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Implemented the Kalman Filter Algorithms on GPU using CUDA programming language. Analysed the run-time performance gain obtained by parallel computation of the various stages of the algorithm.Speed u...

CUDAkalmanFilter

Implemented the Kalman Filter Algorithms on GPU using CUDA programming language. Analysed the run-time performance gain obtained by parallel computation of the various stages of the algorithm.Speed up of 1000x is observed for large input sets.