This article has been accepted for publication in a future issue of this journal, but has not been
fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/JIOT.2021.3113900, IEEE
Internet of Things Journal
KFRNN: An Effective False Data Injection Attack
Detection in Smart Grid Based on Kalman Filter and
Recurrent Neural Network
Yufeng Wang, Member, IEEE,Zhihao Zhang, Jianhua Ma, Member, IEEE and Qun Jin, Senior Member, IEEE
Abstract—The smart grid is now increasingly dependent on
smart devices to operate, which leaves space for cyber attacks.
Especially, the intentionally designed false data injection attack
(FDIA) can successfully bypass the traditional measurement
residual-based bad data detection scheme. Considering that the
smart grid data naturally contain linear and nonlinear
components, inspired by parallel ensemble learning, especially
by stacking method, this paper presents an effective two-level
learner based FDIA detection scheme using Kalman filter and
recurrent neural network (KFRNN). The first-level includes two
base learners, in which Kalman filter is used for state prediction
to fit linear data, and RNN is used to fit nonlinear data feature.
The second-level learner uses the fully connected layer and back
propagation (BP) module to adaptively combine the results of
two base learners. Then, through fitting Weibull distribution of
the sum of square errors (SSEs) between the observed
measurements and the predicted measurements, the dynamic
threshold is obtained to judge whether FDIA occurs or not.
Comprehensive simulation results show that our scheme has
better performance than other neural network based and
ensemble learning based FDIA detection schemes.
Index Terms—False data injection attack, Kalman filter,
Recurrent neural network, Smart grid, Ensemble learning.
I. INTRODUCTION
W ITH the development of society, people’s demand of
electricity is getting higher and higher, which promotes
the development of smart grid. Application of sensing,
communications and computing improves the quality of
monitoring and control of smart grids, meanwhile increases
vulnerability to various cyber attacks. The 2003 blackout in
the North-East [1], for example, shows that even minor
glitches in parts of the grid eventually caused billions of
dollars in economic losses.
As shown in Fig. 1, the measurement data, such as bus
voltage, bus power flow, and branch power flow, etc., from
the sensors or meters, are sent to a control center known as
SCADA (Supervisory Control and Data Acquisition) system.
Then, it analyzes the received measurement data, conducts
state estimation (SE), detects the potentials of contingency,
and sends the corresponding control signals to the remote
terminal units to ensure the reliable operation.
Manuscript received at April. 30, 2021; Revised at Jun. 17, 2021; Accepted
at Sep. 14, 2021. This research is sponsored by QingLan Project of JiangSu
Province. (Corresponding author: Yufeng Wang.)
Yufeng Wang and Zhihao Zhang are with Nanjing University of Posts and
Telecommunications, China (e-mail: wfwang@njupt.edu.cn).
Jianhua Ma is with Hosei University, Japan. (e-mail: jianhua@hosei.ac.jp).
Qun Jin is with Waseda University, Japan, (e-mail: jin@waseda.jp).
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Power Grid Field Devices
Power Attack1
Generation sensors
False commands /operations
Measure Data Acquisition
Power
Transmission
Power
meters
Distribution
Attack2
Power RTU
Consumption
S Control Center/EMS
S
State Estimation
Optimal Power Flow
C C
A Emergency Analysis False Measure Data A Attack3
D D
A Economic Dispatch
A
Fig.1.Illustration of False Data Injection Attack (FDIA) in smart grid.
Especially, the traditional bad data detection (BDD) method
built in the SE relies on measurement residual to detect cyber
attacks. Specifically, the measurement residual (i.e., the
difference between the vector of observed measurements and
the vector of estimated measurements), is compared to the
predefined system-based threshold value, and the presence of
bad measurements is inferred if the measurement residual
exceeds the threshold.
A. Research motivation
False data injection (FDI) that attacks on the integrity of
data to corrupt the outputs of SE, is emerging as a severe
threat to smart grid [2], which affects the normal operation of
the system and leads to the system state error [3][4].
As depicted in Fig.1, practically, an FDI attack (FDIA) can
be performed by manipulating the network communication
channels (i.e., attack 2) or hacking meters and/or control
centers (i.e., attack 1 or 3) in the smart grid. Generally, ―Basic
FDIA‖ represents FDIA can be detected by the traditional
BDD, while stealthy FDIA denotes that FDIA can’t be
perceived via the BDD [5]. In detail, if the attacker knows the
whole grid network topology, then the intentionally injected
false data can successfully bypass the traditional measurement
residual-based BDD scheme, so-called stealthy FDIA. The
effects of FDIA, such as frequency and load imbalance, load
interruption and damage of grid components, are practically
elaborated [6]. Specifically, the 2015 Ukraine blackout [7]
demonstrates the plausibility of common assumptions
regarding the knowledge and capabilities required by an
adversary to mount a successful FDIA on a smart grid.
Currently, there exist many schemes to detect FDIA in
literature. For example, Kalman filter (KF) is used to estimate
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the system state and judge whether FDIA exists or not. But
Kalman filter is only a linear estimation, ignoring the
non-linear feature in smart grid data. Ref. [8][9] respectively
combine recurrent and convolutional neural networks with
fully connected layer to predict the system state and then
detect FDIA. In contrast to Kalman filter, neural networks
process non-linear data well, but smart grid data also contain
linear component. Residual recurrent neural network (R2N2)
is presented to detect FDIA [10], in which vector
auto-regression (VAR), i.e., the linear predictive component,
and recurrent neural network (RNN), i.e., the non-linear
predictive component are sequentially combined. The
weakpoint lies in that the deviation caused by the first
prediction component will directly affect the performance of
the following prediction component, which in turn hampers
the overall performance.
B. Main contribution
In recent years, methods of detection by integrating
multiple models have emerged and shown good results, such
as [11-14]. Among them, ensemble learning has become a
popular machine learning paradigm where multiple base
learners are trained to solve the same problem, in which the
generalization ability of an ensemble is usually much stronger
than that of base learners.
Considering that the diversity of the base learners of an
ensemble is known to be an important factor in determining
its generalization error, this paper presents an effective FDIA
detection scheme based on Kalman filer and recurrent neural
network (named KFRNN). Specifically, the main
contributions of this paper are given as follows.
 Considering that the actual smart grid data are both
linear and non-linear, and their time-sequential nature,
the Kalman filter and RNN are adaptively combined in
parallel to incorporate the data characteristics
respectively. Specifically, following the stacking method,
the second-level meta-learner, i.e., the BP (back
propagation) based neural network is designed to
adaptively combine the prediction results of these two
base learners.
 Comprehensive simulations demonstrate that KFRNN
performs better than other neural network based and
other ensemble learning based schemes, including R2N2,
RNNWide, and CNNWide, etc.
 To verify the design rationality of KFRNN, we
intentionally design the so-called R2N2_variant, which
follows the same neural structure as KFRNN, but similar
to R2N2, uses the VAR component for processing the
linear data feature and RNN component for processing
the non-linear data feature. The simulation results
demonstrate that KFRNN and R2N2_variant outperform
than other deep learning based FDIA detection schemes,
and moreover show the superiority of KFRNN among all
schemes.
The rest of this paper is organized as follows. Section II
discusses related work .In section III, we briefly introduce the
smart grid system model, state estimation and attack model.
Section IV provides the proposed scheme KFRNN, and its
