Hi,
 
In your example, the Nelder-Mead method is a lot faster and finds a lower minimum to your function than the SANN method.  
I also tried to look into your kalman filter, but I got lost.  The notation you use is hard to decipher.
 
Neuro
 
#No optimization
> kalman(startwerte*0.9)[1] -265.5831
 
#Optim with Nelder-Mead> optim(startwerte*0.9,kalman,method="Nelder-Mead")$par[1] 0.072320797 0.934972315 0.004593847 0.001847743
$value[1] -305.8315
$countsfunction gradient      255       NA 
$convergence[1] 0
$messageNULL
 
#Optim with SANN
> optim(startwerte*0.9,kalman,method="SANN")   $par[1]  0.003154530  1.009002248 -0.005645733  0.002603398
$value[1] -294.2174
$countsfunction gradient    10000       NA 
$convergence[1] 0
$messageNULL
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