Maria V. Kulikova

Orcid: 0000-0001-8470-9831

Affiliations:
  • Universidade de Lisboa


According to our database1, Maria V. Kulikova authored at least 72 papers between 2003 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
Euler-Maruyama-Based Data-Driven State Restoration and Parameter Adaptation in Stochastic Neural Fields With Finite Signal Transmission Rate.
IEEE Trans. Inf. Theory, June, 2024

NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements.
J. Frankl. Inst., 2024

Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: Conventional and square-root implementations.
Eur. J. Control, 2024

Maximum-correntropy-based sequential method for fast neural population activity reconstruction in the cortex from incomplete abnormally-disturbed noisy measurements.
Commun. Nonlinear Sci. Numer. Simul., 2024

2023
On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems.
Eur. J. Control, September, 2023

Data-driven parameter estimation in stochastic dynamic neural fields by state-space approach and continuous-discrete extended Kalman filtering.
Digit. Signal Process., May, 2023

Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed.
J. Frankl. Inst., 2023

On the stable Cholesky factorization-based method for the maximum correntropy criterion Kalman filtering.
CoRR, 2023

2022
Hyperbolic-SVD-Based Square-Root Unscented Kalman Filters in Continuous-Discrete Target Tracking Scenarios.
IEEE Trans. Autom. Control., 2022

Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems.
Eur. J. Control, 2022

Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach.
Digit. Signal Process., 2022

Sequential method for fast neural population activity reconstruction in the cortex from incomplete noisy measurements.
Comput. Biol. Medicine, 2022

Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods.
Autom., 2022

Accurate Itô-Taylor-Discretization-Based State Estimation in Stochastic Neural Field Equations with Infinite Signal Transmission Rate.
Proceedings of the European Control Conference, 2022

Pattern Recognition Facilities of Extended Kalman Filtering in Stochastic Neural Fields.
Proceedings of the European Control Conference, 2022

2021
SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation.
J. Comput. Appl. Math., 2021

Numerical solution of the neural field equation in the presence of random disturbance.
J. Comput. Appl. Math., 2021

MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods.
Eur. J. Control, 2021

Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems.
Eur. J. Control, 2021

Ito^-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems.
Eur. J. Control, 2021

Estimating a degree of evolving market efficiency: How efficient is the Romanian stock market?
Proceedings of the 25th International Conference on System Theory, Control and Computing, 2021

Reconstruction of Hidden States in Stochastic Neural Field Equations with Infinite Signal Transmission Rate.
Proceedings of the 25th International Conference on System Theory, Control and Computing, 2021

Self-Adaptive MATLAB-Based Gauss-Hermite Quadrature Filter for State Estimation in Nonlinear Continuous-Discrete Stochastic Systems.
Proceedings of the 2021 European Control Conference, 2021

2020
UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures.
IEEE Trans. Autom. Control., 2020

Chandrasekhar-Based Maximum Correntropy Kalman Filtering With the Adaptive Kernel Size Selection.
IEEE Trans. Autom. Control., 2020

Square-root accurate continuous-discrete extended-unscented Kalman filtering methods with embedded orthogonal and <i>J</i>-orthogonal <i>QR</i> decompositions for estimation of nonlinear continuous-time stochastic models in radar tracking.
Signal Process., 2020

A general approach for designing the MWGS-based information-form Kalman filtering methods.
Eur. J. Control, 2020

SVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurements.
Autom., 2020

Accuracy Study in Numerical Simulations to Stochastic Neural Field Equations.
Proceedings of the 24th International Conference on System Theory, Control and Computing, 2020

Numerically Robust Maximum Correntropy Criterion Kalman Filtering Using the UD Covariance Factorization Approach.
Proceedings of the 18th European Control Conference, 2020

2019
Square-Root Approach for Chandrasekhar-Based Maximum Correntropy Kalman Filtering.
IEEE Signal Process. Lett., 2019

Factored-form Kalman-like implementations under maximum correntropy criterion.
Signal Process., 2019

Effective Numerical Solution to Two-Dimensional Stochastic Neural Field Equations.
Proceedings of the 23rd International Conference on System Theory, Control and Computing, 2019

One-Step Condensed Forms for Square-Root Maximum Correntropy Criterion Kalman Filtering.
Proceedings of the 23rd International Conference on System Theory, Control and Computing, 2019