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main components. Thorough simulations are conducted to
verify and compare with typical similar schemes. Finally, we
briefly conclude this paper.
II. RELATED WORK
FDIA detection schemes can be mainly divided into two
categories: the model-based and the data-driven [5]. The
former explicitly models smart grids based on the streaming
real-time measurements along with the static system data such
as the system parameters and substations configuration, and
adopts these models to infer the data relationship. While, the
latter is model-free, which directly learns the data relationship
through data mining and machine learning methods,
especially by deep learning. An example of the first category
is the use of vector auto-regression [15] or Kalman filter for
prediction. As stated in [16], recently, many researchers have
used the method of machine learning, such as [8-10][17-19],
which belongs to the second category.
Kalman filter is widely used for prediction [20-22]. Its
advantage lies in that it can calibrate the predicted value with
constructing Kalman gain, but the weak point lies in that it
can only deal with well the linear data feature of smart grid.
However, the smart grid data naturally contain non-linear
component. Aside from Kalman filter, vector auto-regression
is also a widely used process that captures the linear
inter-dependencies between the different time series events,
and can incorporate the dynamics of the system.
Ref. [8][9] respectively use the recurrent neural network
combined with the fully connected layer (i.e., so-called Wide
component), and the convolutional neural network combined
with Wide component for prediction. Hereby, for comparison
in our paper, the scheme [8] is named RNNWide and the
scheme [9] named CNNWide. The above two schemes only
use the non-linear model to predict the data and ignore the
linear component in the smart grid data. In particular, in [9], it
is inappropriate to stiffly convert time-sequential grid data
into a two-dimensional structure for the implementation of
convolutional neural network, for the temporal nature of the
data can be destroyed by the rigid conversion.
Final output xˆt 2h
Predicted residual ~
rt2h
RNN
Residual rth
Observed
value xth
Linear output ~
xth Linear output ~
xt2h
VAR VAR
Input data x t Input data xth
Fig. 2. Flowchart of R2N2 based prediction model.
R2N2 is used for FDIA detection [10]. Fig. 2 presents the
technical framework of R2N2 prediction model. Technically,
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R2N2 is divided into two branches: the left branch uses VAR TABLE I
MAIN NOTATION AND THEIR MEANINGS USED IN THIS PAPER
to predict the states at time (t+h), and then sends into RNN the
residuals between the observed states and the predicted states Notation Definition
at time (t+h) to predict the residuals at time (t+2h); the right 𝒛 𝑀 × 1 measurement vector of smart grid
branch uses vector auto-regression to directly predict the 𝒙 (𝑁 − 1) × 1 state vector of smart grid
states at time (t+2h), and then the predicted states at time 𝒏 Noise variable
(t+2h) in right branch plus the residuals at time (t+2h) from 𝒂 The generated attack vector on the measurements
the left branch is regarded as the finally predicted states at 𝒓 The residual between the observed measurement and the
time (t+2h). predicted measurement
In a sense, R2N2 also takes into account both linear and 𝑯 𝑀 × (𝑁 − 1) measurement Jacobian matrix
non-linear data features in smart grid, in which VAR is used to 𝑴 The number of measurements (M=N+L) in smart grid
fit the linear data feature, and RNN is used to process the L The number of transmission lines in smart grid
non-linear data feature. However, R2N2 has one defect: the 𝑵 The number of buses in smart grid
deviation generated by the VAR prediction in the left branch
In a typical power system, there are buses inter-connected
is propagated to the following procedures of RNN. To verify
by the transmission lines. The Independent System Operators
our inference, besides KFRNN scheme, we intentionally
(ISOs) monitor the power system through SCADA
designed the so-called R2N2_variant, which has the same
measurements using sensors. Smart grid model is based on
neural structure as KFRNN, with the only difference that the
real-time measurements of data flow and static system data.
Kalman filter component in KFRNN is replaced by VAR
The goal of state estimation is to use real-time data collected
component. The simulation results demonstrate that the
from the measurement units to estimate the operating state of
performance of R2N2_variant is better than that of the
the smart grid.
traditional R2N2 scheme, which implies the rationality of the
For state estimation using the DC power flow model, the
proposed KFRNN structure.
relation between measurements and state variables is given as:
Different from the above FDIA detection schemes, another
𝑧 = 𝐻𝑥 + 𝑛 (1)
methodology is direct classification. Especially, in [23], the
𝑧 = [𝑧𝑁 , 𝑧𝐿 ]𝑇 represents a 𝑀 × 1 measurement vector of
superposition of multilayer convolutional neural networks is
smart grid, including power injections at 𝑁 buses and the
used as the classification model, and the labeled data is used
power flows on 𝐿 transmission lines. Specifically, 𝑧𝑁 =
to train the classification model that is then used to detect
[𝑃1 , … , 𝑃𝑁 , 𝑄1 , … , 𝑄𝑁 ]𝑇 , 𝑧𝐿 = [… , 𝑃𝑖𝑗 , … , 𝑄𝑖𝑗 , … ]𝑇 ,
FDIA in operating phase. Similarly, using the training data
where 𝑃𝑘 , 𝑄𝑘 , 𝑘 ∈ 1, 𝑁 respectively represents the active
with known labels, support vector mechanism is used to
power and reactive powers injected by 𝑘 bus, and
create a hyperplane to detect FDIA in [24]. In summary,
𝑃𝑖𝑗 , 𝑄𝑖𝑗 , 𝑖, 𝑗 ∈ [1, 𝑁] respectively represent the flow active and
classification based methods require that the training data
reactive powers of the transmission line between bus 𝑖 and 𝑗.
should have been explicitly labeled, and have the following
𝑥 is a 𝑁 − 1 × 1 state vector of smart grid, which, for
drawbacks. First, it is difficult to obtain the labeled data in
example, denotes the phase angles of 𝑁 buses (one of the
practice, especially for FDIA. Second, the classification
buses is regarded as a reference bus). 𝐻 is the 𝑀 × 𝑁 −
model trained by some specifically labeled data can only work
1measurement Jacobian matrix. 𝑛 is the noise variable, which
for some certain attack mode, and cannot be applicable to
follows the normal distribution 𝑛~𝑁(0, 𝜎𝑛2 ). Through the
other attack modes that may generate different attack data.
minimum mean squared error estimator, the state vector 𝑥
In addition, there are some other detection schemes. For
can be estimated from the Equation (2), denoted as𝑥 .
example, the learning model of mixture Gaussian distribution
𝑥 = (𝐻 𝑇 𝑅−1 𝐻)−1 𝐻 𝑇 𝑅−1 𝑧 (2)
proposed by [25] is used to fit normal states for detecting
where 𝑅 = 𝑑𝑖𝑎𝑔(𝜎𝑛2 ) is noise co-variance matrix, and
FDIA. The problem is that the selection of the number of
𝜎𝑛2 represents the variance of the noise on the 𝑛 − 𝑡𝑕
Gaussian density components and the overall probability
component of the measurement vector.
distribution does not vary largely if a state was occurred by a
Then, the residual between the observed measurements and
small attack. In [26], FDIA is detected based on graph signal
the estimated measurements is represented as Equation (3).
processing, but its complexity is relatively high. It is worth
𝑟 = 𝑧 − 𝐻𝑥 (3)
mentioning that Generative Adversarial Networks are used to
For traditional BDD system, if 𝑟 < 𝜏 (𝜏is the predefined
identify and recover the data attacked FDIA [27][28].
system-based threshold value), then SE is regarded as valid.
Anomaly detection technology is adopted in [29], which
Denoting 𝑎 as the nonzero injected vector which is injected
includes Luenberger observer and an artificial neural network
into the measurement data 𝑧, then the measurement vector
to identify false data.
after attack can be represented as 𝑧𝑎 = 𝑧 + 𝑎. If the attacker
III.THE SYSTEM MODEL AND PROBLEM STATEMENT would know the topology, that is, know the 𝐻 matrix, then
the attack vector can be designed as 𝑎 = 𝐻𝑐, where 𝑐 is
Table I gives the main notations and their meanings used in
usually a (𝑁 − 1) × 1 vector. Then, the estimated system
this paper.
state vector after attack 𝑥𝑎 can be represented as the
following Equation (4).
𝑥𝑎 = (𝐻 𝑇 𝑅−1 𝐻)−1 𝐻 𝑇 𝑅−1 𝑧𝑎 = 𝐻 𝑇 𝑅−1 𝐻 −1 𝐻𝑇 𝑅−1 𝑧 +

