Electrical and Electronic Engineering - Research Publications

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    A Fundamental Bound on Performance of Non-Intrusive Load Monitoring Algorithms with Application to Smart-Meter Privacy
    Farokhi, F (Elsevier BV, 2020)
    We prove that the expected estimation error of nonintrusive load monitoring algorithms is lower bounded by the trace of the inverse of the cross-correlation matrix between the derivatives of the load profiles of the appliances. We use this fundamental bound to develop privacy-preserving policies. Particularly, we devise a load-scheduling policy by maximizing the lower bound on the expected estimation error of non-intrusive load monitoring algorithms.
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    Linear quadratic control computation for systems with a directed tree structure
    Zafar, A ; Farokhi, F ; Cantoni, M (ELSEVIER, 2020)
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    Privacy Against State Estimation: An Optimization Framework based on the Data Processing Inequality
    Murguia, C ; Shames, I ; Farokhi, F ; Nesic, D (ELSEVIER, 2020-01-01)
    Information about the system state is obtained through noisy sensor measurements. This data is coded and transmitted to a trusted user through an unsecured communication network. We aim at keeping the system state private; however, because the network is not secure, opponents might access sensor data, which can be used to estimate the state. To prevent this, before transmission, we randomize coded sensor data by passing it through a probabilistic mapping, and send the corrupted data to the trusted user. Making use of the data processing inequality, we cast the synthesis of the probabilistic mapping as a convex program where we minimize the mutual information (our privacy metric) between two estimators, one constructed using the randomized sensor data and the other using the actual undistorted sensor measurements, for a desired level of distortion–how different coded sensor measurements and distorted data are allowed to be.
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    Review of results on smart-meter privacy by data manipulation, demand shaping, and load scheduling
    Farokhi, F (Institution of Engineering and Technology, 2020-10-01)
    Simple analysis of energy consumption patterns recorded by smart meters can be used to deduce household occupancy. With access to higher-resolution smart-meter readings, we can infer more detailed information about the household including the use of individual electric appliances through non-intrusive load monitoring techniques. The extent of privacy concerns caused by smart meters has proved to an obstacle in the roll-out of smart meters in some countries. This highlights the need for investigating smart-meter privacy. Mechanisms for ensuring smart-meter privacy fall in broad categories of data manipulation, demand shaping, and load scheduling. In smart-meter data manipulation, the smart meter collects real, potentially high-resolution data about the energy consumption within the house. This data is then manipulated before communication with to utility providers and retailers. The manipulation could be non-stochastic, such as aggregation, binning, and down-sampling, or stochastic, such as additive noise. In demand shaping and load scheduling, smart-meter readings are communicated without any interference but the consumption is manipulated by renewable energy sources, batteries, or shifting loads to render nonintrusive load monitoring ineffective. In this study, the author reviews these approaches and presents several methods relying on homomorphic encryption, differential privacy, information theory, and statistics for ensuring privacy.
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    Deconvoluting kernel density estimation and regression for locally differentially private data
    Farokhi, F (NATURE PORTFOLIO, 2020-12-07)
    Local differential privacy has become the gold-standard of privacy literature for gathering or releasing sensitive individual data points in a privacy-preserving manner. However, locally differential data can twist the probability density of the data because of the additive noise used to ensure privacy. In fact, the density of privacy-preserving data (no matter how many samples we gather) is always flatter in comparison with the density function of the original data points due to convolution with privacy-preserving noise density function. The effect is especially more pronounced when using slow-decaying privacy-preserving noises, such as the Laplace noise. This can result in under/over-estimation of the heavy-hitters. This is an important challenge facing social scientists due to the use of differential privacy in the 2020 Census in the United States. In this paper, we develop density estimation methods using smoothing kernels. We use the framework of deconvoluting kernel density estimators to remove the effect of privacy-preserving noise. This approach also allows us to adapt the results from non-parametric regression with errors-in-variables to develop regression models based on locally differentially private data. We demonstrate the performance of the developed methods on financial and demographic datasets.
