False Data Injection Attacks in Control Systems

Size: px
Start display at page:

Download "False Data Injection Attacks in Control Systems"

Transcription

1 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 (Carnegie Mellon University) False Data Injection 1st SCS 1 / 17

2 Introduction Control Systems Control Systems are ubiquitous. Typical applications of control systems include aerospace, chemical processes, civil infrastructure, energy and manufacturing. Many of them are safety-critical. Advances in computation and communication technology have greatly increased the capability of control systems. But new challenges arise as the systems become more and more complicated. Our goal: analysis and design of secure control systems. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 2 / 17

3 System Description System Model We consider the control system 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 University) False Data Injection 1st SCS 3 / 17

4 System Description Kalman Filter and LQG Controller Kalman filter (Assume already in steady state) 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 minimizes the following cost [ 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 University) False Data Injection 1st SCS 4 / 17

5 χ 2 Failure Detector System Description The innovation of Kalman filter z k y k C ˆx k k 1 is i.i.d. Gaussian distributed with zero mean. χ 2 Detector The χ 2 detector triggers an alarm based on the following event: g k = (y k C ˆx k k 1 ) T P 1 (y k C ˆx k k 1 ) > threshold. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 5 / 17

6 False Data Injection Attack Attack Model We assume the following: 1 The attacker knows matrices A, C, K. 2 The attacker can control the readings of a subset of sensors. Hence, the measurement received by the Kalman filter can be written as y k = Cx k + v k + Γy a k, where y a k is the bias introduced by the attacker, Γ = diag(γ 1,..., γ m ) is the sensor selection matrix. γ i = 1 if the attacker can control the readings of sensor i. γ i = 0 otherwise. 3 The attack begins at time 0. 4 The sequence of attacker s inputs (y0 a,..., y k a ) is chosen before the attack. Hence, yk a is independent of w k, v k. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 6 / 17

7 False Data Injection Attack System Diagram Actuator Plant Sensor u k Attacker z 1 Γy a u k 1 k y k Controller ˆx k Estimator Detector Figure: System Diagram Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 7 / 17

8 False Data Injection Attack Healthy System v.s. Compromised System Healthy System Compromised System x k+1 = Ax k + Bu k + w k y k = Cx k + v k z k+1 = y k+1 C(Aˆx k + Bu k ) ˆx k+1 = Aˆx k + Bu k + Kz k+1 u k = Lˆx k x k+1 = Ax k + Bu k + w k y k = Cx k + v k + Γy a k z k+1 = y k+1 C(Aˆx k + Bu k ) ˆx k+1 = Aˆx k + Bu k + Kz k+1 u k = Lˆx k Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 8 / 17

9 False Data Injection Attack Difference between the Compromised System and Healthy System Dynamics of the Difference x k+1 = A x k + Bu k, z k+1 = y k+1 C(A ˆx k + B u k ), y k = C x k + Γy a k, ˆx k+1 =A ˆx k + B u k + K z k+1, u k = L ˆx k. Since y a k is independent of w k, v k, we can actually prove that x k is Gaussian and E(x k ) = x k, Cov(x k ) = Cov(x k). Similar statement is also true for y k, z k, ˆx k, u k. Hence, to characterize the performance of control systems under false data injection attacks, we only need to focus on x k, y k, z k, ˆx k, u k. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 9 / 17

10 False Data Injection Attack Successful Attack Definition A sequence of attacker s input (y0 a,..., y N a ) is called α-feasible if during the attack, D(z k z k) = z T k P 1 z k /2 α, for k = 0,..., N, where D(z k z k) is the KL distance between z k and z k. 1 It can be proved that the probability of triggering an alarm at time k is an increasing function of D(z k z k). 2 If α goes to 0, then the compromised system and healthy system are undistinguishable by the χ 2 detector. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 10 / 17

11 False Data Injection Attack Constrained Control Problem 1 Under the requirement that zk T P 1 z k /2 α, the action of the attacker can be formulated as a constrained control problem, where yk a is the input from the attacker. 2 To characterize the resilience of control system, we need to compute the reachable region R k of x k. 3 In this talk, we will focus on finding a necessary and sufficient condition under which the union of all R k is unbounded, i.e. there exists an α-feasible attack sequence that can push x k arbitrarily far away from 0. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 11 / 17

