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.
| # | Route | Speed-up over the reference implementation (×) ↑ | vs baseline |
|---|---|---|---|
| — | Baseline · Reference implementation | 1 | the bars start here |