80 citations · 455 across the 20 of their papers we have counts for
7 papers · 1 filter
Factored-form Kalman-like implementations under maximum correntropy criterion
Maria V. Kulikova
The maximum correntropy criterion (MCC) methodology is recognized to be a robust filtering strategy with respect to outliers and shown to outperform the classical Kalman filter (KF…
On the stable Cholesky factorization-based method for the maximum correntropy criterion Kalman filtering
Maria V. Kulikova
This paper continues the research devoted to the design of numerically stable square-root implementations for the maximum correntropy criterion Kalman filtering (MCC-KF). In contra…
SVD-based Kalman Filter Derivative Computation
Julia V. Tsyganova, Maria V. Kulikova
Recursive adaptive filtering methods are often used for solving the problem of simultaneous state and parameters estimation arising in many areas of research. The gradient-based sc…
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…
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…
Likelihood Gradient Evaluation Using Square-Root Covariance Filters
Maria V. Kulikova
Using the array form of numerically stable square-root implementation methods for Kalman filtering formulas, we construct a new square-root algorithm for the log-likelihood gradien…
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…