Skip to main content

Kalman filters vectorized as Single Instruction, Multiple Data

Project description

Fast Kalman filters in Python leveraging single-instruction multiple-data vectorization. That is, running n similar Kalman filters on n independent series of observations. Not to be confused with SIMD processor instructions.

See full documentation.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page