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Anomaly Detection Under Multiplicative Noise Model Uncertainty

Authors: Venkatraman Renganathan, Benjamin J. Gravell, Justin Ruths, Tyler H. Summers

Published: 2021 (Journal Paper)

Source: IEEE Control Systems Letters

arXiv: 2103.15228

DOI: 10.1109/LCSYS.2021.3134944

Summary

Uses the multiplicative-noise control design framework in order to control an uncertain system using output measurement feedback and monitor for excessive output residuals (anomaly detection).

Abstract

State estimators are crucial components of anomaly detectors that are used to monitor cyber-physical systems. Many frequently-used state estimators are susceptible to model risk as they rely critically on the availability of an accurate state-space model. Modeling errors make it more difficult to distinguish whether deviations from expected behavior are due to anomalies or simply a lack of knowledge about the system dynamics. In this research, we account for model uncertainty through a multiplicative noise framework. Specifically, we propose to use the multiplicative noise LQG based compensator in this setting to hedge against the model uncertainty risk. The size of the residual from the estimator can then be compared against a threshold to detect anomalies. Finally, the proposed detector is validated using numerical simulations. Extension of state-of-the-art anomaly detection in cyber-physical systems to handle model uncertainty represents the main novel contribution of the present work.

Tags

  • Cyber-physical systems

  • Anomaly detection

  • Attack detection

  • Robust state estimation

  • LQG control

  • Multiplicative noise

  • Model uncertainty

  • Stochastic systems

  • State-space models

  • Kalman filtering

  • Robust filtering

  • Sensor attacks

  • False data injection

  • Detection performance

  • Uncertainty-aware estimation

  • Resilient control systems

  • Secure control

  • Numerical simulation