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 2016Show all

5 papers · 1 filter

eess.SY2016★ 29 cited

State Sensitivity Evaluation Within UD Based Array Covariance Filters

Julia V. Tsyganova, Maria V. Kulikova

This technical note addresses the UD factorization based Kalman filtering (KF) algorithms. Using this important class of numerically stable KF schemes, we extend its functionality…

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…

eess.SY2016★ 80 cited

Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

Maria V. Kulikova

Recent developments in the realm of state estimation of stochastic dynamic systems in the presence of non-Gaussian noise have induced a new methodology called the maximum correntro…

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…

eess.SY2016★ 18 cited

Do the Contemporary Cubature and Unscented Kalman Filtering Methods Outperform Always the Traditional Extended Kalman Filter?

G. Yu. Kulikov, M. V. Kulikova

This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and…