output
20032022
most citedSquare-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

80 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2016 · math.OCShow all

2 papers · 2 filters

math.OC2016★ 47 cited

Improved Discrete-Time Kalman Filtering within Singular Value Decomposition

Maria V. Kulikova, Julia V. Tsyganova

The paper presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially red…

math.OC2016★ 11 cited

An Investment Model with Switching Costs and the Option to Abandon

Mihail Zervos, Carlos Oliveira, Kate Duckworth

We develop a complete analysis of a general entry-exit-scrapping model. In particular, we consider an investment project that operates within a random environment and yields a payo…