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Securing the physical components of a city's interdependent criticalinfrastructure (ICI) such as power, natural gas, and water systems is achallenging task due to their interdependence and a large number of involvedsensors. In this paper, using a novel integrated state-space model thatcaptures the interdependence, a two-stage cyber attack on an ICI is studied inwhich the attacker first compromises the ICI's sensors by decoding theirmessages, and, subsequently, it alters the compromised sensors' data to causestate estimation errors. To thwart such attacks, the administrator of eachcritical infrastructure (CI) must assign protection levels to the sensors basedon their importance in the state estimation process. To capture theinterdependence between the attacker and the ICI administrator's actions andanalyze their interactions, a Colonel Blotto game framework is proposed. Themixed-strategy Nash equilibrium of this game is derived analytically. At thisequilibrium, it is shown that the administrator can strategically randomizebetween the protection levels of the sensors to deceive the attacker.Simulation results coupled with theoretical analysis show that, using theproposed game, the administrator can reduce the state estimation error by atleast $ 50\% $ compared to a non-strategic approach that assigns protectionlevels proportional to sensor values.

Colonel Blotto Game for Secure State Estimation in Interdependent Critical Infrastructure