Numerical Simulation of Neural Fields with Finite Transmission Speed and Random Disturbance.
Proceedings of the 23rd International Conference on System Theory, Control and Computing, 2019

SVD-Based Factored-Form Extended Kalman Filters for State Estimation in Nonlinear Continuous-Discrete Stochastic Systems.
Proceedings of the 23rd International Conference on System Theory, Control and Computing, 2019

Some New Array Information Formulations of the UD-based Kalman Filter.
Proceedings of the 17th European Control Conference, 2019

The J-Orthogonal Square-Root NIRK-Based Extended-Unscented Kalman Filter for Nonlinear Continuous-Discrete Stochastic Systems.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018
Estimation of maneuvering target in the presence of non-Gaussian noise: A coordinated turn case study.
Signal Process., 2018

Stability analysis of Extended, Cubature and Unscented Kalman Filters for estimating stiff continuous-discrete stochastic systems.
Autom., 2018

2017
SVD-Based Kalman Filter Derivative Computation.
IEEE Trans. Autom. Control., 2017

Gradient-Based Parameter Estimation in Pairwise Linear Gaussian System.
IEEE Trans. Autom. Control., 2017

Accurate State Estimation in Continuous-Discrete Stochastic State-Space Systems With Nonlinear or Nondifferentiable Observations.
IEEE Trans. Autom. Control., 2017

Accurate continuous-discrete unscented Kalman filtering for estimation of nonlinear continuous-time stochastic models in radar tracking.
Signal Process., 2017

Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise.
Syst. Control. Lett., 2017

Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering.
Math. Comput. Simul., 2017

NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models.
J. Comput. Appl. Math., 2017

2016
The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking.
IEEE Trans. Signal Process., 2016

Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering.
SIAM J. Sci. Comput., 2016

A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems.
Math. Comput. Simul., 2016

Improved Discrete-Time Kalman Filtering within Singular Value Decomposition.
CoRR, 2016

Do the Contemporary Cubature and Unscented Kalman Filtering Methods Outperform Always the Traditional Extended Kalman Filter?
CoRR, 2016

Identification of human body daily temperature dynamics via minimum state prediction error method.
Proceedings of the 15th European Control Conference, 2016

Adaptive wave filtering for marine vessels within UD-based algorithms.
Proceedings of the 15th European Control Conference, 2016

On computational robustness of accurate continuous-discrete unscented Kalman filtering for target tracking models.
Proceedings of the 15th European Control Conference, 2016

Accurate continuous-discrete extended Kalman filtering for stiff continuous-time stochastic models in chemical engineering.
Proceedings of the 15th European Control Conference, 2016

2015
High-order accurate continuous-discrete extended Kalman filter for chemical engineering.
Eur. J. Control, 2015

A mixed-type accurate continuous-discrete extended-unscented kalman filter for target tracking.
Proceedings of the 14th European Control Conference, 2015

Square-root adaptive Wave Filtering for marine vessels.
Proceedings of the 14th European Control Conference, 2015

State estimation in chemical systems with infrequent measurements.
Proceedings of the 14th European Control Conference, 2015

2014
Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter.
IEEE Trans. Autom. Control., 2014

Adaptive ODE solvers in extended Kalman filtering algorithms.
J. Comput. Appl. Math., 2014

A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and J-orthogonal tranformations.
Autom. Remote. Control., 2014

Accurate state estimation in the Van der Vusse reaction.
Proceedings of the 2014 IEEE Conference on Control Applications, 2014

2013
State Sensitivity Evaluation Within UD Based Array Covariance Filters.
IEEE Trans. Autom. Control., 2013

Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations.
IEEE Trans. Autom. Control., 2013

Square-root Accurate Continuous-Discrete Extended Kalman Filter for target tracking.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2009
Likelihood Gradient Evaluation Using Square-Root Covariance Filters.
IEEE Trans. Autom. Control., 2009

Maximum likelihood estimation via the extended covariance and combined square-root filters.
Math. Comput. Simul., 2009

2006
Score Evaluation Within the Extended Square-Root Information Filter.
Proceedings of the Computational Science, 2006

2003
Fault Point Detection with the Bank of Competitive Kalman Filters.
Proceedings of the Computational Science - ICCS 2003, 2003

On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals.
Proceedings of the Computational Science - ICCS 2003, 2003


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