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Bibliographic Details
Main Author: Han, Bingyan
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2302.05993
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author Han, Bingyan
author_facet Han, Bingyan
contents This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to characterize a set of plausible alternative models. The optimization problem is transformed into a convex nonlinear semi-definite programming problem and solved using the trust-region interior point method with the aid of $LDL^\top$ decomposition. The empirical outperformance is demonstrated through target tracking and pairs trading.
format Preprint
id arxiv_https___arxiv_org_abs_2302_05993
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Distributionally robust Kalman filtering with volatility uncertainty
Han, Bingyan
Optimization and Control
This work presents a distributionally robust Kalman filter to address uncertainties in noise covariance matrices and predicted covariance estimates. We adopt a distributionally robust formulation using bicausal optimal transport to characterize a set of plausible alternative models. The optimization problem is transformed into a convex nonlinear semi-definite programming problem and solved using the trust-region interior point method with the aid of $LDL^\top$ decomposition. The empirical outperformance is demonstrated through target tracking and pairs trading.
title Distributionally robust Kalman filtering with volatility uncertainty
topic Optimization and Control
url https://arxiv.org/abs/2302.05993