Secure Control Against Replay Attacks

Size: px
Start display at page:

Download "Secure Control Against Replay Attacks"

Transcription

1 Secure Control Against Replay Attacks Bruno Sinopoli, Yilin Mo Department of Electrical and Computer Engineering, Carnegie Mellon Trust Autumn 2009 Conference Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 1 / 25

2 Today s Infrastructure is... unsafe aging inefficient insecure Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 2 / 25

3 Monitoring, assessment and control Public and private sector enterprises today are highly dependent on information systems to carry out their missions and business functions Technological developments have seen these traditionally closed systems become open and internet-connected, thus putting national services critical infrastructure at risk Physical infrastructures are poorly monitored and loosely controlled Cost of sensing, computing and communication have been major inhibitors Management of large scale, distributed spaces is complex There is a need for design methodologies to address integrated design of the physical and the cyber system Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 3 / 25

4 Cyber Physical System Cyber Physical System (CPS) refer to the embedding of widespread sensing, computation, communication and control into physical space. CPS will transform how we interact with the physical world just like the Internet transformed how we interact with one another. Typical applications of CPS: aerospace, chemical processes, civil infrastructure, energy, manufacturing and transportation. Lots of safety-critical applications. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 4 / 25

5 Challenges Robust design, verification and analysis of performance Design time Compositional analysis Cross layer design tools Software verification Run time Distributed Event Detection Reconfiguration, adaptability Security Attack definition Attack detection Operational continuity Remediation / Reconfiguration Restoration Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 5 / 25

6 Information Security Key properties of information security: 1 Confidentiality: attacker cannot read data packets. 2 Integrity: attacker cannot modify data packets. 3 Availability: data packets are available for estimation and control purpose Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 6 / 25

7 Information Security Key properties of information security: 1 Confidentiality: attacker cannot read data packets. 2 Integrity: attacker cannot modify data packets. 3 Availability: data packets are available for estimation and control purpose Is information security enough? Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 6 / 25

8 Attack on Availability Observation and control packet are sent to the estimator and controller through networks. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 7 / 25

9 Attack on Availability Figure: Stability Regions Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 8 / 25

10 Cyber-Physical Attacks How to get sensors readings? Attacker can place a sensor besides CPS sensor. How to modify sensors readings? Attacker can place an actuator besides CPS sensor. By monitoring and affecting the environment around CPS sensors, the attack can get and modify the sensors reading without interfering the communication. Example: Using thermometer and ice to monitor and control a temperature sensor without breaking confidentiality and integrity. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 9 / 25

11 Attack Model The attacker can 1 record and modify the sensors readings y k 2 inject malicious control input Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 10 / 25

12 Attack Model The attacker can 1 record and modify the sensors readings y k 2 inject malicious control input Replay Attack 1 Record sufficient number of y k s without adding control inputs. 2 Inject malicious control input and replay the previous y k s. We denote the replayed measurements as y k. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 10 / 25

13 Attack Model The attacker can 1 record and modify the sensors readings y k 2 inject malicious control input Replay Attack 1 Record sufficient number of y k s without adding control inputs. 2 Inject malicious control input and replay the previous y k s. We denote the replayed measurements as y k. When replay begins, there is no information from the systems to the controller. As a result, the controller cannot guarantee any close-loop control performance. The only chance is to detect the replay. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 10 / 25

14 Example: Load Frequency Control in Power System P 12 P 21 Area #1 Area #2 Tie line power flow System Description d f 1 = α 1 ( P m1 P l1 P 12 ) + β 1 f 1, dt d f 2 = α 2 ( P m2 P l2 P 21 ) + β 2 f 2, dt d ϕ = 2π( f 1 f 2 ) dt P 12 = P 21 = P T sin( ϕ) Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 11 / 25

15 Example: Load Frequency Control in Power System f i is the frequency in area #i and f i denotes the deviation from nominal value; ϕ is the difference in phase angle of two areas; P mi and P li are the generated and consumed power in area #i, and operator denotes the deviation from nominal value; P ij is the power transmitted from area #i to area #j; α i, β i are system constants. 1 States (frequency and phase angle): f 1, f 2, ϕ; 2 Control (generated power): P m1, P m2 ; 3 Disturbance (load): P l1, P l2. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 12 / 25

16 Classical control and failure detection strategy System Model We consider the CPS is monitoring the following LTI(Linear Time-Invariant) system System Description x k+1 = Ax k + Bu k + w k, y k = Cx k + v k. (1) x k R n is the state vector. y k R m is the measurements from the sensors. u k R p is the control inputs. w k, v k, x 0 are independent Gaussian random variables, and x 0 N ( x 0, Σ), w k N (0, Q) and v k N (0, R). Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 13 / 25

17 Classical control and failure detection strategy Kalman Filter and LQG Controller Kalman filter (Assume already in steady states) ˆx 0 1 = x 0, ˆx k+1 k = Aˆx k k +Bu k, ˆx k+1 k+1 = ˆx k+1 k +K(y k+1 C ˆx k+1 k ). The LQG controller tries to minimize [ J = min lim E 1 T 1 ] (xk T T T Wx k + uk T Uu k). k=0 The solution is a fixed gain controller u k = (BT SB + U) 1 B T SAˆx k k = Lˆx k k, where S = A T SA + W A T SB(B T SB + U) 1 B T SA. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 14 / 25

18 Classical control and failure detection strategy χ 2 Failure Detector The innovation of Kalman filter y k C ˆx k k 1 is i.i.d. Gaussian distributed with zero mean. χ 2 Detector g k = k i=k T +1 (y i C ˆx i i 1 ) T P 1 (y i C ˆx i i 1 ) threshold, where P is the covariance of the innovation. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 15 / 25

19 Classical control and failure detection strategy System Diagram Actuator Plant Sensor u a k Attacker z 1 monitor/control u k 1 y k /y k u k u k Controller ˆx k k Estimator Detector y k C ˆx k k 1 Figure: System Diagram Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 16 / 25

