A Distributed Approach for Estimation of Information Matrix in Smart Grids and its Application for Anomaly Detection

Statistical structure learning (SSL)-based approaches have been employed in the recent years to detect different types of anomalies in a variety of cyber-physical systems (CPS). Although these approaches outperform conventional methods in the literature, their computational complexity, need for large number of measurements and centralized computations have limited their applicability to large-scale networks. In this work, we propose a distributed, multi-agent maximum likelihood (ML) approach to detect anomalies in smart grid applications aiming at reducing computational complexity, as well as preserving data privacy among different players in the network. The proposed multi-agent detector breaks the original ML problem into several local (smaller) ML optimization problems coupled by the alternating direction method of multipliers (ADMM). Then, these local ML problems are solved by their corresponding agents, eventually resulting in the construction of the global solution (network's information matrix). The numerical results obtained from two IEEE test (power transmission) systems confirm the accuracy and efficiency of the proposed approach for anomaly detection.