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𝐻𝑐 = 𝐻 𝑇 𝑅−1 𝐻 −1 𝐻𝑇 𝑅−1 𝑧 + 𝐻 𝑇 𝑅−1 𝐻 −1 (𝐻 𝑇 𝑅−1 𝐻)𝑐 =
𝑥+𝑐
Then, the residual between the observed measurements and
the estimated measurements under FDIA, 𝑟𝑎 can be
computed as the Equation (5).
𝑟𝑎 = 𝑧𝑎 − 𝐻𝑥𝑎 = 𝑧 + 𝐻𝑐 − 𝐻𝑥 − 𝐻𝑐 = 𝑧 − 𝐻𝑥 =
𝑟 (5)
Since 𝑟𝑎 = 𝑟 , it implied that the traditional measurement
residual based BDD method can’t detect the FDIA at all,
so-called a stealthy FDIA.
In summary, the intentionally injected measurement attack
𝑎 = 𝐻𝑐 can make the traditional SE in smart grid changes the
estimated state from 𝑥 into 𝑥 + 𝑐, and successfully bypass
the measurement residual based BDD. Therefore, if the
designer, instead of traditional SE, could accurately predict
the state variables through exploiting the time-sequential
features of historical state variables, then the FDIA attack can
be detected effectively.
IV.KFRNN: THE PROPOSED FDIA DETECTION SCHEME
In a sense, our proposed scheme is inspired from ensemble
learning. There are several reasons why ensemble learning
paradigm often improves performance of the prediction
scheme [30]: 1) Overfitting avoidance. 2) Computational
advantage. 3) Representation. In terms of production way of
the base learners, ensemble learning can be broadly divided
into parallel and sequential ensemble [31]. In parallel
ensemble, each base learner performs prediction
independently, and then multiple base learners are combined
to output the final predictive result [32][33]. In sequential
(4) ensemble, the base learners are created over iterations and
have dependency among them. Typically, the larger weights
are assigned to the mis-predicted instances in the preceding
base learner to advance the following based learner. The
advantage of parallel ensemble is that: due to the parallel
execution of the base learners, the entire scheme can be
executed efficiently, and the biases of individual base learner
can be overcome, and then achieve higher overall accuracy
[34]. More importantly, since the data in FDIA scenario is
dynamic and time-serial, and KFRNN detects the FDIA in
real-time way, especially in operation phase, the Kalman filter
in KFRNN is built on-site for real-time detection, therefore it
is extremely difficult (or even impossible) to adjust the
weights of even-changing data instance and send to the
second learner.
Based on above consideration, the parallel ensemble is
utilized in our KFRNN scheme for real-time operation. Note
that the parallel learning framework can be implemented with
bagging and stacking methods. The difference lies in the way
of combining the base learners’ results. Basically, in bagging,
a simple combiner, e.g., majority voting for classification [11]
and weighted averaging for regression, is used to create
ensemble estimates, while stacking utilizes a second-level
learner to adaptively combine the base learner models
(so-called meta-algorithm), which can alleviate the biases in
the base models. Therefore, our work KFRNN adopts the
stacking method.
Offline
Determining the weight between
Kalman filter and RNN
Training
set 2

