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A Risk-Theoretical Approach to H2-Optimal Control under Covert Attacks
KTH, Skolan för elektroteknik och datavetenskap (EECS), Reglerteknik.ORCID-id: 0000-0002-6322-7857
KTH, Skolan för elektroteknik och datavetenskap (EECS), Reglerteknik.
KTH, Skolan för elektroteknik och datavetenskap (EECS), Reglerteknik.ORCID-id: 0000-0003-1835-2963
KTH, Skolan för elektroteknik och datavetenskap (EECS), Reglerteknik.ORCID-id: 0000-0003-0355-2663
2018 (engelsk)Inngår i: 57th IEEE Conference on Decision and Control, IEEE , 2018, s. 4553-4558Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

We consider the control design problem of optimizing the H-2 performance of a closed-loop system despite the presence of a malicious covert attacker. It is assumed that the attacker has incomplete knowledge on the true process we are controlling. To account for this uncertainty, we employ different measures of risk from the so called family of coherent measures of risk. In particular, we compare the closed-loop performance when a nominal value is used, with three different measures of risk: average risk, worst-case scenario and conditional valueat- risk (CVaR). Additionally, applying the approach from a previous work, we derive a convex formulation for the control design problem when CVaR is employed to quantify the risk. A numerical example illustrates the advantages of our approach.

sted, utgiver, år, opplag, sider
IEEE , 2018. s. 4553-4558
Serie
IEEE Conference on Decision and Control, ISSN 0743-1546
HSV kategori
Identifikatorer
URN: urn:nbn:se:kth:diva-245006DOI: 10.1109/CDC.2018.8618886ISI: 000458114804034Scopus ID: 2-s2.0-85062181179ISBN: 978-1-5386-1395-5 (tryckt)OAI: oai:DiVA.org:kth-245006DiVA, id: diva2:1293709
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57th IEEE Conference on Decision and Control
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QC 20190305

Tilgjengelig fra: 2019-03-05 Laget: 2019-03-05 Sist oppdatert: 2019-08-27bibliografisk kontrollert

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Müller, Matias I.Milosevic, JezdimirSandberg, HenrikRojas, Cristian R.

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