A tutorial on single-solution Simulated Kalman Filter

Simulated Kalman Filter (SKF) is an estimation-based optimization algorithm which is established based on the Kalman filtering framework. A variant of SKF which operates using one agent is called single-solution simulated Kalman filter (ssSKF). At present, there is no tutorial been published on ssSKF. One may find that the equations and flowchart of the algorithm is not easy to understand. Hence, this paper provides a tutorial on ssSKF 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 ssSKF as well as to students who are new to optimization research