RNN Kalman
filter

Offline RNN predicted Kalman filter

Training RNN Training measurements predicted
set 1
measurements

RNN RNN predicted

Online detection
measurements Fully SSE value between the FDIA occurs or not
connected predicted and observed
Real-time Kalman filter layer+BP measurements
Real-time time- predicted
sequential data Kalman
filter measurements
KFRNN prediction model

Detection threshold
Offline
Inferring the detection threshold SSE between The
Traning set 3 predicted and observed
measurements Fitting the cumulative probability
density curve of SSE to infer
detection threshold
KFRNN Predicted value
prediction model

Fig. 3.Flowchart of the proposed KFRNN framework.

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Fig. 3 shows the overall flowchart of the proposed scheme
KFRNN, which is composed of two phases: offline training
and online detection.
The offline training phase explicitly includes the following
components: training the RNN prediction model, determining
the weight between Kalman filter and RNN prediction models,
and inferring the FDIA detection threshold through fitting the
sum of square errors (SSEs) between the observed
measurements and the predicted measurements converted
from the predicted states. Especially, the combination of the
former two components is named KFRNN prediction model
in our paper. In KFRNN, first, two parallel prediction models
are built: one is the Kalman filter suitable for linear prediction;
another is the recurrent neural network suitable for the
non-linear data features. After the two parts are predicted in
parallel, they are fed into the fully-connected layer and back
propagation (BP) module for adaptively weighting.
At online detection phase, the built KFRNN is used to
obtain the predicted states, and then the corresponding
predicted measurements can be estimated through Equation
(1). The residual between the finally predicted measurements
and the observed measurements is compared with the
detection threshold obtained in training phase, to infer
whether FDIA occurs or not.
It should be explicitly noted that, unlike the RNN
component that is trained offline, in detection phase, Kalman
filter component in our proposed KFRNN scheme is
dynamically built, and continually evolved using the
streaming real-time states and mathematical model for the
power grid. It should be explicitly pointed out that, in the
training process, Kalman filter is also built using the training
dataset, whose purpose is to adaptively determine the weights
of two base predictors in our ensemble learning inspired
KFRNN scheme. The detailed procedure is given in
subsection IV.C.
As described above, to verify the design rationality of
KFRNN, we intentionally design the so-called R2N2_variant,
which follows the same neural structure as KFRNN shown as
Fig. 3, but uses the same VAR component for processing the
linear data feature and RNN component for processing the
non-linear data feature as R2N2.
The following subsections respectively describe the various
components shown in Fig.3, including Kalman filter, RNN
models, fully connected layer and BP for weight
determination, and detection threshold determination.
A. Kalman Filter Suitable for Linear Data
Kalman filter is one of the main dynamic state estimation
methods in power system, which, in our scheme, is used for
estimating grid state through using linear state equations. The
formula of Kalman filter includes two components: prediction
component and filtering component. These two components
are performed in every estimation step t.
1) prediction component:
+
𝑥𝑡− = 𝐹𝑥𝑡−1 (6)
− +
𝐶𝑡 = 𝐹𝐶𝑡−1 𝐹 𝑇 + 𝑊𝑡−1 (7)
2) filtering component:
𝐾𝑡 = 𝐶𝑡−𝐻 𝑇 (𝐻𝐶𝑡−𝐻 𝑇 + 𝑅𝑡 )−1 (8)
𝑥𝑡+ = 𝑥𝑡− + 𝐾𝑡 𝑧𝑡 − 𝐻𝑥𝑡− (9)
𝐶𝑡+ = 𝐶𝑡− − 𝐾𝑡 𝐻𝐶𝑡− (10)
where 𝐹 is the state transition matrix, which can be solved
by vector auto-regression model; 𝐶 is the covariance matrix
of the states; 𝑊 is the covariance matrix of state noise; 𝐾 is
the Kalman gain; 𝑅 is the covariance matrix of the
measurement noise; {∙−} represents the intermediate value
obtained by the prediction component, and ∙+ denotes the
final value after the filter component. Compared with vector
auto-regression, Kalman filter calibrates the predicted state
with the observed measurements through the constructed
Kalman gain at time 𝑡, which finally improves the prediction
performance.
Based on the above Kalman filter, we can get the predicted
measurements 𝑧𝑝𝑟𝑒 of the Kalman component in Fig. 3at
time t, shown as Equation (11).
𝑧𝑝𝑟𝑒 = 𝐻𝑥𝑡+ (11)
B. Recurrent Neural Network Suitable for Non-linear Data
LSTM is a special kind of RNN, first proposed in [35].
LSTM cell can be formulated as the following Equations (12)
to (16).
𝑓𝑡 = 𝜎(𝑤𝑓 𝑥𝑡 + 𝑢𝑓 𝑕𝑡−1 + 𝑏𝑓 ) (12)
𝑖𝑡 = 𝜎(𝑤𝑖 𝑥𝑡 + 𝑢𝑖 𝑕𝑡−1 + 𝑏𝑖 ) (13)
𝑜𝑡 = 𝜎(𝑤𝑜 𝑥𝑡 + 𝑢𝑜 𝑕𝑡−1 + 𝑏𝑜 ) (14)
𝑐𝑡 = (𝑓𝑡 ⊗ 𝑐𝑡−1 ) ⊕ (𝑖𝑡 ⊗ 𝑡𝑎𝑛𝑕 𝑤𝑐 𝑥𝑡 + 𝑢𝑐 𝑕𝑡−1 + 𝑏𝑐 ) (15)
𝑕𝑡 = 𝑜𝑡 ⊗ 𝑡𝑎𝑛𝑕(𝑐𝑡 ) (16)
where 𝑓 is forget gate; 𝑖 is input gate; 𝑜is output gate; 𝑐 is
cell memory; 𝑕 is hidden state; 𝑥 is the input vector; 𝑏 is
bias; 𝑤 and 𝑢 represent the weight vectors of 𝑓 and 𝑕 ,
respectively; 𝜎 ∙ and 𝑡𝑎𝑛𝑕(∙) stand for the sigmoid
function and the hyperbolic tangent function,respectively.
Compared with other RNNs, LSTM has better performance
in predicting time series data due to the existence of the gate
functions, so we use LSTM in nonlinear component.
Note that considering that training neural network requires
abundant time which can’t meet the real-time operation in
FDIA detection, therefore, RNN component in KFRNN is
trained offline, and then used for real-time prediction in
detection phase.
C. Fully Connected Layer and BP for Adaptively Weighting
Two Predictive Components
Kalman filter and RNN predictors can correspondingly
incorporate the linear and non-linear components respectively.
It is imperative to investigate how to appropriately
accumulate these two predictive components to finally obtain
the accurate prediction state values.