20 Simulation Secure Control Suppose the attacker records from time T and replay begins at time 0. For some systems, the χ 2 detector cannot distinguish system under replay and system without replay. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 17 / 25

21 Secure Control Detection of Replay Attack When replay begins, the update equation of Kalman filter is ˆx k+1 k = (A + BL)(I KC)ˆx k k 1 + (A + BL)Ky k = Aˆx k k 1 + (A + BL)Ky k Since the attacker records from time T, y k = y k T. The Kalman filter at time k T satisfies: ˆx k T +1 k T = Aˆx k T k T 1 + (A + BL)Ky k T = Aˆx k T k T 1 + (A + BL)Ky k. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 18 / 25

22 Secure Control Detection of Replay Attack Hence, ˆx k k 1 ˆx k T k T 1 = A k (ˆx 0 1 ˆx T T 1 ). and the innovation y k C ˆx k k 1 satisfies y k C ˆx k k 1 = (y k T C ˆx k T k T 1 ) innovation under replay innovation without replay + CA k (ˆx 0 1 ˆx T T 1 ), converges to 0 if A < 1 If A k converges fast, it is hard to distinguish innovation under replay and innovation without replay!! (They converge in distribution.) Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 19 / 25

23 Secure Control Countermeasures Replay is feasible because the optimal estimator and controller are deterministic: ˆx k+1 k = Aˆx k k 1 + (A + BL)Ky k If we add a random control input to the system: 1 If the system respond to this input, then there is no replay attack 2 If the system does not respond, then there is a replay attack 3 Random control inputs act like time stamps 4 Cost: The controller is not optimal any more Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 20 / 25

24 Countermeasures Secure Control Let control input to be u k = u k + u k, where u k is the LQG control input, u k is a Gaussian random control input with 0 mean and covariance of Q. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 21 / 25

25 Countermeasures Secure Control Let control input to be u k = u k + u k, where u k is the LQG control input, u k is a Gaussian random control input with 0 mean and covariance of Q. Increase in LQG cost: trace[(u + B T SB)Q]. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 21 / 25

26 Secure Control Countermeasures Let control input to be u k = u k + u k, where u k is the LQG control input, u k is a Gaussian random control input with 0 mean and covariance of Q. Increase in LQG cost: trace[(u + B T SB)Q]. Kalman filtering equation: and ˆx k+1 k = Aˆx k k 1 + (A + BL)Ky k + B u k ˆx k T +1 k T = Aˆx k T k T 1 + (A + BL)Ky k + B u k, y k C ˆx k k 1 = y k T C ˆx k T k T 1 + CA k (ˆx 0 1 ˆx T T 1 ) k 1 + C A k i 1 B( u i u T +i ) Can be detected!. i=0 Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 21 / 25

27 New System Diagram Secure Control Actuator Plant Sensor u a k Attacker z 1 monitor/control u k 1 y k /y k u k u k Controller ˆx k k Estimator u k Detector y k C ˆx k k 1 Figure: System Diagram Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 22 / 25

28 Simulation Simulation Result 1 One dimensional system, single sensor x k+1 = x k + u k + w k y k = x k + v k 2 Parameters: R = 0.1, Q = 1. W = U = 1. Detector window size T = 5, false alarm rate 5%. K = , L = , A = Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 23 / 25

29 Simulation Simulation Result Blue: Q = 0.6 Brown: Q = 0.4 Red: Q = 0.2 Dark Blue: Q = 0 Figure: Detection Rate of Different Random Signal Strength Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 24 / 25

30 Conclusion Conclusion While infrastructure is getting smarter, it also becomes more vulnerable. We need to develop a methodology to Model attacks Analyze the effects of an attack on CPS Develop countermeasures to ensure: graceful degradation, reconfiguration, remediation. Bruno Sinopoli (Carnegie Mellon) Secure Control Trust Autumn Conference 25 / 25

False Data Injection Attacks in Control Systems

False Data Injection Attacks in Control Systems False Data Injection Attacks in Control Systems Yilin Mo, Bruno Sinopoli Department of Electrical and Computer Engineering, Carnegie Mellon University First Workshop on Secure Control Systems Bruno Sinopoli

More information

Coding Sensor Outputs for Injection Attacks Detection

Coding Sensor Outputs for Injection Attacks Detection 53rd IEEE Conference on Decision and Control December 15-17, 2014 Los Angeles, California, USA Coding Sensor Outputs for Injection Attacks Detection Fei Miao Quanyan Zhu Miroslav Pajic George J Pappas

More information

Lecture 5: Control Over Lossy Networks

Lecture 5: Control Over Lossy Networks Lecture 5: Control Over Lossy Networks Yilin Mo July 2, 2015 1 Classical LQG Control The system: x k+1 = Ax k + Bu k + w k, y k = Cx k + v k x 0 N (0, Σ), w k N (0, Q), v k N (0, R). Information available

More information

False Data Injection Attacks in Control Systems

False Data Injection Attacks in Control Systems False Data Injection Attacs in Control Systems Yilin Mo, Bruno Sinopoli Abstract This paper analyzes the effects of false data injection attacs on Control System. We assume that the system, equipped with

More information

Detecting Integrity Attacks on SCADASystems

Detecting Integrity Attacks on SCADASystems Proceedings of the 8th World Congress The International Federation of Automatic Control Detecting Integrity Attacks on SCADASystems Rohan Chabukswar, Yilin Mo, Bruno Sinopoli Department of Electrical and

More information

Stochastic Game Approach for Replay Attack Detection

Stochastic Game Approach for Replay Attack Detection Stochastic Game Approach or Replay Attack Detection Fei Miao Miroslav Pajic George J. Pappas. Abstract The existing tradeo between control system perormance and the detection rate or replay attacks highlights

More information

Cyber Attacks, Detection and Protection in Smart Grid State Estimation

Cyber Attacks, Detection and Protection in Smart Grid State Estimation 1 Cyber Attacks, Detection and Protection in Smart Grid State Estimation Yi Zhou, Student Member, IEEE Zhixin Miao, Senior Member, IEEE Abstract This paper reviews the types of cyber attacks in state estimation

