Speciality: 05.13.18 (Mathematical modelling, calculating methods, and the program systems)
E-mail: ,
Website: https://www.ulsu.ru/ru/employees/2429
Keywords: parameter identification, robust Kalman filter computations, numerically efficient algorithms for stochastic systems, scientific computing.
UDC: 519.6, 519.7
MSC: 93E10, 93E11, 93E12, 93E24

Subject:

Numerically efficient methods and algorithms for parameter identification of mathematical models of stochastic systems with control and filtering

Main publications:

1. M.V. Kulikova, J.V. Tsyganova, “Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering”, International Journal of Adaptive Control and Signal Processing, 29:11 (2015), 1411–1426      
2. J.V. Tsyganova, M.V. Kulikova, “State Sensitivity Evaluation within UD based Array Covariance Filter”, IEEE Transactions on Automatic Control, 58:11 (2013), 2944–2950      
3. I.V. Semushin, J.V. Tsyganova, “Adaptation in Stochastic Dynamic Systems - Survey and New Results IV: Seeking Minimum of API in Parameters of Data”, Int. J. Communications, Network and System Sciences, 6:12 (2013), 513–518  
4. Yu.V. Tsyganova, M.V. Kulikova, “On efficient parametric identification methods for linear discrete stochastic systems”, Avtomat. i Telemekh., 2012, no. 6, 34–51  ; Autom. Remote Control, 73:6 (2012), 962–975    
5. Yu.V. Tsyganova, “Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems”, Avtomat. i Telemekh., 2011, no. 9, 142–160      ; Autom. Remote Control, 72:9 (2011), 1925–1940    

Publications in Math-Net.Ru

Personal pages:

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Organisations:

• Ulyanovsk State University