A production-grade Rao-Blackwellized particle filter implementation using the Kim-Shephard-Chib (1998) observation model with Omori et al. (2007) 10-component mixture approximation. Optimized for s…

Optimized and MKL-accelerated Square-Root Unscented Kalman Filter with Student-t outlier rejection.

High-performance ICEEMDAN implementation using Intel MKL. Header-only C++17, OpenMP parallelized, ~11ms @ 2048 samples. Cubic/Akima splines, multiple processing modes (Standard/Finance/Scientific).

FFT-accelerated Singular Spectrum Analysis in C. SSA at the speed of FFT. Decompose time series into trend, seasonality & noise. O(N log N) Hankel matvec.

High-performance 2D particle filter for stochastic volatility estimation. Intel MKL-accelerated, AVX2-optimized, ~36k ticks/sec at N=4000.

Ultra-fast Bayesian Online Change Point Detection in C. Hand-tuned AVX2 assembly delivers 3 million observations/sec: that's 33x faster than naive and 4,100x faster than Python. Sub-microsecond lat…

Safety-hardened GEMM (matrix multiply) implementation achieving 169.8 GFLOPS on Intel i9-14900. Built for embedded systems and safety-critical applications where reliability matters as much as spee…

Microcontroller friendly, efficient Savitzky-Golay Implementation with Gram Polynomials and Memoization

VectorFFT is a vectorized, pure C FFT library optimized for x86 processors (AVX-512, AVX2, SSE2) with zero external dependencies. It implements mixed-radix algorithms for common sizes and Bluestein…

UKF

This implementation provides algorithms for detecting and analyzing peaks in noisy signals

This repository is a self-contained ARIMA (AutoRegressive Integrated Moving Average) implementation in C

This repository contains an optimized implementation of Recursive Least Squares (RLS) for polynomial regression, using QR decomposition with Givens rotations. It supports efficient real-time data u…

Microcontroller-friendly C implementation of Recursive Least Squares (RLS) for running gradient analysis, including linear, cubic, and quadratic trends, optimized for real-time trend and peak detec…

A Savitzky-Golay implementation that dynamically applies the most optimal window size and polynomial order based on the shape and noise level of the dataset.

Hybrid Network Server with MySQL Connection Pool in C++

simple peak finding with FWHM and prominence calculations. Designed specifically to find the highest valid peak in an impedance curve.

This repository contains a stripped-down version of a peak finding algorithm initially developed as part of a larger embedded systems project.