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The Parallel Bayesian Toolbox (PBT) is a very flexible, high-performance and platform independent C++ programming library for implementing the most common Bayes filter - that is particle filters, Kalman filters and combinations of both - in an easily understandable, high level language, following the MATLAB/Octave programming language, for filtering, smoothing and predicting applications. This is achieved by using optimized linear algebra libraries for numerical computations on central processing units (CPUs) and Nvidia's Compute Unified Device Architecture (CUDA) framework for performing computations on graphics processing units (GPUs).

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