More information

Networked Control Systems: Estimation and Control over Lossy Networks

Networked Control Systems: Estimation and Control over Lossy Networks Noname manuscript No. (will be inserted by the editor) Networked Control Systems: Estimation and Control over Lossy Networks João P. Hespanha Alexandre R. Mesquita the date of receipt and acceptance should

More information

Kalman Filter Computer Vision (Kris Kitani) Carnegie Mellon University

Kalman Filter Computer Vision (Kris Kitani) Carnegie Mellon University Kalman Filter 16-385 Computer Vision (Kris Kitani) Carnegie Mellon University Examples up to now have been discrete (binary) random variables Kalman filtering can be seen as a special case of a temporal

More information

Cyber Physical Attacks with Control Objectives

Cyber Physical Attacks with Control Objectives Cyber Physical Attacks with Control Objectives 1 Yuan Chen, Soummya Kar, and José M. F. Moura arxiv:1607.05927v1 [math.oc 20 Jul 2016 Abstract This paper studies attackers with control objectives against

More information

Kalman filtering with intermittent heavy tailed observations

Kalman filtering with intermittent heavy tailed observations Kalman filtering with intermittent heavy tailed observations Sabina Zejnilović Abstract In large wireless sensor networks, data can experience loss and significant delay which from the aspect of control

More information

LQG CONTROL WITH MISSING OBSERVATION AND CONTROL PACKETS. Bruno Sinopoli, Luca Schenato, Massimo Franceschetti, Kameshwar Poolla, Shankar Sastry

LQG CONTROL WITH MISSING OBSERVATION AND CONTROL PACKETS. Bruno Sinopoli, Luca Schenato, Massimo Franceschetti, Kameshwar Poolla, Shankar Sastry LQG CONTROL WITH MISSING OBSERVATION AND CONTROL PACKETS Bruno Sinopoli, Luca Schenato, Massimo Franceschetti, Kameshwar Poolla, Shankar Sastry Department of Electrical Engineering and Computer Sciences

More information

A Stochastic Online Sensor Scheduler for Remote State Estimation with Time-out Condition

A Stochastic Online Sensor Scheduler for Remote State Estimation with Time-out Condition A Stochastic Online Sensor Scheduler for Remote State Estimation with Time-out Condition Junfeng Wu, Karl Henrik Johansson and Ling Shi E-mail: jfwu@ust.hk Stockholm, 9th, January 2014 1 / 19 Outline Outline

More information

Networked Sensing, Estimation and Control Systems

Networked Sensing, Estimation and Control Systems Networked Sensing, Estimation and Control Systems Vijay Gupta University of Notre Dame Richard M. Murray California Institute of echnology Ling Shi Hong Kong University of Science and echnology Bruno Sinopoli

More information

CYBER-Physical Systems (CPS) are systems that smoothly

CYBER-Physical Systems (CPS) are systems that smoothly 1 Optimal Linear Cyber-Attack on Remote State Estimation Ziyang Guo, Dawei Shi, Karl Henrik Johansson, Ling Shi Abstract Recent years have witnessed the surge of interest of security issues in cyber-physical

More information

Here represents the impulse (or delta) function. is an diagonal matrix of intensities, and is an diagonal matrix of intensities.

Here represents the impulse (or delta) function. is an diagonal matrix of intensities, and is an diagonal matrix of intensities. 19 KALMAN FILTER 19.1 Introduction In the previous section, we derived the linear quadratic regulator as an optimal solution for the fullstate feedback control problem. The inherent assumption was that

More information

Cross Directional Control

Cross Directional Control Cross Directional Control Graham C. Goodwin Day 4: Lecture 4 16th September 2004 International Summer School Grenoble, France 1. Introduction In this lecture we describe a practical application of receding

More information

Online monitoring of MPC disturbance models using closed-loop data

Online monitoring of MPC disturbance models using closed-loop data Online monitoring of MPC disturbance models using closed-loop data Brian J. Odelson and James B. Rawlings Department of Chemical Engineering University of Wisconsin-Madison Online Optimization Based Identification

More information

Lecture 3: Functions of Symmetric Matrices

Lecture 3: Functions of Symmetric Matrices Lecture 3: Functions of Symmetric Matrices Yilin Mo July 2, 2015 1 Recap 1 Bayes Estimator: (a Initialization: (b Correction: f(x 0 Y 1 = f(x 0 f(x k Y k = αf(y k x k f(x k Y k 1, where ( 1 α = f(y k x

More information

Time Varying Optimal Control with Packet Losses.

Time Varying Optimal Control with Packet Losses. Time Varying Optimal Control with Packet Losses. Bruno Sinopoli, Luca Schenato, Massimo Franceschetti, Kameshwar Poolla, Shankar S. Sastry Department of Electrical Engineering and Computer Sciences University

More information

ANOMALY DETECTION IN LIQUID PIPELINES USING MODELING, CO-SIMULATION AND DYNAMICAL ESTIMATION

ANOMALY DETECTION IN LIQUID PIPELINES USING MODELING, CO-SIMULATION AND DYNAMICAL ESTIMATION Chapter 8 ANOMALY DETECTION IN LIQUID PIPELINES USING MODELING, CO-SIMULATION AND DYNAMICAL ESTIMATION Saed Alajlouni and Vittal Rao Abstract Historically, supervisory control and data acquisition (SCADA)

More information

ELEC4631 s Lecture 2: Dynamic Control Systems 7 March Overview of dynamic control systems

ELEC4631 s Lecture 2: Dynamic Control Systems 7 March Overview of dynamic control systems ELEC4631 s Lecture 2: Dynamic Control Systems 7 March 2011 Overview of dynamic control systems Goals of Controller design Autonomous dynamic systems Linear Multi-input multi-output (MIMO) systems Bat flight

