Attack-Resilient H2, H-infinity, and L1 State Estimator

This paper considers the secure state estimation problem for noisy systems in the presence of sparse sensor integrity attacks. We show a fundamental limitation: that is, 2r-detectability is necessary for achieving bounded estimation errors, where r is the number of attacks. This condition is weaker than the 2r-observability condition typically assumed in the literature. Conversely, we propose a real-time state estimator that achieves the fundamental limitation. The proposed state estimator is inspired by robust control and FDI: that is, it consists of local Luenberger estimators, local residual detectors, and a global fusion process. We show its performance guarantees for H2, H-infinity, and L1 systems. Finally, numerical examples show that it has relatively low estimation errors among existing algorithms and average computation time for systems with a sufficiently small number of compromised sensors.