Membros > Investigadores e Pós-Docs

Maria Kulikova

Morada Institucional

Instituto Superior Técnico (IST)
Av. Rovisco Pais 1
1049-001 LISBOA


Telefone: | Email: kulikova.maria@yahoo.com | Web: fenix.tecnico.ulisboa.pt/homepage/ist90809

Posição

Bolseira de Pós-Doutoramento, Instituto Superior Técnico, Universidade de Lisboa

Área

Estatística e Processos Estocásticos

Área Principal

Filtragem Bayesiana e estimativa de parâmetros

Outra Área

identificação; estatística computacional

Qualificações

  • 2006 Doutoramento em Ciências Físico-Matemáticas, Universidade Estatal de Ulyanovsk, Rússia.
  • 2001 Mestrado em matemática, Universidade Estatal de Ulyanovsk, Rússia.

 


Publicações

Artigos em Revistas Internacionais

Kulikov, Gennady Yu; Kulikova, Maria (2015) High-order accurate continuous-discrete extended Kalman filter for chemical engineering. European Journal of Control: 21, 14-26.
Kulikov, Gennady Yu; Kulikova, Maria (2015) The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems. Russian Journal of Numerical Analysis and Mathematical Modelling: 30(6), (in press).
Kulikova, Maria; Tsyganova, J. (2015) Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering. International Journal of Adaptive Control and Signal Processing, (in press).
Kulikova, Maria; Kulikov, Gennady Yu (2014) Adaptive ODE Solvers in Extended Kalman Filtering Algorithms. Journal of Computational and Applied Mathematics: 262, 205-216.
Kulikov, Gennady Yu; Kulikova, Maria (2014) Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter. IEEE Transactions on Automatic Control: 59(1), 273-279.
Kulikova, Maria; Tsyganova, Yu. V. (2014) A general approach to constructing parameter identification algorithms in the class of square-root filters with orthogonal and J-orthogonal tranformations. Automation and Remote Control: 75(8), 1402-1419.
Kulikova, Maria; Taylor, D. R. (2013) Stochastic Volatility Models for Exchange Rates and Their Estimation Using Quasi-Maximum-Likelihood Methods: an Application to the South African Rand. Journal of Applied Statistics: 40(3), 495-507.
Tsyganova, J. V.; Kulikova, Maria (2013) State Sensitivity Evaluation Within UD Based Array Covariance Filters. IEEE Transactions on Automatic Control: 58(11), 2944-2950.
Kulikova, Maria; Pacheco, António (2013) Kalman Filter Sensitivity Evaluation with Orthogonal and J-Orthogonal Transformations. IEEE Transactions on Automatic Control: 58(7), 1798-1804.
Tsyganova, Yu.V.; Kulikova, Maria (2012) On efficient parametric identification methods for linear discrete stochastic systems. Automation and Remote Control: 73(6), 962-975.
Kulikova, Maria (2011) Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods. Automation and Remote Control: 72(4), 766-786.
Kulikova, Maria; Taylor, D. R. (2010) A Conditionally Heteroskedastic Time Series Model for Certain South African Stock Price Returns. Investment Analysts Journal: 72, 43-52.
Kulikova, Maria (2009) Likelihood Gradient Evaluation Using Square-Root Covariance Filters. IEEE Transactions on Automatic Control: 54(3), 646-651.
Kulikova, Maria (2009) On scalarized calculation of the likelihood function in array square-root filtering algorithms. Automation and Remote Control: 70(5), 855-871.
Kulikova, Maria (2009) Maximum likelihood estimation via the extended covariance and combined square-root filters. Mathematics and Computers in Simulation: 79, 1641-1657.
Kulikova, Maria; Semoushin, I. V. (2006) Score Evaluation Within the Extended Square-Root Information Filter. Lecture Notes in Computer Science: 3991, 473-481.
Kulikova, Maria; Semoushin, I.V. (2005) On the Evaluation of Log Likelihood Gradient for Gaussian Signals. International Journal of Applied Mathematics and Statistics: 3(5), 1–14.
Kulikova, Maria (2003) On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals. Lecture Notes in Computer Science: 2658, 427-435.
Semoushin, I.V.; Tsyganova, J.V.; Kulikova, Maria (2003) Fault Poin Detection with the Bank of Competitive Kalman Filters. Lecture Notes in Computer Science: 2658, 417-426.

Livros

Semushin, I. V.; Tsyganova, Yu. V.; Kulikova, Maria; Fatyanova, O. A. ; Kondratiev, A. E.  (2011) Adaptive systems of filtering, control and fault detection. Ulyanovsk State University, Ulyanovsk: ISBN 978-5-88866-399, 286 pp. (in Russian).

Comunicações em Actas de Conferência

Kulikov, Gennady Yu; Kulikova, Maria (2014) Accurate state estimation in the Van der Vusse reaction. Proceedings of the IEEE 2014 Multi-Conference on Systems and Control, Antibes, France, 8-10 October, 759-764.
Kulikova, Maria; Kulikov, Gennady Yu (2013) Square-root accurate continuous-discrete extended Kalman filter for target tracking. Proceedings of the 52-nd IEEE Conference on Decision and Control, IEEE-CDC 2013, Florence, Italy, 7785-7790.

Teses

Kulikova, Maria (2005) Methods of Evaluation of Log Likelihood Function and its Gradient in Kalman Filtering Algorithms. PhD Thesis, Ulyanovsk State University, Ulyanovsk, Russia.