12 Main Result False Data Injection Attack Theorem k=1 R k is unbounded if and only if A has an unstable eigenvalue and the corresponding eigenvector v satisfies: 1 Cv span(γ), where span(γ) is the column space of Γ. 2 v is in the reachable space of the pair (A KCA, K). 1 To check the resilience of control system, one can find all the unstable eigenvector of A and compute Cv. 2 If Cv is sparse, then the attacker only need to compromise a few sensors to launch an attack along the direction v. 3 To improve the resilience, the defender could add redundant sensors to measure every unstable mode. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 12 / 17

13 Illustrative Example Simulation We consider a vehicle moving along the x-axis, which is monitored by a position sensor and velocity sensor. System Description [ ẋk+1 x k+1 ] = [ y k,1 = ẋ k + v k,1, y k,1 = x k + v k,2. ] [ ẋk x k ] [ ] u k + w k, We assume that Q = R = W = I 2, U = 1. The Kalman gain and LQG control gain are [ ] K =, L = [ ] Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 13 / 17

14 Simulation Illustrative Example It is easy to check the only unstable eigenvector is v = [0, 1] T. If the position sensor is compromised, then the attacker could push the state x k to infinity. If only the velocity sensor is compromised, then k=1 R k is bounded. Here we use an ellipsoidal approximation to compute the inner and outer approximation of k=1 R k. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 14 / 17

15 Simulation Position Sensor is Compromised Figure: Evolution of ẋ k, x k and D(z k z k) Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 15 / 17

16 Simulation Velocity Sensor is Compromised Figure: Inner and Outer Approximation of Reachable Region k=1 R k under Constraint D(z k z k) 1 Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 16 / 17

17 Conclusion Conclusion In this presentation, we consider the false data injection attacks in control systems. We define the false data injection attack model. We formulate the action of the attacker as a constrained control problem. We prove an algebraic condition under which the attacker could successfully destabilize the system. We give a design criterion to improve the resilience of control systems against such kind of attacks. Bruno Sinopoli (Carnegie Mellon University) False Data Injection 1st SCS 17 / 17

Secure Control Against Replay Attacks

Secure Control Against Replay Attacks 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

OPTIMAL CONTROL AND ESTIMATION

OPTIMAL CONTROL AND ESTIMATION OPTIMAL CONTROL AND ESTIMATION Robert F. Stengel Department of Mechanical and Aerospace Engineering Princeton University, Princeton, New Jersey DOVER PUBLICATIONS, INC. New York CONTENTS 1. INTRODUCTION

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

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

EEE582 Homework Problems

EEE582 Homework Problems EEE582 Homework Problems HW. Write a state-space realization of the linearized model for the cruise control system around speeds v = 4 (Section.3, http://tsakalis.faculty.asu.edu/notes/models.pdf). Use

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

1 Continuous-time Systems

1 Continuous-time Systems Observability Completely controllable systems can be restructured by means of state feedback to have many desirable properties. But what if the state is not available for feedback? What if only the output

More information

EE226a - Summary of Lecture 13 and 14 Kalman Filter: Convergence

EE226a - Summary of Lecture 13 and 14 Kalman Filter: Convergence 1 EE226a - Summary of Lecture 13 and 14 Kalman Filter: Convergence Jean Walrand I. SUMMARY Here are the key ideas and results of this important topic. Section II reviews Kalman Filter. A system is observable

More information

EEE 184: Introduction to feedback systems

EEE 184: Introduction to feedback systems EEE 84: Introduction to feedback systems Summary 6 8 8 x 7 7 6 Level() 6 5 4 4 5 5 time(s) 4 6 8 Time (seconds) Fig.. Illustration of BIBO stability: stable system (the input is a unit step) Fig.. step)

More information

Data Rate Theorem for Stabilization over Time-Varying Feedback Channels

Data Rate Theorem for Stabilization over Time-Varying Feedback Channels Data Rate Theorem for Stabilization over Time-Varying Feedback Channels Workshop on Frontiers in Distributed Communication, Sensing and Control Massimo Franceschetti, UCSD (joint work with P. Minero, S.

