Estimation with Strategic Sensors

Farhad Farokhi, Andre M.H. Teixeira, Cedric Langbort

Research output: Contribution to journalArticlepeer-review

Abstract

We introduce a model of estimation in the presence of strategic, self-interested sensors. We employ a game-Theoretic setup to model the interaction between the sensors and the receiver. The cost function of the receiver is equal to the estimation error variance while the cost function of the sensor contains an extra term which is determined by its private information. We start by the single sensor case in which the receiver has access to a noisy but honest side information in addition to the message transmitted by a strategic sensor. We study both static and dynamic estimation problems. For both these problems, we characterize a family of equilibria in which the sensor and the receiver employ simple strategies. Interestingly, for the dynamic estimation problem, we find an equilibrium for which the strategic sensor uses a memory-less policy. We generalize the static estimation setup to multiple sensors with synchronous communication structure (i.e., all the sensors transmit their messages simultaneously). We prove the maybe surprising fact that, for the constructed equilibrium in affine strategies, the estimation quality degrades as the number of sensors increases. However, if the sensors are herding (i.e., copying each other policies), the quality of the receiver's estimation improves as the number of sensors increases. Finally, we consider the asynchronous communication structure (i.e., the sensors transmit their messages sequentially).

Original languageEnglish (US)
Article number7476847
Pages (from-to)724-739
Number of pages16
JournalIEEE Transactions on Automatic Control
Volume62
Issue number2
DOIs
StatePublished - Feb 2017

Keywords

  • Estimation
  • Kalman filtering
  • game theory
  • strategic sensors

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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