Error Bounds and Guidelines for Privacy Calibration in Differentially Private Kalman Filtering
Error Bounds and Guidelines for Privacy Calibration in Differentially Private Kalman Filtering
复制标题
差分隐私卡尔曼滤波中隐私校准的误差界限和指南
DOI:
10.23919/acc45564.2020.9147779
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发表时间:
2019
期刊:
影响因子:
--
通讯作者:
M. Hale
中科院分区:
文献类型:
--
作者:
Kasra Yazdani;M. Hale
Differential privacy has emerged as a formal framework for protecting sensitive information in control systems. One key feature is that it is immune to post-processing, which means that arbitrary post-hoc computations can be performed on privatized data without weakening differential privacy. It is therefore common to filter private data streams. To characterize this setup, in this paper we present error and entropy bounds for Kalman filtering differentially private state trajectories. We consider systems in which an output trajectory is privatized in order to protect the state trajectory that produced it. We provide bounds on a priori and a posteriori error and differential entropy of a Kalman filter which is processing the privatized output trajectories. Using the error bounds we develop, we then provide guidelines to calibrate privacy levels in order to keep filter error within pre-specified bounds. Simulation results are presented to demonstrate these developments.