Visible to the public Error Bounds and Guidelines for Privacy Calibration in Differentially Private Kalman Filtering

TitleError Bounds and Guidelines for Privacy Calibration in Differentially Private Kalman Filtering
Publication TypeConference Paper
Year of Publication2020
AuthorsYazdani, Kasra, Hale, Matthew
Conference Name2020 American Control Conference (ACC)
Date PublishedJuly 2020
PublisherIEEE
ISBN Number978-1-5386-8266-1
Keywordscontrol theory, Human Behavior, Kalman filters, Perturbation methods, privacy, pubcrawl, resilience, Resiliency, Scalability, Trajectory
AbstractDifferential 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.
URLhttps://ieeexplore.ieee.org/document/9147779
DOI10.23919/ACC45564.2020.9147779
Citation Keyyazdani_error_2020