How to improve the reliability of KF estimation?
For very long times, ive used the KF as a parametrized estimator, training the noise matrices, fitting them standard conditions. Just like a "neural net" on the covariance noises. And you have killer results ;).

And the method?... I've applied any standard nonlinear, gradient descent optimization algorithm, such as Newton Raphson, Levenberg Marquardt...

Sweet, simple, unexpected, and excelent results :). Though unpublishable xd.

If you have data, we can try them...