More information

Detecting Integrity Attacks on SCADA Systems

Detecting Integrity Attacks on SCADA Systems Detecting Integrity Attacs on SCADA Systems Yilin Mo, Member, IEEE, RohanChabuswar,Student Member, IEEE, and Bruno Sinopoli, Member, IEEE Abstract Ensuring security of systems based on supervisory control

More information

ONGOING WORK ON FAULT DETECTION AND ISOLATION FOR FLIGHT CONTROL APPLICATIONS

ONGOING WORK ON FAULT DETECTION AND ISOLATION FOR FLIGHT CONTROL APPLICATIONS ONGOING WORK ON FAULT DETECTION AND ISOLATION FOR FLIGHT CONTROL APPLICATIONS Jason M. Upchurch Old Dominion University Systems Research Laboratory M.S. Thesis Advisor: Dr. Oscar González Abstract Modern

More information

Lecture 10 Linear Quadratic Stochastic Control with Partial State Observation

Lecture 10 Linear Quadratic Stochastic Control with Partial State Observation EE363 Winter 2008-09 Lecture 10 Linear Quadratic Stochastic Control with Partial State Observation partially observed linear-quadratic stochastic control problem estimation-control separation principle

More information

Quantifying Cyber Security for Networked Control Systems

Quantifying Cyber Security for Networked Control Systems Quantifying Cyber Security for Networked Control Systems Henrik Sandberg ACCESS Linnaeus Centre, KTH Royal Institute of Technology Joint work with: André Teixeira, György Dán, Karl H. Johansson (KTH) Kin

More information

6 OUTPUT FEEDBACK DESIGN

6 OUTPUT FEEDBACK DESIGN 6 OUTPUT FEEDBACK DESIGN When the whole sate vector is not available for feedback, i.e, we can measure only y = Cx. 6.1 Review of observer design Recall from the first class in linear systems that a simple

More information

Dynamic State Estimation in the Presence of Compromised Sensory Data

Dynamic State Estimation in the Presence of Compromised Sensory Data 2015 IEEE 54th Annual Conference on Decision and Control (CDC) December 15-18, 2015. Osaka, Japan Dynamic State Estimation in the Presence of Compromised Sensory Data Yorie Nakahira, Yilin Mo Abstract

More information

Contents lecture 5. Automatic Control III. Summary of lecture 4 (II/II) Summary of lecture 4 (I/II) u y F r. Lecture 5 H 2 and H loop shaping

Contents lecture 5. Automatic Control III. Summary of lecture 4 (II/II) Summary of lecture 4 (I/II) u y F r. Lecture 5 H 2 and H loop shaping Contents lecture 5 Automatic Control III Lecture 5 H 2 and H loop shaping Thomas Schön Division of Systems and Control Department of Information Technology Uppsala University. Email: thomas.schon@it.uu.se,

More information

Using Theorem Provers to Guarantee Closed-Loop Properties

Using Theorem Provers to Guarantee Closed-Loop Properties Using Theorem Provers to Guarantee Closed-Loop Properties Nikos Aréchiga Sarah Loos André Platzer Bruce Krogh Carnegie Mellon University April 27, 2012 Aréchiga, Loos, Platzer, Krogh (CMU) Theorem Provers

More information

EL 625 Lecture 10. Pole Placement and Observer Design. ẋ = Ax (1)

EL 625 Lecture 10. Pole Placement and Observer Design. ẋ = Ax (1) EL 625 Lecture 0 EL 625 Lecture 0 Pole Placement and Observer Design Pole Placement Consider the system ẋ Ax () The solution to this system is x(t) e At x(0) (2) If the eigenvalues of A all lie in the

More information

Sporadic Data Integrity for Secure State Estimation

Sporadic Data Integrity for Secure State Estimation Sporadic Data Integrity for Secure State Estimation Ilija Jovanov Miroslav Pajic Abstract We consider the problem of networ-based attacs, such as Man-in-the-Middle attacs, on standard state estimators.

More information

Dynamic Attack Detection in Cyber-Physical. Systems with Side Initial State Information

Dynamic Attack Detection in Cyber-Physical. Systems with Side Initial State Information Dynamic Attack Detection in Cyber-Physical 1 Systems with Side Initial State Information Yuan Chen, Soummya Kar, and José M. F. Moura arxiv:1503.07125v1 math.oc] 24 Mar 2015 Abstract This paper studies

More information

Real-Time Detection of Hybrid and Stealthy Cyber-Attacks in Smart Grid

Real-Time Detection of Hybrid and Stealthy Cyber-Attacks in Smart Grid 1 Real-Time Detection of Hybrid and Stealthy Cyber-Attacks in Smart Grid Mehmet Necip Kurt, Yasin Yılmaz, Member, IEEE, and Xiaodong Wang, Fellow, IEEE Abstract For a safe and reliable operation of the

More information

1 Kalman Filter Introduction

1 Kalman Filter Introduction 1 Kalman Filter Introduction You should first read Chapter 1 of Stochastic models, estimation, and control: Volume 1 by Peter S. Maybec (available here). 1.1 Explanation of Equations (1-3) and (1-4) Equation

More information

LQR, Kalman Filter, and LQG. Postgraduate Course, M.Sc. Electrical Engineering Department College of Engineering University of Salahaddin

LQR, Kalman Filter, and LQG. Postgraduate Course, M.Sc. Electrical Engineering Department College of Engineering University of Salahaddin LQR, Kalman Filter, and LQG Postgraduate Course, M.Sc. Electrical Engineering Department College of Engineering University of Salahaddin May 2015 Linear Quadratic Regulator (LQR) Consider a linear system

More information

CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems. CDS 110b

CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems. CDS 110b CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems CDS 110b R. M. Murray Kalman Filters 25 January 2006 Reading: This set of lectures provides a brief introduction to Kalman filtering, following

More information

Every real system has uncertainties, which include system parametric uncertainties, unmodeled dynamics

