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Differentially private MIMO filtering for event streams

Jérôme Le Ny and Meisam Mohammady

Article (2018)

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Cite this document: Le Ny, J. & Mohammady, M. (2018). Differentially private MIMO filtering for event streams. IEEE Transactions on Automatic Control, 63(1), p. 144-157. doi:10.1109/tac.2017.2713643
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Abstract

Rigorous privacy-preserving mechanisms that can process and analyze dynamic data streams in real-time are required to encourage a wider adoption of many large-scale monitoring and control systems recording the detailed activities of their users, such as intelligent transportation systems, smart grids or smart buildings. Motivated by scenarios where signals originate from many sensors capturing privacy-sensitive events about individuals and several statistics of interest need to be continuously published in real-time, we consider the problem of designing multi-input multi-output (MIMO) systems processing event streams while providing certain differential privacy guarantees on the input signals. We show how to construct and optimize MIMO extensions of the zero-forcing mechanism, which we previously proposed for single-input single-output systems. Some of these extensions can take a statistical model of the input signals into account. We illustrate our privacy-preserving filter design methodology in two examples: privately monitoring and forecasting occupancy in a building equipped with multiple motion detection sensors; and analyzing the activity of a Markov chain model of a simple shared processing server.

Uncontrolled Keywords

Privacy, Filtering, Estimation, Multidimensional systems

Open Access document in PolyPublie
Subjects: 2500 Génie électrique et électronique > 2500 Génie électrique et électronique
2500 Génie électrique et électronique > 2514 Traitement des signaux numériques
Department: Département de génie électrique
Research Center: GERAD - Groupe d'études et de recherche en analyse des décisions
Funders: CRSNG/NSERC
Grant number: RGPIN-435905-13
Date Deposited: 13 Feb 2018 13:06
Last Modified: 24 Oct 2018 16:12
PolyPublie URL: https://publications.polymtl.ca/2867/
Document issued by the official publisher
Journal Title: IEEE Transactions on Automatic Control (vol. 63, no. 1)
Publisher: IEEE
Official URL: https://doi.org/10.1109/tac.2017.2713643

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