A Tutorial on Population-based Simulated Kalman Filter

Abstract

Simulated Kalman Filter (SKF) is an estimation-based optimization algorithm which is established based on the Kalman filtering framework. Even since the SKF algorithm is introduced in 2015, there is no tutorial been published on SKF. One may find that the equations and flowchart of the algorithm is not easy to understand. Hence, this paper provides a tutorial on SKF algorithm that emphasizes on a numerical example for easy and intuitive explanations. This tutorial would be important to those who work on the fundamentals and applications of SKF as well as to students who are new to optimization research.