Every real system has uncertainties, which include system parametric uncertainties, unmodeled dynamics Sensitivity Analysis of Disturbance Accommodating Control with Kalman Filter Estimation Jemin George and John L. Crassidis University at Buffalo, State University of New York, Amherst, NY, 14-44 The design

More information

THe 21 st century could well be the era of large-scale. Dynamic Watermarking: Active Defense of Networked Cyber-Physical Systems

THe 21 st century could well be the era of large-scale. Dynamic Watermarking: Active Defense of Networked Cyber-Physical Systems Dynamic Watermarking: Active Defense of Networked Cyber-Physical Systems Bharadwaj Satchidanandan and P. R. Kumar, Fellow IEEE arxiv:606.0874v [cs.sy] 27 Jun 206 Abstract he coming decades may see the

More information

Estimation for Nonlinear Dynamical Systems over Packet-Dropping Networks

Estimation for Nonlinear Dynamical Systems over Packet-Dropping Networks Estimation for Nonlinear Dynamical Systems over Packet-Dropping Networks Zhipu Jin Chih-Kai Ko and Richard M Murray Abstract Two approaches, the extended Kalman filter (EKF) and moving horizon estimation

More information

Distributed Detection of Cyber Attacks and Faults for Power Systems

Distributed Detection of Cyber Attacks and Faults for Power Systems Preprints of the 19th World Congress The International Federation of Automatic Control Cape Town, South Africa. August 24-29, 214 Distributed Detection of Cyber Attacks and Faults for Power Systems Hiroaki

More information

Exam in Automatic Control II Reglerteknik II 5hp (1RT495)

Exam in Automatic Control II Reglerteknik II 5hp (1RT495) Exam in Automatic Control II Reglerteknik II 5hp (1RT495) Date: August 4, 018 Venue: Bergsbrunnagatan 15 sal Responsible teacher: Hans Rosth. Aiding material: Calculator, mathematical handbooks, textbooks

More information

Exam. 135 minutes, 15 minutes reading time

Exam. 135 minutes, 15 minutes reading time Exam August 6, 208 Control Systems II (5-0590-00) Dr. Jacopo Tani Exam Exam Duration: 35 minutes, 5 minutes reading time Number of Problems: 35 Number of Points: 47 Permitted aids: 0 pages (5 sheets) A4.

More information

Lecture 7 : Generalized Plant and LFT form Dr.-Ing. Sudchai Boonto Assistant Professor

Lecture 7 : Generalized Plant and LFT form Dr.-Ing. Sudchai Boonto Assistant Professor Dr.-Ing. Sudchai Boonto Assistant Professor Department of Control System and Instrumentation Engineering King Mongkuts Unniversity of Technology Thonburi Thailand Linear Quadratic Gaussian The state space

More information

Attack-Resilient Supervisory Control of Discrete-Event Systems

Attack-Resilient Supervisory Control of Discrete-Event Systems 1 Attack-Resilient Supervisory Control of Discrete-Event Systems Yu Wang, Alper Kamil Bozkurt and Miroslav Pajic arxiv:194.3264v1 [cs.fl] 5 Apr 219 Abstract In this work, we study the problem of supervisory

More information

Dynamic Attacks on Power Systems Economic Dispatch

Dynamic Attacks on Power Systems Economic Dispatch Dynamic Attacks on Power Systems Economic Dispatch Jinsub Kim School of Electrical Engineering and Computer Science Oregon State University, Corvallis, OR 9733 Email: {insub.kim}@oregonstate.edu Lang Tong

More information

Time and Event-based Sensor Scheduling for Networks with Limited Communication Resources

Time and Event-based Sensor Scheduling for Networks with Limited Communication Resources Proceedings of the 18th World Congress The International Federation of Automatic Control Time and Event-based Sensor Scheduling for Networks with Limited Communication Resources Ling Shi Karl Henrik Johansson

More information

Set-valued Observer-based Active Fault-tolerant Model Predictive Control

Set-valued Observer-based Active Fault-tolerant Model Predictive Control Set-valued Observer-based Active Fault-tolerant Model Predictive Control Feng Xu 1,2, Vicenç Puig 1, Carlos Ocampo-Martinez 1 and Xueqian Wang 2 1 Institut de Robòtica i Informàtica Industrial (CSIC-UPC),Technical

More information

Numerical atmospheric turbulence models and LQG control for adaptive optics system

Numerical atmospheric turbulence models and LQG control for adaptive optics system Numerical atmospheric turbulence models and LQG control for adaptive optics system Jean-Pierre FOLCHER, Marcel CARBILLET UMR6525 H. Fizeau, Université de Nice Sophia-Antipolis/CNRS/Observatoire de la Côte

More information

Comparison of four state observer design algorithms for MIMO system

Comparison of four state observer design algorithms for MIMO system Archives of Control Sciences Volume 23(LIX), 2013 No. 2, pages 131 144 Comparison of four state observer design algorithms for MIMO system VINODH KUMAR. E, JOVITHA JEROME and S. AYYAPPAN A state observer

More information

Industrial Model Predictive Control

Industrial Model Predictive Control Industrial Model Predictive Control Emil Schultz Christensen Kongens Lyngby 2013 DTU Compute-M.Sc.-2013-49 Technical University of Denmark DTU Compute Matematiktovet, Building 303B, DK-2800 Kongens Lyngby,

More information

Battery Level Estimation of Mobile Agents Under Communication Constraints

Battery Level Estimation of Mobile Agents Under Communication Constraints Battery Level Estimation of Mobile Agents Under Communication Constraints Jonghoek Kim, Fumin Zhang, and Magnus Egerstedt Electrical and Computer Engineering, Georgia Institute of Technology, USA jkim37@gatech.edu,fumin,

More information

Data Fusion Kalman Filtering Self Localization

Data Fusion Kalman Filtering Self Localization Data Fusion Kalman Filtering Self Localization Armando Jorge Sousa http://www.fe.up.pt/asousa asousa@fe.up.pt Faculty of Engineering, University of Porto, Portugal Department of Electrical and Computer

