Abstract: The Kalman filter is a set of mathematical equations that provides an efficient computational (recursive) means to estimate the state of a process. Computational Kalman equations can be described with the process of sequential C++ and parallel Message Passing Interface (MPI)/C ++program. Parallel implementation of Kalman filter has been suggested to improve the execution time. MPI is applied to the computation of parallel Kalman filter. Distributed memory implementation programs are compiled and executed on Windows High Performance Computing (HPC) Server 2008 with Microsoft Visual Studio 2012 including MPI.