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
  method in reliability engineering and failure analysis
z1 w
, b1,1
1,1
1 z obs [36].
w1,M , b1,M 
Kalman filter
 1   Finally, the corresponding threshold value is determined
under a given false alarm rate.
...

...
z1_ pre



M
M

zM

...
zM1 M1
δ M1

zM _ pre
RNN

...

...
δ
z2M 2M
2M

Fig.4.The combination model adaptively weighting of Kalman filter and RNN

predictors through fully connected layer and BP module.
As shown in Fig.4, in training phase, using small amount of
training data (i.e., measurements data without being attacked),
KFRNN trains the combination model to automatically and
adaptively assign the weight of the two predicted
measurements, and output the finally predicted measurements.
In detail, firstly, the predicted measurements from Kalman
filter component and RNN component are sent to the fully
connected layer to combine these two components. Then
based on the loss between the observed and combined
measurements values, BP algorithm will adaptively adjust the
weights in fully connected layer. The formal description of the
above procedures is given in the following Equations (17) to
(19).
𝜎𝑛 = 𝜎 𝑤1,𝑛 𝑧1 + 𝑏1,𝑛 + ⋯ + 𝑤𝑀,𝑛 𝑧𝑀 + 𝑏𝑀,𝑛 +
𝑤𝑀+1,𝑛𝑧𝑀+1+𝑏𝑀+1,𝑛+…+𝑤2𝑀,𝑛𝑧2𝑀+𝑏2𝑀,𝑛 (17)
𝑑𝜎𝑚
′
𝑤𝑛,𝑚 = 𝑤𝑛 ,𝑚 + 𝜂𝛿𝑚 𝑧𝑛
𝑑𝑤 𝑛 ,𝑚
′ 𝑑𝜎𝑚
𝑏𝑛,𝑚 = 𝑏𝑛,𝑚 + 𝜂𝛿𝑚 𝑧𝑛
𝑑𝑏𝑛 ,𝑚
𝑛, 𝑚 ∈ [1, 2𝑀]
where 𝜎 stands for activation function. Here, sigmoid function
is used; 𝑤 stands for weight, 𝑏 stands for bias, 𝜂 stands for
step length, 𝑀 is the number of measurements, and 𝛿 is the
errors between the observed measurements 𝑧𝑜𝑏𝑠 and the
finally predicted measurements 𝑧𝑝𝑟𝑒 .
D. Determining the Dynamic FDIA Detection Threshold
A data-driven sum of square errors (SSEs) method is used
to dynamically determine the detection threshold of FDIA
[36]. In SSEs, the errors mean the difference between the
finally predicted measurements and the observed
measurements. Specifically, the dynamic threshold is
determined by the following steps.
 Firstly, the finally predicted measurements are obtained
through our proposed KFRNN model, then the errors of
the finally predicted measurements and the observed
measurements are calculated, and then the sum of square
errors (SSEs) are obtained.
 Secondly, the sample values of SSEs are fitted into a
Weibull distribution function, which is a common
Fig.5.The Cumulative Distribution (CD) of SSEs and the fitted Weibull
function of SSEs in IEEE 14 as an example to explain the detection threshold.
Fig.5 exemplifies how to determine the FDIA detection
threshold. First, the acceptable false alarm rate, namely the
false positive rate (FPR), is determined, e.g., FPR=0.05
shown in Fig.5; then the designated (1-FPR), i.e., 0.95, is
taken as the ordinate value of the fitting function to find the
corresponding abscissa value that is regarded as the threshold
value, i.e.,0.65567. In the FDIA detection phase, if the sum of
square errors at a certain time is larger than the threshold, then
FDIA attack is received; otherwise there is no FDIA.
The dynamic nature of threshold is reflected in the fact that
the corresponding threshold can be determined based on the
false alarm rate allowed at the current moment, rather than
just a static threshold, which is suitable for the actual
requirements. Intuitively, on one hand, the larger the threshold
(18) is, the lower the corresponding detection probability could be,
since the larger threshold will ignore some small attack; on
(19) the other hand, the false alarm rate is also lower, vice versa.
V. EXPERIMENTAL RESULTS
A. Simulation Settings and FDIA Attack Model
1) Simulation settings
In this section, we perform comprehensive simulations to
evaluate the performance of the proposed KFRNN scheme.
Considering it is extremely dangerous to conduct FDIA attack
in real smart grid, we adopt MATPOWER [37] simulation
tool to generate the smart grid topology and the operational
data, which is a commonly used simulation model in grid field
[27]. The simulation rationale lies in that the data in
MATPOWER is selected from real grid data, for example, the
IEEE 14 Bus Test Case represents a portion of the American
Electric Power System (in the Midwestern US); the IEEE 57
Bus Test Case represents a portion of the American Electric
Power System (in the Midwestern US).
The specific grid system and their corresponding data
contained in the MATPOWER are used to characterize the
operation of real-world gird. In our simulations, the state
variables are voltage angles of all buses, and the meter
measurements are real power injections of all buses and real

