Project: simdkalman

Kalman filters vectorized as Single Instruction, Multiple Data

Project Details

Latest version
1.0.4
Home Page
https://github.com/oseiskar/simdkalman
PyPI Page
https://pypi.org/project/simdkalman/

Project Popularity

PageRank
0.002409893603497785
Number of downloads
68468

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 <https://simdkalman.readthedocs.io/>_.