More information

CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems. CDS 110b

CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems. CDS 110b CALIFORNIA INSTITUTE OF TECHNOLOGY Control and Dynamical Systems CDS 110b R. M. Murray Kalman Filters 14 January 2007 Reading: This set of lectures provides a brief introduction to Kalman filtering, following

More information

Optimal Polynomial Control for Discrete-Time Systems

Optimal Polynomial Control for Discrete-Time Systems 1 Optimal Polynomial Control for Discrete-Time Systems Prof Guy Beale Electrical and Computer Engineering Department George Mason University Fairfax, Virginia Correspondence concerning this paper should

More information

Role of Synchronized Measurements In Operation of Smart Grids

Role of Synchronized Measurements In Operation of Smart Grids Role of Synchronized Measurements In Operation of Smart Grids Ali Abur Electrical and Computer Engineering Department Northeastern University Boston, Massachusetts Boston University CISE Seminar November

More information

arxiv: v1 [cs.it] 10 Feb 2015

arxiv: v1 [cs.it] 10 Feb 2015 arxiv:502.03068v [cs.it 0 Feb 205 Multi-Sensor Scheduling for State Estimation with Event-Based Stochastic Triggers Sean Weeraody Student Member IEEE Yilin Mo Member IEEE Bruno Sinopoli Member IEEE Duo

More information

Distributed l 1 -state-and-fault estimation for Multi-agent systems

Distributed l 1 -state-and-fault estimation for Multi-agent systems 1 Distributed l 1 -state-and-fault estimation for Multi-agent systems Kazumune Hashimoto, Michelle Chong and Dimos V. Dimarogonas, Senior Member, IEEE arxiv:181.876v1 [math.oc] 2 Oct 218 Abstract In this

More information

Horizontal Integration based upon: Decentralized Data Fusion (DDF), NetCentric Architecture (NCA), and Analysis Collaboration Tools (ACT)

Horizontal Integration based upon: Decentralized Data Fusion (DDF), NetCentric Architecture (NCA), and Analysis Collaboration Tools (ACT) Horizontal Integration based upon: Decentralized Data Fusion (DDF), NetCentric Architecture (NCA), and Analysis Collaboration Tools (ACT) S.B. Gardner Naval Research Laboratory Washington, DC 20375 Horizontal

More information

Control Design. Lecture 9: State Feedback and Observers. Two Classes of Control Problems. State Feedback: Problem Formulation

Control Design. Lecture 9: State Feedback and Observers. Two Classes of Control Problems. State Feedback: Problem Formulation Lecture 9: State Feedback and s [IFAC PB Ch 9] State Feedback s Disturbance Estimation & Integral Action Control Design Many factors to consider, for example: Attenuation of load disturbances Reduction

More information

X. F. Wang, J. F. Chen, Z. G. Shi *, and K. S. Chen Department of Information and Electronic Engineering, Zhejiang University, Hangzhou , China

X. F. Wang, J. F. Chen, Z. G. Shi *, and K. S. Chen Department of Information and Electronic Engineering, Zhejiang University, Hangzhou , China Progress In Electromagnetics Research, Vol. 118, 1 15, 211 FUZZY-CONTROL-BASED PARTICLE FILTER FOR MANEUVERING TARGET TRACKING X. F. Wang, J. F. Chen, Z. G. Shi *, and K. S. Chen Department of Information

More information

= m(0) + 4e 2 ( 3e 2 ) 2e 2, 1 (2k + k 2 ) dt. m(0) = u + R 1 B T P x 2 R dt. u + R 1 B T P y 2 R dt +

= m(0) + 4e 2 ( 3e 2 ) 2e 2, 1 (2k + k 2 ) dt. m(0) = u + R 1 B T P x 2 R dt. u + R 1 B T P y 2 R dt + ECE 553, Spring 8 Posted: May nd, 8 Problem Set #7 Solution Solutions: 1. The optimal controller is still the one given in the solution to the Problem 6 in Homework #5: u (x, t) = p(t)x k(t), t. The minimum

More information

Technical work in WP2 and WP5

Technical work in WP2 and WP5 Technical work in WP2 and WP5 UNIZG-FER Mato Baotić, Branimir Novoselnik, Jadranko Matuško, Mario Vašak, Andrej Jokić Aachen, October 9, 2015 This project has received funding from the European Union s

More information

Nonlinear Model Predictive Control Tools (NMPC Tools)

Nonlinear Model Predictive Control Tools (NMPC Tools) Nonlinear Model Predictive Control Tools (NMPC Tools) Rishi Amrit, James B. Rawlings April 5, 2008 1 Formulation We consider a control system composed of three parts([2]). Estimator Target calculator Regulator

More information

FIR Filters for Stationary State Space Signal Models

FIR Filters for Stationary State Space Signal Models Proceedings of the 17th World Congress The International Federation of Automatic Control FIR Filters for Stationary State Space Signal Models Jung Hun Park Wook Hyun Kwon School of Electrical Engineering

More information

Deadlines misses and their Implication on Feedback Control Loops. Dip Goswami Eindhoven University of Technology (TU/e) The Netherlands

Deadlines misses and their Implication on Feedback Control Loops. Dip Goswami Eindhoven University of Technology (TU/e) The Netherlands Deadlines misses and their Implication on Feedback Control Loops Dip Goswami Eindhoven University of Technology (TU/e) The Netherlands Periodic tasks dd ii 2 Periodic tasks dd ii Hard deadlines 3 Periodic

More information

Architectures and Algorithms for Distributed Generation Control of Inertia-Less AC Microgrids

Architectures and Algorithms for Distributed Generation Control of Inertia-Less AC Microgrids Architectures and Algorithms for Distributed Generation Control of Inertia-Less AC Microgrids Alejandro D. Domínguez-García Coordinated Science Laboratory Department of Electrical and Computer Engineering

More information

Robust Control 5 Nominal Controller Design Continued

Robust Control 5 Nominal Controller Design Continued Robust Control 5 Nominal Controller Design Continued Harry G. Kwatny Department of Mechanical Engineering & Mechanics Drexel University 4/14/2003 Outline he LQR Problem A Generalization to LQR Min-Max

