edges even for a large upsampling factor (8x for example). Moreover, the specially designed structure of the data term and the smoothness term makes our model perform well in edge-preserving smoothing for single-image tasks (i.e., the guidance image is the target image itself). This paper is an extension of our previous work [1], [2].