Title
Error Bounds And Guidelines For Privacy Calibration In Differentially Private Kalman Filtering
Abstract
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.
Year
DOI
Venue
2019
10.23919/ACC45564.2020.9147779
2020 AMERICAN CONTROL CONFERENCE (ACC)
DocType
Volume
ISSN
Journal
abs/1903.08199
0743-1619
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Kasra Yazdani181.14
Hale, M.T.2176.84