Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm and derive (optimal) bounds on the achievable state estimation error. In addition, as a result of independent interest, we give a coding theoretic interpretation for prior work on secure state estimation against sensor attacks in a noiseless dynamical system.
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