More information

Stability, Pole Placement, Observers and Stabilization

Stability, Pole Placement, Observers and Stabilization Stability, Pole Placement, Observers and Stabilization 1 1, The Netherlands DISC Course Mathematical Models of Systems Outline 1 Stability of autonomous systems 2 The pole placement problem 3 Stabilization

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

Control engineering sample exam paper - Model answers

Control engineering sample exam paper - Model answers Question Control engineering sample exam paper - Model answers a) By a direct computation we obtain x() =, x(2) =, x(3) =, x(4) = = x(). This trajectory is sketched in Figure (left). Note that A 2 = I

More information

Event-based State Estimation of Linear Dynamical Systems: Communication Rate Analysis

Event-based State Estimation of Linear Dynamical Systems: Communication Rate Analysis 2014 American Control Conference Estimation of Linear Dynamical Systems: Dawei Shi, Department of Electrical and Computer Engineering, University of Alberta, Edmonton, AB, Canada Department of Electronic

More information

Kalman Filtering with Intermittent Observations: Tail Distribution and Critical Value

Kalman Filtering with Intermittent Observations: Tail Distribution and Critical Value 1 Kalman Filtering with Intermittent Observations: Tail Distribution and Critical Value Yilin Mo and Bruno Sinopoli Abstract In this paper we analyze the performance of Kalman filtering for linear Gaussian

More information

Linear System Theory. Wonhee Kim Lecture 1. March 7, 2018

Linear System Theory. Wonhee Kim Lecture 1. March 7, 2018 Linear System Theory Wonhee Kim Lecture 1 March 7, 2018 1 / 22 Overview Course Information Prerequisites Course Outline What is Control Engineering? Examples of Control Systems Structure of Control Systems

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

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

Linear System Theory

Linear System Theory Linear System Theory Wonhee Kim Chapter 6: Controllability & Observability Chapter 7: Minimal Realizations May 2, 217 1 / 31 Recap State space equation Linear Algebra Solutions of LTI and LTV system Stability

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

Control Systems Design, SC4026. SC4026 Fall 2009, dr. A. Abate, DCSC, TU Delft

Control Systems Design, SC4026. SC4026 Fall 2009, dr. A. Abate, DCSC, TU Delft Control Systems Design, SC4026 SC4026 Fall 2009, dr. A. Abate, DCSC, TU Delft Lecture 4 Controllability (a.k.a. Reachability) vs Observability Algebraic Tests (Kalman rank condition & Hautus test) A few

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

Optimal control and estimation

Optimal control and estimation Automatic Control 2 Optimal control and estimation Prof. Alberto Bemporad University of Trento Academic year 2010-2011 Prof. Alberto Bemporad (University of Trento) Automatic Control 2 Academic year 2010-2011

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

Final A. Problem Points Score Total 100. Math115A Nadja Hempel 03/23/2017

Final A. Problem Points Score Total 100. Math115A Nadja Hempel 03/23/2017 Final A Math115A Nadja Hempel 03/23/2017 nadja@math.ucla.edu Name: UID: Problem Points Score 1 10 2 20 3 5 4 5 5 9 6 5 7 7 8 13 9 16 10 10 Total 100 1 2 Exercise 1. (10pt) Let T : V V be a linear transformation.

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

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

Attack Analysis and Resilient Control Design for Discrete-Time Distributed Multi-Agent Systems

Attack Analysis and Resilient Control Design for Discrete-Time Distributed Multi-Agent Systems Attack Analysis and Resilient Control Design for Discrete-Time Distributed Multi-Agent Systems Aquib Mustafa, Student Member, IEEE and Hamidreza Modares, Member, IEEE arxiv:8.87v4 [cs.sy] 8 ov 28 Abstract

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

Methods for sparse analysis of high-dimensional data, II

Methods for sparse analysis of high-dimensional data, II Methods for sparse analysis of high-dimensional data, II Rachel Ward May 26, 2011 High dimensional data with low-dimensional structure 300 by 300 pixel images = 90, 000 dimensions 2 / 55 High dimensional

More information

EE221A Linear System Theory Final Exam

EE221A Linear System Theory Final Exam EE221A Linear System Theory Final Exam Professor C. Tomlin Department of Electrical Engineering and Computer Sciences, UC Berkeley Fall 2016 12/16/16, 8-11am Your answers must be supported by analysis,

More information

ECE557 Systems Control

ECE557 Systems Control ECE557 Systems Control Bruce Francis Course notes, Version.0, September 008 Preface This is the second Engineering Science course on control. It assumes ECE56 as a prerequisite. If you didn t take ECE56,

More information

Methods for sparse analysis of high-dimensional data, II

Methods for sparse analysis of high-dimensional data, II Methods for sparse analysis of high-dimensional data, II Rachel Ward May 23, 2011 High dimensional data with low-dimensional structure 300 by 300 pixel images = 90, 000 dimensions 2 / 47 High dimensional

