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Faster Kalman smoothing posed as a quadratic program
Estimate the state trajectory of a 23-dimensional noisy linear system over 46 steps faster than a CVXPY quadratic program, at the same optimum.
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| 1 | +{ | |
| 2 | + "domain": "computer-science", | |
| 3 | + "topics": [ | |
| 4 | + "scientific-computing" | |
| 5 | + ], | |
| 6 | + "type": "algorithm", | |
| 7 | + "benchmark": { | |
| 8 | + "task": "Solve a 23-state, 46-step Kalman smoothing QP faster than CVXPY", | |
| 9 | + "metric": { | |
| 10 | + "name": "Speed-up over the reference implementation (×)", | |
| 11 | + "better": "higher" | |
| 12 | + }, | |
| 13 | + "baseline": { | |
| 14 | + "name": "Reference implementation", | |
| 15 | + "score": 1 | |
| 16 | + } | |
| 17 | + }, | |
| 18 | + "source": { | |
| 19 | + "key": "algotune", | |
| 20 | + "name": "AlgoTune", | |
| 21 | + "url": "https://github.com/oripress/AlgoTune/tree/main/AlgoTuneTasks/kalman_filter", | |
| 22 | + "id": "kalman_filter", | |
| 23 | + "curator": "Ori Press and the AlgoTune contributors", | |
| 24 | + "poser": "Ori Press et al. (AlgoTune)", | |
| 25 | + "status": "open", | |
| 26 | + "as_of": "2026-10-20", | |
| 27 | + "catalog": "0521c19bbd38" | |
| 28 | + } | |
| 29 | +} | |