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A Risk-Theoretical Approach to H2-Optimal Control under Covert Attacks
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0002-6322-7857
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0003-1835-2963
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control.ORCID iD: 0000-0003-0355-2663
2018 (English)In: 57th IEEE Conference on Decision and Control, IEEE , 2018, p. 4553-4558Conference paper, Published paper (Refereed)
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.

Place, publisher, year, edition, pages
IEEE , 2018. p. 4553-4558
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-245006DOI: 10.1109/CDC.2018.8618886ISI: 000458114804034Scopus ID: 2-s2.0-85062181179ISBN: 978-1-5386-1395-5 (print)OAI: oai:DiVA.org:kth-245006DiVA, id: diva2:1293709
Conference
57th IEEE Conference on Decision and Control
Projects
CERCES
Note

QC 20190305

Available from: 2019-03-05 Created: 2019-03-05 Last updated: 2019-08-27Bibliographically approved

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

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