Abstract
We propose a technique to assess the vulnerability of the power system state estimation. We aim at identifying the measurements that have a high potential of being the target of false data injection attacks. From the perspective of the adversary, such measurements have the following characteristics: ① being influential on the variable estimates; ② corrupting their measured values is likely to be undetected. Additionally, such characteristics should not change significantly with the system operation condition. The proposed technique provides a systematic way of identifying the measurements with such characteristics. We illustrate our methodology on a 4-bus system, the New England 39-bus system, and the IEEE 118-bus test system, respectively.
ONE of the key functions of energy management systems (EMSs) is state estimation, which aims at finding the most likely estimate of the system state (i.e., voltage phasors) given the network topology and parameters, and a set of real-time measurements from telemetry and meters [
Within the context above, we aim at analyzing the vulnerabilities of the state estimation against FDIAs based on sensitivity analysis. Such vulnerabilities are characterized in terms of the chance of an attack to significantly influence (if perturbed) the optimal estimates while remaining undetected.
The theoretical framework for sensitivity analysis in nonlinear optimization used in this paper is stated in [
Given the characteristics of the nonlinear state estimation [
In this paper, we tailor the sensitivity analysis methodology in [
1) The vulnerabilities of the state estimation with respect to FDIAs based on sensitivity analysis are analyzed. We identify such vulnerabilities in terms of the stealthiness and impactfulness characteristics of an FDIA when it targets a particular measurement. The sensitivity analysis methodology allows us to compute both characteristics of all the measurements simultaneously.
2) Three scores to quantify and rank the vulnerability of each measurement to FDIAs are proposed, which can help identify vulnerable areas of the system and improve its security.
3) The variations of the sensitivities with respect to different operating conditions based on a singular value decomposition (SVD) approach are assessed. We aim at identifying whether the vulnerabilities of the state estimation vary with respect to the operating condition of the system or they remain almost invariant. The latter case would imply that the vulnerabilities are mainly dependent on the network topology and its parameters, and the configuration of the measurements.
Although we illustrate our methodology in the weighted least squared (WLS) state estimator, such methodology can also be implemented using other estimators (e.g., robust estimators) as long as they can be stated as a continuous optimization problem and their solution holds the Karush-Kuhn-Tucker (KKT) optimality conditions.
The remainder of this paper is organized as follows. In Section II, we present the characterization of vulnerable measurements, the state estimation formulation, and the analytical expressions to compute the sensitivities. The method to identify whether such sensitivities change with the operating conditions of the system is described in Section III. The proposed methodology is validated through numerical experiments in two test illustrative systems in Section IV. The effectiveness of the proposed methodology is verified using the IEEE 118-bus test system in Section V. The main conclusions of the paper are summarized in Section VI.
In this section, we characterize the vulnerability of the measurements against FDIA. Also, we present the state estimation formulation and derive the analytical expressions to compute the sensitivities of the objective and estimated variables with respect to parameters and measurements.
The goal of an FDIA is to stealthily modify measurements to introduce gross errors in the variable estimates, which are then used in other control applications (e.g., security-constrained optimal power flow and security analysis) [
Once the solution of the state estimation is computed, gross errors are detected by comparing the sum of squared errors with a bad data detection (BDD) flag. In the case of the WLS estimation, the widely adopted criterion for this flag comes from a distribution [
An adversary aims at modifying measurements without triggering the BDD flag, which could hinder the successful staging of the attack. Thus, an attacker would like to corrupt the measurements that do not change significantly the objective function when they are perturbed, which means that the rate of change in the objective function with respect to the measurement is small.
Although the vulnerability of a measurement can be induced by a low redundancy level around that measurement (critical measurement is an extreme example of this), this is not the only reason for high vulnerability. For example, a leverage measurement, which shows a small rate of changes in the objective function with respect to its perturbation, is also highly vulnerable. The vulnerability of such measurements is not caused by a lack of local redundancy, but by other factors such as system topology and network parameters [
