47 citations · 118 across the 4 of their papers we have counts for
5 papers
UD-based pairwise and MIMO Kalman-like filtering for estimation of econometric model structures
Maria V. Kulikova, Julia V. Tsyganova, Gennady Yu. Kulikov
One of the modern research lines in econometrics studies focuses on translating a wide variety of structural econometric models into their state-space form, which allows for effici…
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…
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…
Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
Maria V. Kulikova, Julia V. Tsyganova
This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning syste…