More information

Lecture 4 and 5 Controllability and Observability: Kalman decompositions

Lecture 4 and 5 Controllability and Observability: Kalman decompositions 1 Lecture 4 and 5 Controllability and Observability: Kalman decompositions Spring 2013 - EE 194, Advanced Control (Prof. Khan) January 30 (Wed.) and Feb. 04 (Mon.), 2013 I. OBSERVABILITY OF DT LTI SYSTEMS

More information

RECURSIVE ESTIMATION AND KALMAN FILTERING

RECURSIVE ESTIMATION AND KALMAN FILTERING Chapter 3 RECURSIVE ESTIMATION AND KALMAN FILTERING 3. The Discrete Time Kalman Filter Consider the following estimation problem. Given the stochastic system with x k+ = Ax k + Gw k (3.) y k = Cx k + Hv

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

Mobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti

Mobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti Mobile Robotics 1 A Compact Course on Linear Algebra Giorgio Grisetti SA-1 Vectors Arrays of numbers They represent a point in a n dimensional space 2 Vectors: Scalar Product Scalar-Vector Product Changes

More information

2. What are the tradeoffs among different measures of error (e.g. probability of false alarm, probability of miss, etc.)?

2. What are the tradeoffs among different measures of error (e.g. probability of false alarm, probability of miss, etc.)? ECE 830 / CS 76 Spring 06 Instructors: R. Willett & R. Nowak Lecture 3: Likelihood ratio tests, Neyman-Pearson detectors, ROC curves, and sufficient statistics Executive summary In the last lecture we

More information

x(n + 1) = Ax(n) and y(n) = Cx(n) + 2v(n) and C = x(0) = ξ 1 ξ 2 Ex(0)x(0) = I

x(n + 1) = Ax(n) and y(n) = Cx(n) + 2v(n) and C = x(0) = ξ 1 ξ 2 Ex(0)x(0) = I A-AE 567 Final Homework Spring 213 You will need Matlab and Simulink. You work must be neat and easy to read. Clearly, identify your answers in a box. You will loose points for poorly written work. You

More information

There are none. Abstract for Gauranteed Margins for LQG Regulators, John Doyle, 1978 [Doy78].

There are none. Abstract for Gauranteed Margins for LQG Regulators, John Doyle, 1978 [Doy78]. Chapter 7 Output Feedback There are none. Abstract for Gauranteed Margins for LQG Regulators, John Doyle, 1978 [Doy78]. In the last chapter we considered the use of state feedback to modify the dynamics

More information

6.241 Dynamic Systems and Control

6.241 Dynamic Systems and Control 6.241 Dynamic Systems and Control Lecture 24: H2 Synthesis Emilio Frazzoli Aeronautics and Astronautics Massachusetts Institute of Technology May 4, 2011 E. Frazzoli (MIT) Lecture 24: H 2 Synthesis May

More information

Chapter 3. State Feedback - Pole Placement. Motivation

Chapter 3. State Feedback - Pole Placement. Motivation Chapter 3 State Feedback - Pole Placement Motivation Whereas classical control theory is based on output feedback, this course mainly deals with control system design by state feedback. This model-based

More information

Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science : MULTIVARIABLE CONTROL SYSTEMS by A.

Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science : MULTIVARIABLE CONTROL SYSTEMS by A. Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.245: MULTIVARIABLE CONTROL SYSTEMS by A. Megretski Q-Parameterization 1 This lecture introduces the so-called

More information

= 0 otherwise. Eu(n) = 0 and Eu(n)u(m) = δ n m

= 0 otherwise. Eu(n) = 0 and Eu(n)u(m) = δ n m A-AE 567 Final Homework Spring 212 You will need Matlab and Simulink. You work must be neat and easy to read. Clearly, identify your answers in a box. You will loose points for poorly written work. You

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

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

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

Identification Methods for Structural Systems

Identification Methods for Structural Systems Prof. Dr. Eleni Chatzi System Stability Fundamentals Overview System Stability Assume given a dynamic system with input u(t) and output x(t). The stability property of a dynamic system can be defined from

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

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

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

Suppose that we have a specific single stage dynamic system governed by the following equation:

Suppose that we have a specific single stage dynamic system governed by the following equation: Dynamic Optimisation Discrete Dynamic Systems A single stage example Suppose that we have a specific single stage dynamic system governed by the following equation: x 1 = ax 0 + bu 0, x 0 = x i (1) where