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power flows of all branches. The generated data consist of
2,000 samples, divided into four equal parts: three for training
and one for testing. The three training data are used for
training RNN and BP and constructing SSEs fitting curves
respectively.
Fig.6. Illustration of the first 100 samples of bus 5-9 state data (i.e., voltage
angle) in IEEE 14.
Fig.6 graphically shows the first 100 samples of bus 5-9
training state data in IEEE 14, in which the shown state of
grid is the argument of complex voltage. Intuitively, we can
observe that it contains abundant linear and non-linear
components. Moreover, Fig.5 illustrates that the training state
data are fluctuating, which is also in line with the fluctuation
of the actual voltage argument.
2) FDIA attack model
Generally, the FDIA signal is injected into the
measurements, modeled as an additive signal which is added
to the measurement sensor readings. This additive signal can
be of any value, and throughout the literature, the scaling
attack, ramp attack, step attack, and general random attack,
etc. are usually used [38].
In our work, instead of random attack model where the
attacker simply manipulates the sensor readings by inserting
random attack vector generated by the attacker, the stealthy
false data injection attack model is used, which, in a sense,
can be regarded as a special random attack. This model
assumes the attackers have the knowledge of the system
topology represented by the Jacobian matrix H and can
possess the capability of compromising a limited number of
measurements.
Specifically, in our simulations, first the compromised state
c is randomly selected, then the corresponding measurements
are compromised by the injected measurement attack set as
𝑎 = 𝐻𝑐. The rationale of using the above FDIA attack model
lies in the following fact. From Equations (2) to (5), we can
observe that the traditional BDD can’t detect the intentionally
designed FDIA attack, but other brute-force attacks can be
easily detected by the existed BDD method. The used stealthy
FDIA attack model is first proposed by [2].
Specifically, the compromised state vector
𝑐 = 0, … , 𝑐𝑖 , … 0 , 𝑖 ∈ [2, 𝑁] is generated randomly, in
which 𝑐𝑖 follows a Gaussian distribution with a mean of 0
and variance between 0.5 and 8 (commonly set as 6), and the
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position of 𝑐𝑖 is randomly selected. The reason why the state
attack variance is set in such way lies that, let 𝜎𝑥2𝑎 and 𝜎𝑥2
denote the variances of the elements of 𝑥𝑎 and 𝑥
respectively, and it is reasonable to assume 10 𝑙𝑜𝑔 𝜎𝑐2 𝜎𝑥2 =
3dB, i.e., the variance of the state vector contributed by the
injected vector 𝑐 is assumed to be 3dB higher than that
contributed by the original state data [39]. Empirically, the
state (i.e., voltage angles of all buses) variance in our data is
within 1 and 3. Therefore, the variance is set as 6. Note that,
we also conduct simulations to evaluate the impact of change
of injected state attack variance on detection probability,
shown as the following Fig. 14. Note that the measurement
noise with zero mean and variance 1 (the empirical variance
of the real power) Gaussian distribution is also used.
In summary, the compromised measurements are given as:
𝑧𝑎 = 𝐻𝑥 + 𝑛 + 𝑎 , where 𝐻𝑥 is real measurement, 𝑛 is
measurement noise, and 𝑎 is the injected measurement attack.
Since 𝑎 is randomly sampled from the normal Gaussian
distribution with varied variance, which, in a sense, is
generalized to scaling attack, ramp attack, and step attack.
In addition, similar as in [10], the number of hidden layer
cells of LSTM is 100, and the number of input, output layer
and fully connected layer cells depends on the used smart grid
model. In this paper, KFRNN, R2N2_variant, R2N2 [10],
RNNWide [8] and CNNWide [9] are analyzed and compared
in IEEE 14 model. Note that, to illustrate the applicability of
the scheme to larger networks, we also provide the
performance evaluation on IEEE57 model.
B. Performance of Prediction Accuracy of Various Scheme
First, we illustrate the measurement prediction accuracy of
these five schemes, in terms of mean relative square error
(MRSE) function. MRSE is defined as the Equation (20).
𝑇
𝑡=1
𝑁 −1 (𝑥 −𝑥 )2
𝑘=1 𝑘𝑡 𝑘𝑡
𝑀𝑅𝑆𝐸 = (20)
𝑇 𝑁 −1 (𝑥 −𝑚𝑒𝑎𝑛 (𝑥 ))2
𝑡=1 𝑘=1 𝑘𝑡 𝑘
where 𝑥𝑘𝑡 represents the observed states of the 𝑘 − th
dimension at time 𝑡, which is obtained by using the minimum
mean squared error described in the section II; 𝑥𝑘𝑡 is the
finally predicted states of the 𝑘 − th dimension at time 𝑡;
𝑁 − 1 represents the dimension of the states; 𝑇 is the total
predicted time points. In brief, the smaller the MRSE value is,
the better the scheme performance is.
Fig.7. Prediction performance (i.e., MRSE) of various schemes including
KFRNN, R2N2_variant, RNNWide, CNNWide and R2N2 in IEEE 14.
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Note that the reason why ROC is an appropriate

performance metric to demonstrate the performance of FDIA
detection lies in that, for SCADA environment, false
negatives are unacceptable and a low false positive rate is
desired. That is, the FDIA detection scheme should make FN
as lower as possible and increase TP as much as possible,
while it is acceptable to have low FP, due to the fact that
small number of normal data considered to be false (i.e., FP)
can’t harm SCADA much, but if TN is relatively large, or TP
is relatively small, the SCADA system will be broken.

