[aktenlage]

Yes. Worked in a robotics startup and a tier 1 automotive supplier. In both, variants of the Kalman filter were used for some tasks.

They are a simple tool, and simple often works. You just need to know the limitions and know which variant (if any) is best applicable to the problem at hand.

[AlotOfReading]

Done plenty of automotive/robotics by this point and yep. A KF is usually my first (and often only) step between straight up not filtering and finding a controls expert to analyze the system properly. It's cheap, easy, and works well enough that I don't have to think too hard about it.

[UncleOxidant]

I recently saw "experience with Kalman filters" listed in a job ad from a Robotics company.

[kwant_kiddo]

edit: Extensively!! In control theory it seems :)

It is just that I keep seeing KF be mentioned on Twitter and blogs etc. for using it in finance.