<![CDATA[In computational optimization, metaheuristic algorithms are crucial for solving complex and dynamic problems. It is important to fully understand how an algorithm searches, as it helps to improve the algorithm and its applications in various domains. This paper provides a detailed analysis of how the Simulated Kalman Filter algorithm searches for optimal solutions. The SKF algorithm is an optimization method inspired by the Kalman filter estimation techniques. The algorithm was introduced in 2015 to address unimodal problems. Since its inception, the SKF algorithm has undergone improvements and is used to solve a range of optimization problems. Our study aims to bridge the gap in existing research by investigating how SKF effectively balances the search space exploration and known solution exploitation. Through systematic experimentation using the Brown function as a benchmark, we explored the social dynamics and movement style of the SKF algorithm, in addition to the convergence efficiency and accuracy. When we applied the same approach as suggested in the referenced paper, we gained insights into SKF’s unique strengths and limitations of SKF when compared to other algorithms. The findings illustrate SKF’s unique capabilities in handling the exploration-exploitation trade-off. This study helps to set the foundation for creating more advanced algorithms and optimization strategies in the future. Future research will examine how enhancements to the SKF algorithm impact and enhance its search behavior.]]>
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