The set-based estimation has gained a lot of attention due to its ability to guarantee state enclosures for safety-critical systems. However, collecting measurements from distributed sensors often requires outsourcing the set-based operations to an aggregator node, raising many privacy concerns. To address this problem, we present set-based estimation protocols using partially homomorphic encryption that preserve the privacy of the measurements and sets bounding the estimates. We consider a linear discrete-time dynamical system with bounded modeling and measurement uncertainties. Sets are represented by zonotopes and constrained zonotopes as they can compactly represent high-dimensional sets and are closed under linear maps and Minkowski addition. By selectively encrypting parameters of the set representations, we establish the notion of encrypted sets and intersect sets in the encrypted domain, which enables guaranteed state estimation while ensuring privacy. In particular, we show that our protocols achieve computational privacy using the cryptographic notion of computational indistinguishability. We demonstrate the efficiency of our approach by localizing a real mobile quadcopter using ultra-wideband wireless devices.

We present a robust data-driven control scheme for an unknown linear system model with bounded process and measurement noise. Instead of depending on a system model in traditional predictive control, a controller utilizing data-driven reachable regions is proposed. The data-driven reachable regions are based on a matrix zonotope recursion and are computed based on only noisy input-output data of a trajectory of the system. We assume that measurement and process noise are contained in bounded sets. While we assume knowledge of these bounds, no knowledge about the statistical properties of the noise is assumed. In the noise-free case, we prove that the presented purely data-driven control scheme results in an equivalent closed-loop behavior to a nominal model predictive control scheme. In the case of measurement and process noise, our proposed scheme guarantees robust constraint satisfaction, which is essential in safety-critical applications. Numerical experiments show the effectiveness of the proposed data-driven controller in comparison to model-based control schemes.

In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional entropy of the data point to be estimated or predicted given the side information or past observations. Additionally, we discover that in order to achieve the prediction error bounds asymptotically, the necessary and sufficient condition is that the "innovation" is asymptotically white Gaussian. When restricted to Gaussian processes and 1-step prediction, our bounds are shown to reduce to the Kolmogorov-Szeg\"o formula and Wiener-Masani formula known from linear prediction theory.