More information

Seminar Course 392N Spring2011. ee392n - Spring 2011 Stanford University. Intelligent Energy Systems 1

Seminar Course 392N Spring2011. ee392n - Spring 2011 Stanford University. Intelligent Energy Systems 1 Seminar Course 392N Spring211 Lecture 3 Intelligent Energy Systems: Control and Monitoring Basics Dimitry Gorinevsky Intelligent Energy Systems 1 Traditional Grid Worlds Largest Machine! 33 utilities 15,

More information

State Estimation with Finite Signal-to-Noise Models

State Estimation with Finite Signal-to-Noise Models State Estimation with Finite Signal-to-Noise Models Weiwei Li and Robert E. Skelton Department of Mechanical and Aerospace Engineering University of California San Diego, La Jolla, CA 9293-411 wwli@mechanics.ucsd.edu

More information

Steady State Kalman Filter

Steady State Kalman Filter Steady State Kalman Filter Infinite Horizon LQ Control: ẋ = Ax + Bu R positive definite, Q = Q T 2Q 1 2. (A, B) stabilizable, (A, Q 1 2) detectable. Solve for the positive (semi-) definite P in the ARE:

More information

Simple criteria for controller performance monitoring

Simple criteria for controller performance monitoring Simple criteria for controller performance monitoring Kostas Tsakalis (ASU) and Sachi Dash (Honeywell) Introduction/motivation Performance monitoring philosophy Simple criteria based on small-gain arguments

More information

Discrete-Time H Gaussian Filter

Discrete-Time H Gaussian Filter Proceedings of the 17th World Congress The International Federation of Automatic Control Discrete-Time H Gaussian Filter Ali Tahmasebi and Xiang Chen Department of Electrical and Computer Engineering,

More information

Distributed and Real-time Predictive Control

Distributed and Real-time Predictive Control Distributed and Real-time Predictive Control Melanie Zeilinger Christian Conte (ETH) Alexander Domahidi (ETH) Ye Pu (EPFL) Colin Jones (EPFL) Challenges in modern control systems Power system: - Frequency

More information

L06. LINEAR KALMAN FILTERS. NA568 Mobile Robotics: Methods & Algorithms

L06. LINEAR KALMAN FILTERS. NA568 Mobile Robotics: Methods & Algorithms L06. LINEAR KALMAN FILTERS NA568 Mobile Robotics: Methods & Algorithms 2 PS2 is out! Landmark-based Localization: EKF, UKF, PF Today s Lecture Minimum Mean Square Error (MMSE) Linear Kalman Filter Gaussian

More information

Adaptive Dynamic Inversion Control of a Linear Scalar Plant with Constrained Control Inputs

Adaptive Dynamic Inversion Control of a Linear Scalar Plant with Constrained Control Inputs 5 American Control Conference June 8-, 5. Portland, OR, USA ThA. Adaptive Dynamic Inversion Control of a Linear Scalar Plant with Constrained Control Inputs Monish D. Tandale and John Valasek Abstract

More information

Consistent Triangulation for Mobile Robot Localization Using Discontinuous Angular Measurements

Consistent Triangulation for Mobile Robot Localization Using Discontinuous Angular Measurements Seminar on Mechanical Robotic Systems Centre for Intelligent Machines McGill University Consistent Triangulation for Mobile Robot Localization Using Discontinuous Angular Measurements Josep M. Font Llagunes

More information

Robust Actuator Fault Detection and Isolation in a Multi-Area Interconnected Power System

Robust Actuator Fault Detection and Isolation in a Multi-Area Interconnected Power System Proceedings of the World Congress on Engineering 2011 Vol II, July 6-8, 2011, London, U.K. Robust Actuator Fault Detection and Isolation in a Multi-Area Interconnected Power System Istemihan Genc, and

More information

A CUSUM approach for online change-point detection on curve sequences

A CUSUM approach for online change-point detection on curve sequences ESANN 22 proceedings, European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning. Bruges Belgium, 25-27 April 22, i6doc.com publ., ISBN 978-2-8749-49-. Available

More information

Secure Dynamic State Estimation via Local Estimators

Secure Dynamic State Estimation via Local Estimators Secure Dynamic State Estimation via Local Estimators Yilin Mo, Emanuele Garone Abstract We consider the problem of estimating the state of a linear time-invariant Gaussian system using m sensors, where

More information

Electrical Engineering Written PhD Qualifier Exam Spring 2014

Electrical Engineering Written PhD Qualifier Exam Spring 2014 Electrical Engineering Written PhD Qualifier Exam Spring 2014 Friday, February 7 th 2014 Please do not write your name on this page or any other page you submit with your work. Instead use the student

More information

INTEGRATED ARCHITECTURE OF ACTUATOR FAULT DIAGNOSIS AND ACCOMMODATION

INTEGRATED ARCHITECTURE OF ACTUATOR FAULT DIAGNOSIS AND ACCOMMODATION INTEGRATED ARCHITECTURE OF ACTUATOR FAULT DIAGNOSIS AND ACCOMMODATION Rim Hamdaoui, Safa Guesmi, Rafika Elharabi and Med Naceur Abdelkrim UR. Modelling, Analysis and Systems Control, University of Gabes,

More information

State estimation and the Kalman filter

State estimation and the Kalman filter State estimation and the Kalman filter PhD, David Di Ruscio Telemark university college Department of Technology Systems and Control Engineering N-3914 Porsgrunn, Norway Fax: +47 35 57 52 50 Tel: +47 35

More information

Foundations of Control and Estimation over Lossy Networks

Foundations of Control and Estimation over Lossy Networks 1 Foundations of Control and Estimation over Lossy Networks Luca Schenato 1, Member, IEEE Bruno Sinopoli 2, Member, IEEE, Massimo Franceschetti 3, Member, IEEE Kameshwar Poolla 2,and Shankar Sastry 2,