More information

IMPULSIVE CONTROL OF DISCRETE-TIME NETWORKED SYSTEMS WITH COMMUNICATION DELAYS. Shumei Mu, Tianguang Chu, and Long Wang

IMPULSIVE CONTROL OF DISCRETE-TIME NETWORKED SYSTEMS WITH COMMUNICATION DELAYS. Shumei Mu, Tianguang Chu, and Long Wang IMPULSIVE CONTROL OF DISCRETE-TIME NETWORKED SYSTEMS WITH COMMUNICATION DELAYS Shumei Mu Tianguang Chu and Long Wang Intelligent Control Laboratory Center for Systems and Control Department of Mechanics

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

Lecture 2. Linear Systems

Lecture 2. Linear Systems Lecture 2. Linear Systems Ivan Papusha CDS270 2: Mathematical Methods in Control and System Engineering April 6, 2015 1 / 31 Logistics hw1 due this Wed, Apr 8 hw due every Wed in class, or my mailbox on

More information

Kalman Decomposition B 2. z = T 1 x, where C = ( C. z + u (7) T 1, and. where B = T, and

Kalman Decomposition B 2. z = T 1 x, where C = ( C. z + u (7) T 1, and. where B = T, and Kalman Decomposition Controllable / uncontrollable decomposition Suppose that the controllability matrix C R n n of a system has rank n 1

More information

Kalman Filtering with Intermittent Observations: Tail Distribution and Critical Value

Kalman Filtering with Intermittent Observations: Tail Distribution and Critical Value Kalman Filtering with Intermittent Observations: Tail Distribution and Critical Value Yilin Mo, Student Member, IEEE, and Bruno Sinopoli, Member, IEEE Abstract In this paper we analyze the performance

More information

SAMPLE SOLUTION TO EXAM in MAS501 Control Systems 2 Autumn 2015

SAMPLE SOLUTION TO EXAM in MAS501 Control Systems 2 Autumn 2015 FACULTY OF ENGINEERING AND SCIENCE SAMPLE SOLUTION TO EXAM in MAS501 Control Systems 2 Autumn 2015 Lecturer: Michael Ruderman Problem 1: Frequency-domain analysis and control design (15 pt) Given is a

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

Target tracking and classification for missile using interacting multiple model (IMM)

Target tracking and classification for missile using interacting multiple model (IMM) Target tracking and classification for missile using interacting multiple model (IMM Kyungwoo Yoo and Joohwan Chun KAIST School of Electrical Engineering Yuseong-gu, Daejeon, Republic of Korea Email: babooovv@kaist.ac.kr

More information

Quis custodiet ipsos custodes?

Quis custodiet ipsos custodes? Quis custodiet ipsos custodes? James B. Rawlings, Megan Zagrobelny, Luo Ji Dept. of Chemical and Biological Engineering, Univ. of Wisconsin-Madison, WI, USA IFAC Conference on Nonlinear Model Predictive

More information

POLE PLACEMENT. Sadegh Bolouki. Lecture slides for ECE 515. University of Illinois, Urbana-Champaign. Fall S. Bolouki (UIUC) 1 / 19

POLE PLACEMENT. Sadegh Bolouki. Lecture slides for ECE 515. University of Illinois, Urbana-Champaign. Fall S. Bolouki (UIUC) 1 / 19 POLE PLACEMENT Sadegh Bolouki Lecture slides for ECE 515 University of Illinois, Urbana-Champaign Fall 2016 S. Bolouki (UIUC) 1 / 19 Outline 1 State Feedback 2 Observer 3 Observer Feedback 4 Reduced Order

More information

Theory in Model Predictive Control :" Constraint Satisfaction and Stability!

Theory in Model Predictive Control : Constraint Satisfaction and Stability! Theory in Model Predictive Control :" Constraint Satisfaction and Stability Colin Jones, Melanie Zeilinger Automatic Control Laboratory, EPFL Example: Cessna Citation Aircraft Linearized continuous-time

More information

Lecture 9. Introduction to Kalman Filtering. Linear Quadratic Gaussian Control (LQG) G. Hovland 2004

Lecture 9. Introduction to Kalman Filtering. Linear Quadratic Gaussian Control (LQG) G. Hovland 2004 MER42 Advanced Control Lecture 9 Introduction to Kalman Filtering Linear Quadratic Gaussian Control (LQG) G. Hovland 24 Announcement No tutorials on hursday mornings 8-9am I will be present in all practical

