Privacy-preserving state estimation with unreliable channels

A co-design problem of privacy-preserving encoding and filtering is concerned in this paper. A remote legal user estimates states of a dynamic system by the received innovation messages. However, the communication channel is neither reliable nor secure. The messages may be missing during the transmission and have a risk of being intercepted by an eavesdropper. Therefore, in this work, an encoding scheme together with an MMSE estimation algorithm are designed for preserving information privacy and meanwhile guaranteeing estimation performance. We introduce a novel encoding approach using a weighted innovation with a public key to achieve privacy security as well as low computational expense. A filtering algorithm is designed under such an encoding mechanism. And the performance of the filter and the encoding method is analyzed. The feasibility of the encoding approach and the filtering algorithm is illustrated through numerical examples of an unstable system and a stable ballistic roll rate estimation system.