More information

Intro. Computer Control Systems: F9

Intro. Computer Control Systems: F9 Intro. Computer Control Systems: F9 State-feedback control and observers Dave Zachariah Dept. Information Technology, Div. Systems and Control 1 / 21 dave.zachariah@it.uu.se F8: Quiz! 2 / 21 dave.zachariah@it.uu.se

More information

A Quantum Computing Approach to the Verification and Validation of Complex Cyber-Physical Systems

A Quantum Computing Approach to the Verification and Validation of Complex Cyber-Physical Systems A Quantum Computing Approach to the Verification and Validation of Complex Cyber-Physical Systems Achieving Quality and Cost Control in the Development of Enormous Systems Safe and Secure Systems and Software

More information

SPERIMENTAZIONE DI STRUTTURE AEROSPAZIALI TESTING OF AEROSPACE STRUCTURES

SPERIMENTAZIONE DI STRUTTURE AEROSPAZIALI TESTING OF AEROSPACE STRUCTURES SPERIMENTAZIONE DI STRUTTURE AEROSPAZIALI TESTING OF AEROSPACE STRUCTURES Giuliano Coppotelli c aa 2014/2015 Versione aggiornata al 24 Settembre 2014 Trascrizione e figure a cura di Roberta Cumbo Indice

More information

Predictive Control of Gyroscopic-Force Actuators for Mechanical Vibration Damping

Predictive Control of Gyroscopic-Force Actuators for Mechanical Vibration Damping ARC Centre of Excellence for Complex Dynamic Systems and Control, pp 1 15 Predictive Control of Gyroscopic-Force Actuators for Mechanical Vibration Damping Tristan Perez 1, 2 Joris B Termaat 3 1 School

More information

Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph

Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph Efficient robust optimization for robust control with constraints p. 1 Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph Efficient robust optimization

More information

Feedback Control of Turbulent Wall Flows

Feedback Control of Turbulent Wall Flows Feedback Control of Turbulent Wall Flows Dipartimento di Ingegneria Aerospaziale Politecnico di Milano Outline Introduction Standard approach Wiener-Hopf approach Conclusions Drag reduction A model problem:

More information

DESIGNING A KALMAN FILTER WHEN NO NOISE COVARIANCE INFORMATION IS AVAILABLE. Robert Bos,1 Xavier Bombois Paul M. J. Van den Hof

DESIGNING A KALMAN FILTER WHEN NO NOISE COVARIANCE INFORMATION IS AVAILABLE. Robert Bos,1 Xavier Bombois Paul M. J. Van den Hof DESIGNING A KALMAN FILTER WHEN NO NOISE COVARIANCE INFORMATION IS AVAILABLE Robert Bos,1 Xavier Bombois Paul M. J. Van den Hof Delft Center for Systems and Control, Delft University of Technology, Mekelweg

More information

Optimal LQG Control Across a Packet-Dropping Link

Optimal LQG Control Across a Packet-Dropping Link Optimal LQG Control Across a Pacet-Dropping Lin Vijay Gupta, Demetri Spanos, Baba Hassibi, Richard M Murray Division of Engineering and Applied Science California Institute of echnology {vijay,demetri}@cds.caltech.edu,{hassibi,murray}@caltech.edu

More information

Optimization-Based Control

Optimization-Based Control Optimization-Based Control Richard M. Murray Control and Dynamical Systems California Institute of Technology DRAFT v1.7a, 19 February 2008 c California Institute of Technology All rights reserved. This

More information

Effects of Various Uncertainty Sources on Automatic Generation Control Systems

Effects of Various Uncertainty Sources on Automatic Generation Control Systems Effects of Various Uncertainty Sources on Automatic Generation Control Systems D. Apostolopoulou, Y. C. Chen, J. Zhang, A. D. Domínguez-García, and P. W. Sauer University of Illinois at Urbana-Champaign

More information

Data-Injection Attacks in Stochastic Control Systems: Detectability and Performance Tradeoffs

Data-Injection Attacks in Stochastic Control Systems: Detectability and Performance Tradeoffs Data-Injection Attacs in Stochastic Control Systems: Detectability and Performance Tradeoffs Cheng-Zong Bai a, Fabio Pasqualetti b, Vijay Gupta a a Department of Electrical Engineering, University of Notre

More information

Quantifying Cyber-Security for Networked Control Systems

Quantifying Cyber-Security for Networked Control Systems Quantifying Cyber-Security for Networked Control Systems André Teixeira 1, Kin Cheong Sou 2, Henrik Sandberg 1, and Karl H. Johansson 1 1 ACCESS Linnaeus Centre and Automatic Control Lab, KTH Royal Institute

More information

A Crash Course on Kalman Filtering

A Crash Course on Kalman Filtering A Crash Course on Kalman Filtering Dan Simon Cleveland State University Fall 2014 1 / 64 Outline Linear Systems Probability State Means and Covariances Least Squares Estimation The Kalman Filter Unknown

More information

Output-based Event-triggered Control with Performance Guarantees

Output-based Event-triggered Control with Performance Guarantees 1 Output-based Event-triggered Control with Performance Guarantees B. Asadi Khashooei, D. J. Antunes and W. P. M. H. Heemels Abstract We propose an output-based event-triggered control solution for linear

More information

Revealing Stealthy Attacks in Control Systems

Revealing Stealthy Attacks in Control Systems Fiftieth Annual Allerton Conference Allerton House, UIUC, Illinois, USA October 1-5, 2012 Revealing Stealthy Attacks in Control Systems André Teixeira, Iman Shames, Henrik Sandberg, and Karl H. Johansson

More information

An Optimization Approach In Information Security Risk Management

An Optimization Approach In Information Security Risk Management Advances in Management & Applied Economics, vol.2, no.3, 2012, 1-12 ISSN: 1792-7544 (print version), 1792-7552 (online) Scienpress Ltd, 2012 An Optimization Approach In Information Security Risk Management

More information