Defense Filters for Robust Learning of Partially Observed Dynamical Systems

Abstract

Robust estimation of unknown system dynamics from partial observations under attack is a core challenge in learning for control, increasingly critical in multi-agent networks subject to adversarial data poisoning. Existing methods either require highly restrictive assumptions on the adversary or yield weak error bounds. In this paper, we consider identifying partially observed linear dynamical systems subject to adversarial attacks with an attack probability $p < 0.5$ at each time. We propose a defense-filtering framework in which a system designer leverages knowledge of the observation matrix to construct a defense filter satisfying full column rank and subspace separability conditions, which enables the evaluation of a single-attack scenario against observed data. Using this framework, we analyze the constrained $\ell_2$-norm estimator and establish finite-sample error bounds for recovering the Markov parameter matrix $G^*$. This is the first approach to provide provable system identification guarantees via a defense filter for partially observed systems subject to harsh attack environments where the attack probability approaches $0.5$.