I've used them in radar with an actual covariance matrix. I know some people use them in robotics but I've always relied on Particle Filters. And a woman I've

I've used them in radar with an actual covariance matrix. I know some people use them in robotics but I've always relied on Particle Filters. And a woman I've been dating has used them in her econometrics work and I'm pretty sure she used an actual covariance matrix given the academic context.