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Maria Kulikova

Institutional Address

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

Phone: | Email: | Web:


Academy Research Fellow, Instituto Superior Técnico, Universidade de Lisboa


Statistics and Stochastic Processes

Principal Area

Bayesian filtering and parameter estimation

Other Area

system identification; computational statistics


  • 2006  Ph.D. in mathematics, Ulyanovsk State University, Russian Federation.
  • 2001 M.Sc. in mathematics, Ulyanovsk State University, Russian Federation.

Mathematics Subject Classification (2000): Primary interest: 93E11, 93E35, 65C60; Secondary interest: 93E10, 93E12, 93E24, 93E30

Citations: C-8340-2012: ResearcherID (WoS); 14054196700: Scopus AuthorID; 0000-0001-8470-9831: ORCID; Google Scholar

Peer-Review: 599985: Publons reviewer profile


Papers in International Journals

Kulikov, Gennady Yu; Kulikova, Maria (2018) Practical implementation of extended Kalman filtering in chemical systems with sparse measurements. Russian Journal of Numerical Analysis and Mathematical Modelling: 33(1), 41-53.
Kulikov, Gennady Yu; Kulikova, Maria (2018) Estimation of maneuvering target in the presence of non-Gaussian noise: a coordinated turn case study. Signal Processing: 145, 241-257.
Kulikov, Gennady Yu; Kulikova, Maria (2018) Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems. Automatica: 90, 91-97.
Kulikov, Gennady Yu; Kulikova, Maria (2017) Accurate continuous–discrete unscented Kalman filtering for estimation of nonlinear continuous-time stochastic models in radar tracking. Signal Processing: 139, 25-35.
Tsyganova, J.V.; Kulikova, Maria (2017) SVD-based Kalman Filter Derivative Computation. IEEE Transactions on Automatic Control: 62(9), 4869-4875.
Kulikova, Maria; Kulikov, Gennady Yu (2017) NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models. Journal of Computational and Applied Mathematics: 316, 260-270.
Kulikov, Gennady Yu; Kulikova, Maria (2017) Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements. Applied Numerical Mathematics: 111, 260-275.
Kulikova, Maria; Tsyganova, M.V. (2017) Improved discrete-time Kalman filtering within singular value decomposition. IET Control Theory and Applications : 11(15), 2412-2418.
Kulikov, Gennady Yu; Kulikova, Maria (2017) Accurate state estimation in continuous-discrete stochastic state-space systems with nonlinear or nondifferentiable observations. IEEE Transactions on Automatic Control: 43(8), 4243-4250.
Kulikova, Maria (2017) Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise. Systems and Control Letters: 108, 8-15.
Kulikov, Gennady Yu; Kulikova, Maria (2017) Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering. Mathematics and Computers in Simulation: 142, 62-81.
Kulikov, Gennady Yu; Kulikova, Maria (2017) Do the contemporary cubature and unscented Kalman filtering methods outperform always the extended Kalman filter?. IFAC-PapersOnLine: 50(1), 3762-3767.
Kulikov, Gennady Yu; Kulikova, Maria (2017) Square-root Kalman-like filters for estimation of stiff continuous-time stochastic systems with ill-conditioned measurements. IET Control Theory and Applications: 11(9), 1420-1425.
Kulikov, Gennady Yu; Kulikova, Maria (2017) The continuous-discrete extended Kalman filter revisited. Russian Journal of Numerical Analysis and Mathematical Modelling: 32(1), 27-38.
Kulikova, Maria (2017) Gradient-based parameter estimation in pairwise linear Gaussian system. IEEE Transactions on Automatic Control: 62(3), 1511-1517.
Kulikova, Maria; Tsyganova, J.V. (2017) The UD-based approach for designing pairwise Kalman filtering algorithms. IFAC-PapersOnLine: 50(1), 1619-1624.
Kulikov, Gennady Yu; Kulikova, Maria (2016) The accurate continuous-discrete extended Kalman filter for radar tracking. IEEE Transactions on Signal Processing: 64(4), 948-958.
Kulikova, Maria; Tsyganova, J.V. (2016) A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems. Mathematics and Computers in Simulation : 119, 128-141.
Kulikov, Gennady Yu; Kulikova, Maria (2016) Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering. SIAM Journal on Scientific Computing : 38(6), A3565-A3588.
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(4), 239-249.
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: 29(11), 1411-1426.
Kulikova, Maria; Tsyganova, J.V. (2015) Differentiating matrix orthogonal transformations. Computational Mathematics and Mathematical Physics: 55(9), 1460-1473.
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; 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; 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) Maximum likelihood estimation via the extended covariance and combined square-root filters. Mathematics and Computers in Simulation: 79, 1641-1657.
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; 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.


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).

Communications in Conference Proceedings

Kulikova, Maria; Tsyganova, J.V.; Semushin, I.V. (2016) Adaptive wave filtering for marine vessels within UD-based algorithms. Proceedings of European Control Conference, Aalborg, Denmark, 1129-1134.
Semushin, I.V.; Tsyganova, J.V.; Kulikova, Maria; Tsyganov, A.; Peskov, A. (2016) Identification of human body daily temperature dynamics via minimum state prediction error method. Proceedings of European Control Conference, Aalborg, Denmark, 2429-2434.
Kulikova, Maria; Kulikov, Gennady Yu (2016) On computational robustness of accurate continuous-discrete unscented Kalman filtering for target tracking models. Proceedings 15th Annual European Control Conference, ECC 2016, Aalborg, Denmark, July 29 - June 1.
Kulikov, Gennady Yu; Kulikova, Maria (2016) Accurate continuous-discrete extended Kalman filtering for stiff continuous-time stochastic models in chemical engineering.  Proceedings of European Control Conference, Aalborg, Denmark, 1728-1733.
Kulikova, Maria (2015) Square-root adaptive wave filtering for marine vessels. Proceedings of European Control Conference, Linz, Austria, 3143–3148.
Kulikov, Gennady Yu; Kulikova, Maria (2015) State estimation in chemical systems with infrequent measurements. Proceedings of the 2015 European Control Conference (ECC 2015), Linz, Austria, 2688–2693.
Kulikova, Maria; Kulikov, Gennady Yu (2015) A mixed-type accurate continuous-discrete extended-unscented Kalman filter for target tracking. Proceedings of the 2015 European Control Conference (ECC 2015), Linz, Austria, 2824–2829.
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.


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

Papers in National Scientific Journals

Kulikova, Maria; Tsyganova, J.V. (2017) Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise. Computational Technologies : 22(3), 45-60.
Kulikova, Maria; Kulikov, Gennady Yu (2016) Numerical methods for nonlinear filtering of signals and measurements. Computational Technologies: 21(4), 64-98.