Privacy protection under the exposure of systems' prior information

Abstract: For systems whose states implicate sensitive information, their privacy is of great concern. While notions like differential privacy have been successfully introduced to dynamical systems, it is still unclear how a system's privacy can be properly protected when facing the challenging yet frequently-encountered scenario where an adversary possesses prior knowledge, e.g., the steady state, of the system. This paper presents a new systematic approach to protect the privacy of a discrete-time linear time-invariant system against adversaries knowledgeable of the system's prior information. We employ a tailored \emph{pointwise maximal leakage (PML) privacy} criterion. PML characterizes the worst-case privacy performance, which is sharply different from that of the better-known mutual-information privacy. We derive necessary and sufficient conditions for PML privacy and construct tractable design procedures. Furthermore, our analysis leads to insight into how PML privacy, differential privacy, and mutual-information privacy are related. We then revisit Kalman filters from the perspective of PML privacy and derive a lower bound on the steady-state estimation-error covariance in terms of the PML parameters. Finally, the derived results are illustrated in a case study of privacy protection for distributed sensing in smart buildings.