Besides remaining undetected, an adversary aims at causing a large change in the variable estimates without significantly modifying the measurement under attack, i.e., the rate of change in the variable estimate as a measurement change has to be large. Since the state estimation can be also regarded as a nonlinear regression problem, this characteristic turns out to be the definition of leverage point in regression analysis [
A measurement with both characteristics is a high-potential target for cyber attack as an adversary can stage an impactful attack while remaining likely undetected. We note that both characteristics can be described in terms of the sensitivities of the objective function and the variable estimates with respect to the measurements. The proposed sensitivity analysis allows us to identify any vulnerable measurement of the cause of the vulnerability, e.g., low local redundancy, system topology, and/or network parameters.
We note that since our perspective is that of the system operator, it is a conservative assumption to consider that the attacker has full knowledge of the system. The system hardware parameters, e.g., line parameters, system topology, generator operating limits, and capacity of transmission lines, can be obtained by probing the supervisory control and data acquisition (SCADA) system [
The remainder of this section presents a technique to systematically compute both sensitivities for all the measurements simultaneously solely using state estimation information.
The WLS state estimation can be formulated as an equality-constrained optimization problem as follows.
(1) |
(2) |
(3) |
(4) |
(5) |
(6) |
(7) |
The objective (1) is to minimize the weighted sum of squared errors. Constraints (2) and (3) represent the active and reactive power injections of the buses with available injection measurements, respectively. Constraints (4) and (5) represent the active and reactive power flows of the lines with available flow measurements, respectively. Constraints (6) and (7) correspond to the zero-injections, i.e., exact pseudo-measurements.
The above problem can be expressed in compact form as:
(8) |
s.t.
(9) |
Note that the equality constraints only depend on the optimization variables and the parameters, not the measurements.
In the following subsection, the feasible perturbations and sensitivity analysis are derived assuming that we have a clean set of measurements, i.e., there are not bad data. Therefore, neither the objective function value nor the normalized residuals would trigger any flag.
Let be a local optimal solution of (8) and (9), and assume that is regular, i.e., the constraint gradients are linearly independent [
(10) |
(11) |
The conditions in (11) are the primal feasibility ones.
To determine the sensitivity equations with respect to the parameters and measurements, we perturb in such a way that the KKT conditions still hold [
(12) |
(13) |
(14) |
The above system of equations can be expressed in matrix form as:
(15) |
The vectors and submatrices are defined in Appendix A.
Then, (12) can be written as:
(16) |
(17) |
Therefore, (16) be expressed as:
(18) |
It can be solved using the superposition principle by replacing and by the p- and q-dimension identity matrices, respectively. Then, we obtain the matrices with all sensitivities with respect to the parameters and measurements.
(19) |
(20) |
where ; ;
Clearly, the sensitivities of the objective and variable estimates with respect to the measurements, which allow us to define the vulnerability of each measurement, can be computed by (20).
To better visualize the stealthiness and impactfulness of a measurement , we propose three scores to rank the vulnerability of : ① S-score, which quantifies how likely an FDIA is to be undetected; ② L-score, which quantifies the influence of an FDIA on the variables estimates; ③ V-score, which is a convex combination of the previous scores. The three scores are defined as (21)-(23), respectively.
(21) |
(22) |
(23) |
where ; ; and and are the non-decreasing functions with range and domain on . It is noteworthy that in the computation of L-score, choosing different norms could result in different values of such a score. To score the leverage of , we consider the Euclidean norm of the sensitivities of all the variable estimates with respect to it. This allows us to take into account the influence of such measurement not only on its corresponding variable estimate (i.e., self-sensitivity), but also on the other variable estimates.
The proposed scores are closer to 1 when a measurement is more vulnerable. It is noteworthy that and and their arguments are user-defined. We suggest an S-shaped function for both scores such as:
(24) |
where . We use the S-shaped function as a mechanism to visualize the vulnerability of the measurements. The parameter can be understood as a way of controlling how conservative the identification of vulnerable measurements is, i.e., smaller values of render more conservative scores because the function rapidly downweights the scores as they distance from 1, as depicted in

