Local Decomposition of Kalman Filters and its Application for Secure State Estimation
Xinghua Liu, Yilin Mo, Emanuele Garone
Abstract
This article is concerned with the secure state estimation problem of a linear discrete-time Gaussian system in the presence of sparse integrity attacks. <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathbf {m}$</tex-math></inline-formula> sensors are deployed to monitor the state and <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathbf {p}$</tex-math></inline-formula> of them can potentially be compromised by an adversary, whose data can be arbitrarily manipulated by the attacker. We show that the optimal Kalman estimate can be decomposed as a weighted sum of local state estimates. Based on these local estimates, we propose a convex optimization based approach to generate a more secure state estimate. It is proved that our proposed estimator coincides with the Kalman estimator with a certain probability when all sensors are benign. Besides, we establish a sufficient condition under which the proposed estimator is stable against the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathbf {(p,m)}$</tex-math></inline-formula> -sparse attack. A numerical example is provided to validate the secure state estimation scheme.