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    Structured computation of optimal controls for constrained cascade systems
    Cantoni, M ; Farokhi, F ; Kerrigan, E ; Shames, I (Taylor & Francis, 2020-01)
    Constrained finite-horizon linear-quadratic optimal control problems are studied within the context of discrete-time dynamics that arise from the series interconnection of subsystems. A structured algorithm is devised for computing the Newton-like steps of primal-dual interior-point methods for solving a particular re-formulation of the problem as a quadratic program. This algorithm has the following properties: (i) the computation cost scales linearly in the number of subsystems along the cascade; and (ii) the computations can be distributed across a linear processor network, with localised problem data dependencies between the processor nodes and low communication overhead. The computation cost of the approach, which is based on a fixed permutation of the primal and dual variables, scales cubically in the time horizon of the original optimal control problem. Limitations in these terms are explored as part of a numerical example. This example involves application of the main results to model data for the cascade dynamics of an automated irrigation channel in particular.
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    Privacy-Preserving Public Release of Datasets for Support Vector Machine Classification
    Farokhi, F (Institute of Electrical and Electronics Engineers (IEEE), 2020)
    We consider the problem of publicly releasing a dataset for support vector machine classification while not infringing on the privacy of data subjects (i.e., individuals whose private information is stored in the dataset). The dataset is systematically obfuscated using an additive noise for privacy protection. Motivated by the Cramér-Rao bound, inverse of the trace of the Fisher information matrix is used as a measure of the privacy. Conditions are established for ensuring that the classifier extracted from the original dataset and the obfuscated one are close to each other (capturing the utility). The optimal noise distribution is determined by maximizing a weighted sum of the measures of privacy and utility. The optimal privacy-preserving noise is proved to achieve local differential privacy. The results are generalized to a broader class of optimization-based supervised machine learning algorithms. Applicability of the methodology is demonstrated on multiple datasets.
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    Private routing and ride-sharing using homomorphic encryption
    Farokhi, F ; Shames, I ; Johansson, KH (Institution of Engineering and Technology (IET), 2020-02-07)
    A framework for private and secure communication and interaction between agents interacting in transportation services is developed. An agent, i.e. a user, can ask questions or submit queries regarding whether the other agents, i.e. drivers, use the desired road at specific times of the day in an encrypted fashion. The authors developed the framework using semi-homomorphic encryption (namely, the Paillier's encryption method) to enable the algebraic manipulation of plain data without the need for decryption using appropriate computations over the encrypted data. Strong privacy and security guarantees are proved for the agents. Subsequently, the semi-homomorphic encryption method is utilised to develop privacy-aware ride-sharing and routing algorithms without the need for disclosing the origin and destination of the user.
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    Implementing homomorphic encryption based secure feedback control
    Tran, J ; Farokhi, F ; Cantoni, M ; Shames, I (Elsevier BV, 2020-04)
    This paper is about an encryption based approach to the secure implementation of feedback controllers for physical systems. Specifically, Paillier’s homomorphic encryption is used to digitally implement a class of linear dynamic controllers, which includes the commonplace static gain and PID type feedback control laws as special cases. The developed implementation is amenable to Field Programmable Gate Array (FPGA) realization. Experimental results, including timing analysis and resource usage characteristics for different encryption key lengths, are presented for the realization of an inverted pendulum controller; as this is an unstable plant, the control is necessarily fast.
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    Privacy-Preserving Constrained Quadratic Optimization with Fisher Information
    Farokhi, F (IEEE, 2020-04-24)
    Noisy (stochastic) gradient descent is used to develop privacy-preserving algorithms for solving constrained quadratic optimization problems. The variance of the error of an adversary's estimate of the parameters of the quadratic cost function based on iterates of the algorithm is related to the Fisher information of the noise using the Cramér-Rao bound. This motivates using the Fisher information as a measure of privacy. Noting that the performance degradation in noisy gradient descent is proportional to the variance of the noise, a measure of utility is defined to be equal to the variance of the noise. Trade-off between privacy and utility is balanced by minimizing the Fisher information subject to a constraint on the variance of the noise. The optimal privacy-preserving noise is proved to be Gaussian, which implies that the developed privacy-preserving optimization algorithm also guarantees differential privacy.