Membros > Colaboradores

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

Investigador Auxiliar, 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.

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

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

Avaliação por Pares: 599985: Publons reviewer profile


Publicações

Artigos em Revistas Internacionais

Kulikov, Gennady Yu; Kulikova, Maria (2017) Practical implementation of extended Kalman filtering in chemical systems with sparse measurements. Russian Journal of Numerical Analysis and Mathematical Modelling: (in press).
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: (in press).
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.
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.

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 (2017) Do the contemporary cubature and unscented Kalman filtering methods outperform always the traditional extended Kalman filter?. Proceedings of the IFAC 2017 World Congress, Toulouse, France, 3813-3818.
Kulikova, Maria; Tsyganova, J.V. (2017) The UD-based approach for designing pairwise Kalman filtering algorithms. Proceedings of the IFAC 2017 World Congress, Toulouse, France, 1655-1660.
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.

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.

Artigos em Revistas Científicas Nacionais

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.