| Publication | Date of Publication | Type |
|---|
State estimation for nonlinear continuous-discrete stochastic systems. Numerical aspects and implementation issues
Studies in Systems, Decision and Control | 2024-10-29 | Paper |
Maximum-correntropy-based sequential method for fast neural population activity reconstruction in the cortex from incomplete abnormally-disturbed noisy measurements
Communications in Nonlinear Science and Numerical Simulation | 2024-09-12 | Paper |
Euler-Maruyama-based data-driven state restoration and parameter adaptation in stochastic neural fields with finite signal transmission rate
IEEE Transactions on Information Theory | 2024-07-23 | Paper |
Sequential maximum correntropy Kalman filtering
Asian Journal of Control | 2024-06-27 | Paper |
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
Journal of the Franklin Institute | 2024-05-22 | Paper |
Chandrasekhar-based maximum correntropy Kalman filtering with the adaptive kernel size selection
(available as arXiv preprint) | 2023-11-02 | Paper |
On modern array algorithms for optimal discrete filtering
Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" | 2019-06-07 | Paper |
Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
SIAM Journal on Scientific Computing | 2016-11-18 | Paper |
Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
Applied Numerical Mathematics | 2016-11-07 | Paper |
Numerical methods for nonlinear filtering of signals and measurements
Vychislitel'nye Tekhnologii | 2016-11-04 | Paper |
Differentiating matrix orthogonal transformations
Computational Mathematics and Mathematical Physics | 2016-01-06 | Paper |
The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
Russian Journal of Numerical Analysis and Mathematical Modelling | 2015-08-17 | Paper |
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 | 2015-03-13 | Paper |
On efficient parametric identification methods for linear discrete stochastic systems
Automation and Remote Control | 2014-10-15 | Paper |
Adaptive ODE solvers in extended Kalman filtering algorithms
Journal of Computational and Applied Mathematics | 2014-07-17 | Paper |
Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
Automation and Remote Control | 2012-03-23 | Paper |
On scalarized calculation of the likelihood function in array square-root filtering algorithms
Automation and Remote Control | 2010-01-13 | Paper |
Maximum likelihood estimation via the extended covariance and combined square-root filters
Mathematics and Computers in Simulation | 2009-03-09 | Paper |
Score Evaluation Within the Extended Square-Root Information Filter
Computational Science – ICCS 2006 | 2008-12-09 | Paper |
Fault Point Detection with the Bank of Competitive Kalman Filters
Lecture Notes in Computer Science | 2008-09-30 | Paper |
On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals
Lecture Notes in Computer Science | 2008-09-30 | Paper |
