Nonlinear Bayesian filtering, Kalman filter, system identification, adaptive filtering, design of numerically stable estimation methods.
Subject:
My current research interests focus mainly on the theory of numerical methods for Kalman filtering with special emphasis to system identification and adaptive filtering (linear and nonlinear).
Main publications:
G.Yu. Kulikov, M.V. Kulikova, “The accurate continuous-discrete extended Kalman filter for radar tracking”, IEEE Transactions on Signal Processing, 64:4 (2016), 948–958
G. Yu. Kulikov, M. V. Kulikova, “Accurate numerical implementation of the continuous-discrete extended Kalman filter”, IEEE Transactions on Automatic Control, 59:1 (2014), 273–279
M. V. Kulikova, A. Pacheco, “Kalman filter sensitivity evaluation with orthogonal and J-orthogonal transformations”, IEEE Transactions on Automatic Control, 58:7 (2013), 1798-1804
J.V. Tsyganova, M.V. Kulikova, “State Sensitivity Evaluation within UD based Array Covariance Filter”, IEEE Transactions on Automatic Control, 58:11 (2013), 2944 - 2950
M. V. Kulikova, “Likelihood Gradient Evaluation Using Square-Root Covariance Filters”, IEEE Transactions on Automatic Control, 54:3 (2009), 646 – 651
Yu. V. Tsyganova, M. V. Kulikova, “On modern array algorithms for optimal discrete filtering”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 11:4 (2018), 5–30
M. V. Kulikova, J. V. Tsyganova, “Differentiating matrix orthogonal transformations”, Zh. Vychisl. Mat. Mat. Fiz., 55:9 (2015), 1460–1473; Comput. Math. Math. Phys., 55:9 (2015), 1419–1431
2014
3.
M. V. Kulikova, Yu. V. Tsyganova, “A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and $J$-orthogonal tranformations”, Avtomat. i Telemekh., 2014, no. 8, 59–81; Autom. Remote Control, 75:8 (2014), 1402–1419
Yu. V. Tsyganova, M. V. Kulikova, “On efficient parametric identification methods for linear discrete stochastic systems”, Avtomat. i Telemekh., 2012, no. 6, 34–51; Autom. Remote Control, 73:6 (2012), 962–975
M. V. Kulikova, “Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods”, Avtomat. i Telemekh., 2011, no. 4, 99–120; Autom. Remote Control, 72:4 (2011), 766–786
M. V. Kulikova, “On scalarized calculation of the likelihood function in array square-root filtering algorithms”, Avtomat. i Telemekh., 2009, no. 5, 122–139; Autom. Remote Control, 70:5 (2009), 855–871
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