Kalman Filter Learning

I am reading a paper titled “Imperfect Credibility and Inflation Persistence,” which mentions that agents’ inflation expectations are learned using a mechanism based on the Kalman filter. Are there examples implementing such a setup?Located in Section 3.3.
Imperfect Credibility and Inflation Persistence.pdf (275.6 KB)

No, I haven’t encountered examples in a long time. The closest may be