Fig. 1 Curves of S-shaped function.
Finally, the procedure to compute the sensitivities with respect to measurements and the proposed scores is summarized in
In this section, we present a method to identify whether or not the sensitivities change with the system operating condition.
To determine if the sensitivity vectors show significant changes with respect to the operating points, we consider different operating conditions and compute their corresponding sensitivities. Then, we arrange these sensitivities in matrices and as follows.
(25) |
where and are the sensitivities at a given operating condition . Each column of and corresponds to a particular sensitivity for all the operating conditions.
Note that in (25) we assume that every sensitivity vector and has the same dimension, i.e., the system topology and measurement configuration remain unchanged, which might not be always true. If the dimensions of the sensitivity vectors are different, it is necessary to only keep the sensitivities that are common for all the operating conditions.
SVD allows us to determine if such sensitivities significantly vary depending on the different operating points. Before computing the SVD of both matrices, it is necessary to subtract the mean of each column, i.e., the mean of each column is zero. We compute the row vectors containing the means of every column as:
(26) |
where and . Then, we can compute the elements of the mean-centered matrices and as:
(27) |
SVD is one of the most ubiquitous methods for processing and compressing data as well as dimensionality reduction. Although SVD is considered as a computationally intensive matrix decomposition, significant efforts have been made to propose reliable and numerically efficient algorithms to compute or approximate such decomposition in the last two decades. In particular, the matrices with low-rank structures can be efficiently decomposed by modern randomized matrix algorithms [
SVD is helpful to determine if the sensitivities are significantly affected by the different operating points. We compute the SVD of both standardized matrices as:
(28) |
where the diagonal elements of and are the singular values of and , respectively, and they are ordered from the largest to smallest.
If the largest singular values are significantly larger than the smallest ones, the sensitivities are not strongly dependent on the system operating condition. Such a characteristic is key for a cyber-attack because it means that the sensitivities depend on the factors that do not change significantly over time, e.g., system topology, line parameters, and measurement locations and precisions. Thus, it allows the adversary to identify the target measurements off-line, and to stage an attack on one of these measurements without knowing other measurements.
To quantify the proportion of the variance of the mean-centered sensitivity matrices and captured by their first singular values , the cumulative energy (CE) is defined as:
(29) |
In this section, two case studies are analyzed considering a 4-bus system and the New England 39-bus system. The weights of the voltage measurements are assumed to be , whereas the remaining measurements have the weight of . For the sake of simplicity, we weigh the squared error of each measurement with the inverse of the variance of its meter. We note that more sophisticated weighting rules are possible [
The 4-bus system and its measurement configuration are depicted in