Fig.8. Prediction performance (i.e., MRSE) of various schemes including

KFRNN, R2N2_variant, RNNWide, CNNWide and R2N2 in IEEE 57.
Fig.7 and 8 respectively show the MRSE values of various
schemes including KFRNN, R2N2_variant, RNNWide,
CNNWide and R2N2, under the scenarios of the IEEE 14 and
57 buses. Obviously, among all scenarios, KFRNN has the
best prediction performance (i.e., the minimal MRSE value),
R2N2_variant is the second, and the performance of R2N2 is
worst. These results verify our conjecture about the weakpoint
of R2N2, that is, the deviation caused by the first linear
prediction component will directly affect the performance of
the following prediction component, which in turn hampers
the overall performance. Meanwhile, this also verifies the Fig.9. The detection probability of KFRNN, R2N2_variant, RNNWide,
CNNWide and R2N2 in IEEE 14.
design rationality of the proposed KFRNN structure.
Fig. 9 shows the ROC curves of KFRNN, R2N2_variant,
In terms of comparison between RNNWide and CNNWide,
RNNWide, CNNWide and R2N2 in IEEE 14. It can be seen
we can observe an interesting phenomenon that the CNNWide
that KFRNN has the highest detection probability, followed
scheme has opposite performance under IEEE14 and 57
by R2N2_variant, CNNWide, RNNWide and R2N2. Note that
scenarios. Basically, CNN is suitable for processing data with
the performance of KFRNN is slightly better than that of
spatial structure, however the two-dimensional tensor
R2N2_variant, which is consistent with the results shown in
representation that is rigidly converted from the time series
Fig. 7.
data neither has reasonable spatial structure, nor reflects the
The reason why KFRNN has the best performance lies in
essential nature among time series data. If the pieced
the following aspect. KFRNN fully considers the linear and
two-dimensional tensor occasionally conforms to the
non-linear components in the smart grid data and uses Kalman
characteristics of CNN, the performance may be better, as
filter and RNN to predict independently to ensure that the two
shown in Fig.7. If not, the performance is worse, as shown in
parts do not interfere with each other in the prediction process.
Fig. 8. Therefore, CNN is not applicable to time series data.
Then, the predicted values of the two parts are fed into the
C. Performance of FDIA Detection of Various Schemes specially trained neural network composed of fully connected
Our work adopts the widely used receiver operating layer and BP, so the two parts are automatically assigned
characteristic (ROC) curve [10] to compare various schemes appropriate weights and integrated to achieve the purpose of
including our proposed KFRNN and R2N2_variant schemes. reducing the deviation generated in the prediction.
In detail, ROC curve takes false positive rate as the abscissa It should be explicitly pointed out that, although both R2N2
and true positive rate as the ordinate. Note that, for easily and R2N2_variant use same functional components: vector
understanding, false positive rate is also called false alarm auto-regression and RNN, they have different structure, which
rate in our paper, and true positive rate is intuitively named as is main reason why R2N2_variant performs better than R2N2.
the detection probability. The definition of these metrics is KFRNN, RNNWide and CNNWide all use the idea of
given as follows. ensemble learning to combine multiple prediction models to
𝐹𝑃 achieve better performance than a single model. Since
𝐹𝑎𝑙𝑠𝑒 𝐴𝑙𝑎𝑟𝑚 𝑅𝑎𝑡𝑒 = RNNWide and CNNWide only adopt the non-linear way (i.e.,
𝐹𝑃 + 𝑇𝑁
𝑇𝑃 neural network) for prediction and does not consider the linear
𝐷𝑒𝑡𝑒𝑐𝑡𝑖𝑜𝑛 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 = component of smart grid data, its performance is inferior to
𝑇𝑃 + 𝐹𝑁
Where FP (False Positive) represents the number of normal that of KFRNN. On the contrary, KFRNN gives full
data that are considered false, TN (True Negative) is the consideration to the linear and non-linear components in the
number of normal data that are considered normal, TP (True smart grid data, and uses Kalman filter and RNN to deal with
Positive) represents the number of false data successfully them respectively, giving more comprehensive consideration
detected and FN (False Negative) represents the number of and better performance.
false data missed. In ensemble learning, the key is how to appropriately

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integrate multiple prediction components. In the above three

schemes, the Back Propagation is used to fuse the prediction
components, which, instead of simple averaging method, can
adaptively assigns weights to each component, and obtain
more accurate output. The difference is that KFRNN adds a
fully connected layer to better integrate different models and
improve performance. The use of BP module to adaptively
weight multiple predictors is another main reason that
KFRNN achieve higher performance than that of R2N2.