More information

CBE507 LECTURE IV Multivariable and Optimal Control. Professor Dae Ryook Yang

CBE507 LECTURE IV Multivariable and Optimal Control. Professor Dae Ryook Yang CBE507 LECURE IV Multivariable and Optimal Control Professor Dae Ryook Yang Fall 03 Dept. of Chemical and Biological Engineering Korea University Korea University IV - Decoupling Handling MIMO processes

More information

Topic # /31 Feedback Control Systems. Analysis of Nonlinear Systems Lyapunov Stability Analysis

Topic # /31 Feedback Control Systems. Analysis of Nonlinear Systems Lyapunov Stability Analysis Topic # 16.30/31 Feedback Control Systems Analysis of Nonlinear Systems Lyapunov Stability Analysis Fall 010 16.30/31 Lyapunov Stability Analysis Very general method to prove (or disprove) stability of

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

Observability and state estimation

Observability and state estimation EE263 Autumn 2015 S Boyd and S Lall Observability and state estimation state estimation discrete-time observability observability controllability duality observers for noiseless case continuous-time observability

More information

Characterizing Algebraic Invariants by Differential Radical Invariants

Characterizing Algebraic Invariants by Differential Radical Invariants Characterizing Algebraic Invariants by Differential Radical Invariants Khalil Ghorbal Carnegie Mellon university Joint work with André Platzer ÉNS Paris April 1st, 2014 K. Ghorbal (CMU) Invited Talk 1

More information

5. Observer-based Controller Design

5. Observer-based Controller Design EE635 - Control System Theory 5. Observer-based Controller Design Jitkomut Songsiri state feedback pole-placement design regulation and tracking state observer feedback observer design LQR and LQG 5-1

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

LMIs for Observability and Observer Design

LMIs for Observability and Observer Design LMIs for Observability and Observer Design Matthew M. Peet Arizona State University Lecture 06: LMIs for Observability and Observer Design Observability Consider a system with no input: ẋ(t) = Ax(t), x(0)

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

4 Derivations of the Discrete-Time Kalman Filter

4 Derivations of the Discrete-Time Kalman Filter Technion Israel Institute of Technology, Department of Electrical Engineering Estimation and Identification in Dynamical Systems (048825) Lecture Notes, Fall 2009, Prof N Shimkin 4 Derivations of the Discrete-Time

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

SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL

SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL SYSTEMTEORI - KALMAN FILTER VS LQ CONTROL 1. Optimal regulator with noisy measurement Consider the following system: ẋ = Ax + Bu + w, x(0) = x 0 where w(t) is white noise with Ew(t) = 0, and x 0 is a stochastic

More information

Secure Detection: Performance Metric and Sensor Deployment Strategy

Secure Detection: Performance Metric and Sensor Deployment Strategy Secure Detection: Performance Metric and Sensor Deployment Strategy Xiaoqiang Ren and Yilin Mo Abstract This paper studies how to deploy sensors in the context of detection in adversarial environments.

More information

Statistical Filtering and Control for AI and Robotics. Part II. Linear methods for regression & Kalman filtering

Statistical Filtering and Control for AI and Robotics. Part II. Linear methods for regression & Kalman filtering Statistical Filtering and Control for AI and Robotics Part II. Linear methods for regression & Kalman filtering Riccardo Muradore 1 / 66 Outline Linear Methods for Regression Gaussian filter Stochastic

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

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

Lecture 19 Observability and state estimation

Lecture 19 Observability and state estimation EE263 Autumn 2007-08 Stephen Boyd Lecture 19 Observability and state estimation state estimation discrete-time observability observability controllability duality observers for noiseless case continuous-time

More information

A Constraint Generation Approach to Learning Stable Linear Dynamical Systems

A Constraint Generation Approach to Learning Stable Linear Dynamical Systems A Constraint Generation Approach to Learning Stable Linear Dynamical Systems Sajid M. Siddiqi Byron Boots Geoffrey J. Gordon Carnegie Mellon University NIPS 2007 poster W22 steam Application: Dynamic Textures

More information

Final Exam Solutions

Final Exam Solutions EE55: Linear Systems Final Exam SIST, ShanghaiTech Final Exam Solutions Course: Linear Systems Teacher: Prof. Boris Houska Duration: 85min YOUR NAME: (type in English letters) I Introduction This exam

More information