I am interested to apply Kalman filter for making a surrogate model for a complex process containing hundreds of set of Algebraic equations (steady state system). Kindly reply.
My subject of my PhD was part of dynamic stochastic modeling of hydrological phenomena for real-time prediction purposes, which requires adaptive mode, which involves the use of a model with a retroactive structure which makes the output of the model This is a case study of the Kalman filter (FK), it is a new approach in the field of Hydrology, It is an online prediction that not only provides optimal multi-site predictions but also predictions that take into account the dynamic nature of the rainfall itself.
But for your question it must be a very good scientific research...Good luck
If your system is truly steady state then I don't see how a Kalman filter will help. If it is unsteady state that progresses to an equilibrium point then a Kalman filter will work. You may need to add additional logic to decide that the steady-state point has been reached and switch off updating.
You may want to check also this similar discussion: https://www.researchgate.net/post/Is_Kalman_filtering_applicable_in_cases_with_steady-state_measurements