Fig.12.The 𝐹1-score of KFRNN, R2N2_variant, RNNWide, CNNWide and

Fig. 10.The detection probability of KFRNN, R2N2_variant, RNNWide,
CNNWide and R2N2 in IEEE 57.
In practical usage, the proposed scheme should have
consistent performance with the varying of grid size. We
compare the performance of these five schemes in IEEE 57
buses as an extension, shown as Fig. 10. Obviously, we can
see that the results are consistent with those in Fig. 8, except
for CNNWide. There are two reasons for this situation: on the
one hand, CNN is not suitable for processing time series data;
on the other hand, as the number of buses in the smart grid
increases, the two-dimensional tensor expands, leading to the
decline of CNN processing capacity.
In brief, our proposed KFRNN has the best performance,
and the designed R2N2_variant also performs better than
RNNWide, CNNWide and the traditional R2N2.
To further analyze these schemes, the 𝐹1-score is used as
the statistical metric, which is a comprehensive index
balancing the detection probability and precision rate. The
definition of 𝐹1-score is following.
2 × 𝐷𝑒𝑡𝑒𝑐𝑡𝑖𝑜𝑛 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 × 𝑃𝑟𝑒𝑐𝑖𝑠𝑖𝑜𝑛
𝐹1 − score =
𝐷𝑒𝑡𝑒𝑐𝑡𝑖𝑜𝑛 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 + 𝑃𝑟𝑒𝑐𝑖𝑠𝑖𝑜𝑛
𝑇𝑃
where 𝑃𝑟𝑒𝑐𝑖𝑠𝑖𝑜𝑛 =
𝑇𝑃+𝐹𝑃
Fig. 11.The 𝐹1-score of KFRNN, R2N2_variant, RNNWide, CNNWide and
R2N2 in IEEE 14.
R2N2 in IEEE 57.
Fig.11 and 12 show the 𝐹1-score of the five schemes in
IEEE 14 and 57 respectively. Obviously, the 𝐹1-score of
KFRNN is the best, slightly better than R2N2_variant, and
significantly larger than RNNWide, CNNWide and R2N2.
In summary, the thorough simulations demonstrate that our
proposed KFRNN has the best performance, and our
re-designed R2N2_variant also performs better than
RNNWide, CNNWide and the traditional R2N2.
For comprehensive comparison, the performance of
accuracy varying the false alarm rate is given as the Fig. 13.
The metric of accuracy is defined as follows.
𝑇𝑃 + 𝑇𝑁
𝐴𝑐𝑐𝑢𝑟𝑎𝑐𝑦 =
𝑇𝑃 + 𝐹𝑁 + 𝐹𝑃 + 𝑇𝑁
Fig.13.The accuracy of KFRNN, R2N2_variant, RNNWide, and R2N2 in
IEEE 14.
Obviously shown as Fig.13, our proposed KFRNN and
R2N2_variant outperform other schemes. Moreover,
interestingly, the accuracy of all schemes decreases with the
increase of false alarm rate (i.e., false positive rate). The
reason is following. Larger false alarm rate means the smaller
detection threshold, which may increase TP a little, but make
more normal data mistakenly classified as false data, that is,
correspondingly decreasing TN and increasing FN.
Considering the amount of normal samples is much more than
that of FDIA samples, Then, overall, with the increase of false
alarm rate, the accuracy decreases gradually. The result also
implies that, instead of the traditional metrics of accuracy,
ROC curve is an appropriate metric for evaluating FDIA
detection performance, for the designer can naturally bear low

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false positive rate, to increase the detection probability, i.e.,
true positive rate.
Fig.14.The detection probability with the change of injection attack vector
variance.
Fig.14 shows the detection probabilities of various schemes
when the false alarm rate is 0.05 and the injection state attack
vector variance changes from 0.5 to 8. The following
observations can be obtained. First, under all attack
magnitudes (characterized by the injection attack vector
variance), our proposed KFRNN and R2N2_variant
outperform than other schemes. Second, when the attack
variance is small (for example, less than 1), all schemes have
relatively low detection probability. The reason is
straightforward: small attack variance generally means small
attack magnitude injected (since the mean of attack is 0),
which, then, leads to the measurement residual may be lower
than the detection threshold. However, when the attack
variance is recognizable, as shown in the inner figure in Fig.
14, our proposed schemes can achieve good performance.
D. The theoretical implication of our proposals
In an ensemble, the combination of the output of several
base learners is useful if they disagree on some inputs. The
disagreement is measured as the diversity/ambiguity of the
ensemble. It is shown that that the generalization error E of
the ensemble can be expressed as the following equation [40].
𝐸 =𝐸−𝐷 (21)
where 𝐸 and 𝐷 are the mean error and diversity of the
ensemble respectively. This result implies that increasing
ensemble diversity while maintaining the average error of
ensemble members, should decrease the ensemble error.
We use the disagreement of an ensemble member with the
ensemble’s prediction as a measure of diversity. More
precisely, if 𝐶𝑖 (𝑠) is the prediction of the i-th predictor for
the sample of 𝑠 ; 𝐶 ∗ (𝑠) is the prediction of the entire
ensemble, then the diversity of the i-th predictor on example
𝑠 is given by 𝑑𝑖 𝑠 = |𝐶𝑖 𝑠 − 𝐶 ∗ (𝑠)| (22)
To compute the diversity of an ensemble of size n (in our
proposed schemes KFRNN and R2N2_variant, n=2), on a test
set of size m, we average the Equation (22), and obtain the
diversity of each scheme, represented as Equation (23).
1 𝑛 𝑚
𝐷= 𝑖=1 𝑗 =1 𝑑𝑖 𝑠𝑗 (23)
𝑛∙𝑚
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Treating our proposed KFRNN and R2N2_variant as two
ensembles, we can obtain the following experimental results:
𝐷𝑘𝐹𝑅𝑁𝑁 = 0.56, and 𝐷𝑅2𝑁2_𝑣𝑎𝑟𝑖𝑎𝑛𝑡 = 0.14. According to the
Equation (21), the result demonstrates that KFRNN should
theoretically perform better than R2N2_variant, which is
experimentally verified by our simulation results.
VI. CONCLUSION
Nowadays, smart grid faces many threats which may cause
huge economic losses, especially FDIA. To effectively detect
FDIA, inspired by the parallel ensemble learning, especially
stacking method, the KFRNN scheme is proposed in this
paper, which fully takes into account the linear and non-linear
components in the smart grid data. Specifically, KFRNN uses
Kalman filter and RNN as two base learners to respectively fit
corresponding linear and non-linear data features of smart
grid, then the second-level meta-learner adaptively combines
the Kalman filter and RNN predictors through a specially
designed neural network. Furthermore, to verify the advantage
of our design framework, we re-structure the typical residual
recurrent neural network (R2N2) as R2N2_variant used for
FDIA detection. Then, the proposed scheme is
comprehensively compared with the other neural network
based and ensemble learning based schemes, namely,
RNNWide, CNNWide and R2N2. The simulation results
demonstrate that, in terms of detection probability 𝐹1-score
and accuracy, KFRNN achieves the best performance for
various grid network size including IEEE 14 and 57 buses,
and the re-designed R2N2_variant also performs better than
RNNWide, CNNWide and R2N2. Moreover, through
analyzing the diversity of ensemble, we demonstrate the
underlying reason why KFRNN performs better than
R2N2_variant.
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Yufeng Wang (M’-16) currently is

Professor in Nanjing University of Posts
and Telecommunications, China. From
March 2008 to April 2011, he acted as
Expert Researcher in National Institute of
Information and Communications
Technology (NICT), Japan. He is guest
researcher at Advanced Research Center
for Human Sciences, Waseda University,
Japan. His research interests focus on cyber-physical-social
systems, and data sciences, etc.

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