Yu. V. Tsyganova
AuthID: R-006-E10
1
TITLE: SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation Full Text
AUTHORS: Kulikova, MV; Tsyganova, JV; Kulikov, GY;
PUBLISHED: 2021, SOURCE: 15th Seminar on the Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF) in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, VOLUME: 387
AUTHORS: Kulikova, MV; Tsyganova, JV; Kulikov, GY;
PUBLISHED: 2021, SOURCE: 15th Seminar on the Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF) in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, VOLUME: 387
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: A general approach for designing the MWGS-based information-form Kalman filtering methods
AUTHORS: Julia V Tsyganova; Maria V Kulikova; Andrey V Tsyganov;
PUBLISHED: 2020, SOURCE: EUROPEAN JOURNAL OF CONTROL, VOLUME: 56
AUTHORS: Julia V Tsyganova; Maria V Kulikova; Andrey V Tsyganov;
PUBLISHED: 2020, SOURCE: EUROPEAN JOURNAL OF CONTROL, VOLUME: 56
INDEXED IN: Scopus WOS
Scopus WOS3
TITLE: Numerically Robust Maximum Correntropy Criterion Kalman Filtering Using the UD Covariance Factorization Approach
AUTHORS: Kulikova, MV; Tsyganova, JV;
PUBLISHED: 2020, SOURCE: 18th European Control Conference, ECC 2020 in European Control Conference 2020, ECC 2020
AUTHORS: Kulikova, MV; Tsyganova, JV;
PUBLISHED: 2020, SOURCE: 18th European Control Conference, ECC 2020 in European Control Conference 2020, ECC 2020
INDEXED IN: Scopus
Scopus4
TITLE: UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures Full Text
AUTHORS: Maria V Kulikova; Julia V Tsyganova; Gennady Yu. Kulikov;
PUBLISHED: 2020, SOURCE: IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOLUME: 65, ISSUE: 10
AUTHORS: Maria V Kulikova; Julia V Tsyganova; Gennady Yu. Kulikov;
PUBLISHED: 2020, SOURCE: IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOLUME: 65, ISSUE: 10
INDEXED IN: WOS
WOS5
TITLE: Numerically Robust Maximum Correntropy Criterion Kalman Filtering Using the UD Covariance Factorization Approach
AUTHORS: Kulikova, MV; Tsyganova, JV;
PUBLISHED: 2020, SOURCE: 18th European Control Conference (ECC) in 2020 EUROPEAN CONTROL CONFERENCE (ECC 2020)
AUTHORS: Kulikova, MV; Tsyganova, JV;
PUBLISHED: 2020, SOURCE: 18th European Control Conference (ECC) in 2020 EUROPEAN CONTROL CONFERENCE (ECC 2020)
INDEXED IN: WOS
WOS6
TITLE: On modern array algorithms for optimal discrete filtering
AUTHORS: Yu V Tsyganova; Kulikova, MV;
PUBLISHED: 2018, SOURCE: Bulletin of the South Ural State University, Series: Mathematical Modelling, Programming and Computer Software, VOLUME: 11, ISSUE: 4
AUTHORS: Yu V Tsyganova; Kulikova, MV;
PUBLISHED: 2018, SOURCE: Bulletin of the South Ural State University, Series: Mathematical Modelling, Programming and Computer Software, VOLUME: 11, ISSUE: 4
INDEXED IN: Scopus
Scopus7
TITLE: SVD-based state estimation of pairwise markov models with application in econometrics
AUTHORS: Kulikova, MV; Tsyganova, JV; Kulikov, GY;
PUBLISHED: 2018, SOURCE: 22nd International Conference on System Theory, Control and Computing, ICSTCC 2018 in 2018 22nd International Conference on System Theory, Control and Computing, ICSTCC 2018 - Proceedings
AUTHORS: Kulikova, MV; Tsyganova, JV; Kulikov, GY;
PUBLISHED: 2018, SOURCE: 22nd International Conference on System Theory, Control and Computing, ICSTCC 2018 in 2018 22nd International Conference on System Theory, Control and Computing, ICSTCC 2018 - Proceedings
INDEXED IN: Scopus
Scopus8
TITLE: ON MODERN ARRAY ALGORITHMS FOR OPTIMAL DISCRETE FILTERING
AUTHORS: Yu. V Tsyganova; Kulikova, MV;
PUBLISHED: 2018, SOURCE: BULLETIN OF THE SOUTH URAL STATE UNIVERSITY SERIES-MATHEMATICAL MODELLING PROGRAMMING & COMPUTER SOFTWARE, VOLUME: 11, ISSUE: 4
AUTHORS: Yu. V Tsyganova; Kulikova, MV;
PUBLISHED: 2018, SOURCE: BULLETIN OF THE SOUTH URAL STATE UNIVERSITY SERIES-MATHEMATICAL MODELLING PROGRAMMING & COMPUTER SOFTWARE, VOLUME: 11, ISSUE: 4
INDEXED IN: WOS
WOS9
TITLE: SVD-based State Estimation of Pairwise Markov Models with Application in Econometrics
AUTHORS: Maria V Kulikova; Julia V Tsyganova; Gennady Yu. Kulikov;
PUBLISHED: 2018, SOURCE: 22nd International Conference on System Theory, Control and Computing (ICSTCC) in 2018 22ND INTERNATIONAL CONFERENCE ON SYSTEM THEORY, CONTROL AND COMPUTING (ICSTCC)
AUTHORS: Maria V Kulikova; Julia V Tsyganova; Gennady Yu. Kulikov;
PUBLISHED: 2018, SOURCE: 22nd International Conference on System Theory, Control and Computing (ICSTCC) in 2018 22ND INTERNATIONAL CONFERENCE ON SYSTEM THEORY, CONTROL AND COMPUTING (ICSTCC)
INDEXED IN: WOS
WOS10
TITLE: SVD-Based Kalman Filter Derivative Computation Full Text
AUTHORS: Julia V Tsyganova; Maria V Kulikova;
PUBLISHED: 2017, SOURCE: IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOLUME: 62, ISSUE: 9
AUTHORS: Julia V Tsyganova; Maria V Kulikova;
PUBLISHED: 2017, SOURCE: IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOLUME: 62, ISSUE: 9
INDEXED IN: Scopus WOS
Scopus WOS