{"ID":2842303,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.10363","arxiv_id":"2511.10363","title":"On The Performance of Prefix-Sum Parallel Kalman Filters and Smoothers on GPUs","abstract":"This paper presents an experimental evaluation of parallel-in-time Kalman filters and smoothers using graphics processing units (GPUs). In particular, the paper evaluates different all-prefix-sum algorithms, that is, parallel scan algorithms for temporal parallelization of Kalman filters and smoothers in two ways: by calculating the required number of operations via simulation, and by measuring the actual run time of the algorithms on real GPU hardware. In addition, a novel parallel-in-time two-filter smoother is proposed and experimentally evaluated. Julia code for Metal and CUDA implementations of all the algorithms is made publicly available.","short_abstract":"This paper presents an experimental evaluation of parallel-in-time Kalman filters and smoothers using graphics processing units (GPUs). In particular, the paper evaluates different all-prefix-sum algorithms, that is, parallel scan algorithms for temporal parallelization of Kalman filters and smoothers in two ways: by c...","url_abs":"https://arxiv.org/abs/2511.10363","url_pdf":"https://arxiv.org/pdf/2511.10363v1","authors":"[\"Simo Särkkä\",\"Ángel F. García-Fernández\"]","published":"2025-11-13T14:39:47Z","proceeding":"stat.CO","tasks":"[\"stat.CO\",\"cs.DC\",\"math.DS\"]","methods":"[]","has_code":false}