Kalman Filter under vvvv,,, or under arduino ?

Projects Interfacing w/ Software on the Computer
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Hello guys, im new on the forum, i hope this is the rigth place

Im planing to do a oculus rift glases with a sony glasstron that i have, and a 9dof from dx.com

It took me a day, but finally i got the data from the 3 axis of the 3 sensors on the pc... but this data is almost useless without filtering.

This is what i want to achive,,,

and i want to get the angle of each axes + raw data on my terminal to implement the virtual camera and enviroment under vvvv. The question is,,, how do i implement the Kalman Filter math ?
Is better to do it on the arduino side rather than on the cpu side ? how can i implement Kalman Filter on the code that im using ?

Here is the link of the code http://arduino.cc/forum/index.php/topic,156436.0.html

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This is the Kalman guide, http://arduino.cc/forum/index.php/topic,58048.0.html

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Exelent guide Erdin, thanks again!
i was able to implement it, and it works, but im not using the magnetrometer

is there a way to use those filters on the 9 sensors at the same time to get a very precise movement ?