80 citations · 455 across the 20 of their papers we have counts for
7 papers · 1 filter
MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
Maria V. Kulikova, Gennady Yu. Kulikov
A stable square-root approach has been recently proposed for the unscented Kalman filter (UKF) and fifth-degree cubature Kalman filter (5D-CKF) as well as for the mixed-type method…
Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
Maria V. Kulikova, Gennady Yu. Kulikov
This paper continues our research devoted to an accurate nonlinear Bayesian filters' design. Our solution implies numerical methods for solving ordinary differential equations (ODE…
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…
Chandrasekhar-based maximum correntropy Kalman filtering with the adaptive kernel size selection
Maria Kulikova
This technical note is aimed to derive the Chandrasekhar-type recursion for the maximum correntropy criterion (MCC) Kalman filtering (KF). For the classical KF, the first Chandrase…
One-step condensed forms for square-root maximum correntropy criterion Kalman filtering
Maria Kulikova
This paper suggests a few novel Cholesky-based square-root algorithms for the maximum correntropy criterion Kalman filtering. In contrast to the previously obtained results, new al…
Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
Maria Kulikova, Gennady Kulikov
This paper addresses the problem of designing the {\it continuous-discrete} unscented Kalman filter (UKF) implementation methods. More precisely, the aim is to propose the MATLAB-b…