Detection of Mispricing in the Black–Scholes PDE Using the Derivative-Free Nonlinear Kalman Filter

Computational Economics ◽

10.1007/s10614-016-9575-2 ◽

2016 ◽

Vol 50 (1) ◽

pp. 1-20 ◽

Author(s):

G. Rigatos ◽

N. Zervos

Keyword(s):

Kalman Filter ◽

Derivative Free ◽

Black Scholes ◽

Nonlinear Kalman Filter

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Highway traffic estimation of improved precision using the derivative-free nonlinear Kalman Filter

10.1063/1.4938920 ◽

2015 ◽

Author(s):

Gerasimos Rigatos ◽

Pierluigi Siano ◽

Nikolaos Zervos ◽

Alexey Melkikh

Keyword(s):

Kalman Filter ◽

Highway Traffic ◽

Derivative Free ◽

Nonlinear Kalman Filter ◽

Traffic Estimation

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Nonlinear Feedback Control of Three-Phase Inverter Systems Using the Derivative-Free Nonlinear Kalman Filter

Intelligent Industrial Systems ◽

10.1007/s40903-015-0011-z ◽

2015 ◽

Vol 1 (1) ◽

pp. 3-14 ◽

Author(s):

G. Rigatos ◽

P. Siano ◽

N. Zervos ◽

C. Cecati

Keyword(s):

Kalman Filter ◽

Feedback Control ◽

Nonlinear Feedback Control ◽

Nonlinear Feedback ◽

Phase Inverter ◽

Three Phase ◽

Derivative Free ◽

Nonlinear Kalman Filter ◽

Three Phase Inverter

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Doubly-fed induction generators control using the derivative-free nonlinear Kalman Filter

IECON 2013 - 39th Annual Conference of the IEEE Industrial Electronics Society ◽

10.1109/iecon.2013.6700400 ◽

2013 ◽

Author(s):

Gerasimos Rigatos ◽

Pierluigi Siano ◽

Nikolaos Zervos

Keyword(s):

Kalman Filter ◽

Induction Generators ◽

Doubly Fed Induction Generators ◽

Derivative Free ◽

Nonlinear Kalman Filter ◽

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Control of Quadrotors with the Use of the Derivative-Free Nonlinear Kalman Filter

Intelligent Industrial Systems ◽

10.1007/s40903-015-0030-9 ◽

2015 ◽

Vol 1 (4) ◽

pp. 275-287 ◽

Author(s):

G. Rigatos ◽

P. Siano

Keyword(s):

Kalman Filter ◽

Derivative Free ◽

Nonlinear Kalman Filter

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PMSG sensorless control with the use of the derivative-free nonlinear Kalman filter

2013 International Conference on Clean Electrical Power (ICCEP) ◽

10.1109/iccep.2013.6586926 ◽

2013 ◽

Author(s):

Gerasimos Rigatos ◽

Pierluigi Siano ◽

Nikolaos Zervos

Keyword(s):

Kalman Filter ◽

Sensorless Control ◽

Derivative Free ◽

Nonlinear Kalman Filter

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Robust control of valves in ship diesel engines with the use of the Derivative-free nonlinear Kalman filter

Proceedings of the Institution of Mechanical Engineers Part I Journal of Systems and Control Engineering ◽

10.1177/0959651814548298 ◽

2014 ◽

Vol 228 (9) ◽

pp. 631-644 ◽

Author(s):

Gerasimos Rigatos ◽

Pierluigi Siano

Keyword(s):

Kalman Filter ◽

Robust Control ◽

Diesel Engines ◽

Derivative Free ◽

Nonlinear Kalman Filter

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PMSG sensorless control with the Derivative-free nonlinear Kalman Filter for Distributed Generation units

IFAC Proceedings Volumes ◽

10.3182/20130703-3-fr-4038.00009 ◽

2013 ◽

Vol 46 (11) ◽

pp. 9-14

Author(s):

Gerasimos Rigatos ◽

Pierluigi Siano ◽

Nikolaos Zervos

Keyword(s):

Kalman Filter ◽

Distributed Generation ◽

Sensorless Control ◽

Derivative Free ◽

Nonlinear Kalman Filter

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Robust synchronization of coupled neural oscillators using the derivative-free nonlinear Kalman Filter

Cognitive Neurodynamics ◽

10.1007/s11571-014-9299-8 ◽

2014 ◽

Vol 8 (6) ◽

pp. 465-478 ◽

Author(s):

Gerasimos Rigatos

Keyword(s):

Kalman Filter ◽

Neural Oscillators ◽

Robust Synchronization ◽

Derivative Free ◽

Nonlinear Kalman Filter

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Condition monitoring of gas-turbine power units using the Derivative-free nonlinear Kalman Filter

2018 International Conference on Smart Energy Systems and Technologies (SEST) ◽

10.1109/sest.2018.8495814 ◽

2018 ◽

Author(s):

G. Rigatos ◽

N. Zervos ◽

D. Setpanos ◽

V. Siadimas ◽

Pierluigi Siano ◽

...

Keyword(s):

Kalman Filter ◽

Gas Turbine ◽

Condition Monitoring ◽

Derivative Free ◽

Nonlinear Kalman Filter

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Condition monitoring for three-phase inverters with the Derivative-free nonlinear Kalman Filter

2019 IEEE PES Innovative Smart Grid Technologies Europe (ISGT-Europe) ◽

10.1109/isgteurope.2019.8905559 ◽

2019 ◽

Author(s):

G. Rigatos ◽

D. Serpanos ◽

V. Siadimas ◽

Pierluigi Siano ◽

Masoud Abbaszadeh

Keyword(s):

Kalman Filter ◽

Condition Monitoring ◽

Three Phase ◽

Derivative Free ◽

Nonlinear Kalman Filter

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