Fig. 2 Single-line diagram and measurement location of 4-bus system.
The sensitivity of the objective function with respect to the measurements is depicted in

Fig. 3 Sensitivity of objective function with respect to measurement of 4-bus system.
Likewise, the sensitivity of the variable estimates with respect to the measurements at the maximum demand is depicted in

Fig. 4 Sensitivity of variable estimates with respect to measurement (scale factor is 1) of 4-bus system.
SVD can be used to approximate matrices by keeping the most dominant singular vectors, which allows retaining their most relevant features. For example, in

Fig. 5 Singular value and CE in the first singular values of 4-bus system. (a) . (b) CE.
To validate the effectiveness of the proposed scores, we corrupt , which is the most vulnerable measurement, in such a way that it remains undetected.
We modify the value of from p.u. to p.u., which represents a deviation of from the original measured value.

Fig. 6 Estimated values of 4-bus system.
We consider that the New England 39-bus system has the following measurements: all the voltage magnitudes, 10 pairs of active and reactive power injections at all generation buses, and 46 pairs of active and reactive power flows at the sending ends of all lines, which results in a redundancy level of 1.96. The system data can be retrieved from MATPOWER [
The sensitivity of the variable estimates with respect to the measurements is depicted in

Fig. 7 Sensitivity of variable estimates with respect to measurements (scale factor is 1) of New England 39-bus system.
Additionally,

Fig. 8 Vulnerability scores of all measurements of New England 39-bus system. (a) S-score. (b) L-score. (c) V-score.
We also provide the number of vulnerable measurements as a function of different threshold values in

Fig. 9 Number of vulnerable measurements as a function of different threshold values of New England 39-bus system.
The leading singular values of and , presented in
In this section, we verify the effectiveness of the proposed methodology using the IEEE 118-bus test system with the following measurements: all the voltage magnitudes, 54 pairs of active and reactive power injections at all generation buses, and 179 pairs of active and reactive power flows at the sending ends of all lines, which results in a redundancy level of 2.49. The system data can be retrieved from MATPOWER [
We present the scores of the most vulnerable measurements in
Figures

Fig. 10 S-score distribution of IEEE 118-bus system.

Fig. 11 L-score distribution of IEEE 118-bus system.

Fig. 12 V-score distribution of IEEE 118-bus system.
We also analyze the influence of an extreme operating condition in the proposed V-score. We assume that the system is operating close to voltage collapse.

Fig. 13 V-score correlation in a heavy load condition of IEEE 118-bus system.
This paper proposes a technique based on sensitivity analysis to identify the measurements with a high potential of being the target of FDIAs. We characterize the vulnerability of each measurement as a function of their potential to impact the variable estimates and to remain stealthy.
In our numerical studies, we demonstrate that there is a subset of measurements that shows both characteristics, thus being the most vulnerable to FDIAs. Furthermore, we numerically demonstrate that such vulnerabilities remain almost invariant to the system operating condition, which implies that they are mainly dependent on the network topology and its parameters, and the measurement configuration.
The proposed technique can be used to identify the most vulnerable measurements. Additionally, identifying such measurements can be used as an input to determine strategies to secure the state estimator, which is out of the scope of this work. Such strategies include: ① locating new measurements to improve local redundancy; ② securing the communication with a small but important subset of measurements; ③ implementing robust estimators.
Nomenclature
Symbol | —— | Definition |
---|---|---|
A. Sets | ||
—— | Set of buses | |
—— | Set of buses connected to bus | |
—— | Set of buses with voltage magnitude measurement | |
—— | Set of buses with active and reactive power measurements | |
—— | Set of branches with active and reactive power flow measurements | |
—— | Set of buses with zero injection | |
B. Parameters | ||
—— | Vector of parameters, , ] | |
—— | Shunt susceptance of line | |
—— | Real and imaginary parts of entry of admittance matrix of line | |
—— | Measurements of active and reactive power injection at bus | |
—— | Measurements of active and reactive power flow measurement on line | |
, | —— | Voltage magnitude and angle measurement at bus |
—— | Weighting factor for a measurement at bus , where superindex refers to voltage, active power, and reactive power, respectively | |
—— | Weighting factor for a measurement on line , where superindex refers to active power and reactive power flows, respectively | |
—— | Vector of measurements, , | |
C. Variables | ||
—— | Voltage magnitude and angle at bus | |
—— | Active and reactive power injections at bus | |
—— | Active and reactive power flows of line | |
—— | Vector of optimization variables, , | |
D. Dual Variable | ||
—— | Lagrange multiplier vector, | |
E. Constants | ||
n | —— | Number of optimization variables |
p | —— | Number of measurements |
q | —— | Number of parameters |
r | —— | Number of equality constraints |
—— | Vector of t-dimensional all-ones column | |
F. Functions | ||
—— | Equality constraints representing pseudo-measurements, power flows, and power injections | |
—— | Measurement error function |
Appendix
The auxiliary submatrices and vectors in (15) necessary for computing the sensitivities are defined as:
(A1) |
(A2) |
(A3) |
(A4) |
(A5) |
(A6) |
(A7) |
(A8) |
The scale factors of the 24 operating conditions are presented in Table BI [
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