An Algebraic Detection Approach for Control Systems under … · 2016. 3. 6. · with the detection...

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258 IEEE/CAA JOURNAL OF AUTOMATICA SINICA, VOL. 2, NO. 3, JULY 2015 An Algebraic Detection Approach for Control Systems under Multiple Stochastic Cyber-attacks Yumei Li, Holger Voos, Mohamed Darouach, and Changchun Hua Abstract—In order to compromise a target control system successfully, hackers possibly attempt to launch multiple cyber- attacks aiming at multiple communication channels of the control system. However, the problem of detecting multiple cyber-attacks has been hardly investigated so far. Therefore, this paper deals with the detection of multiple stochastic cyber-attacks aiming at multiple communication channels of a control system. Our goal is to design a detector for the control system under multiple cyber- attacks. Based on frequency-domain transformation technique and auxiliary detection tools, an algebraic detection approach is proposed. By applying the presented approach, residual in- formation caused by different attacks is obtained respectively and anomalies in the control system are detected. Sufficient and necessary conditions guaranteeing the detectability of the multiple stochastic cyber-attacks are obtained. The presented detection approach is simple and straightforward. Finally, two simulation examples are provided, and the simulation results show that the detection approach is effective and feasible. Index Terms—Cyber-attack detection, control system, multiple stochastic cyber-attacks. I. I NTRODUCTION A S networks become ubiquitous and more and more industrial control systems are connected to open pub- lic networks, control systems are increased the risk of ex- posure to cyber-attacks. Control systems are vulnerable to cyber-threats, and successful attacks on them can cause se- rious consequences [1-3] . Therefore, the security and safety issues in controlled systems have been recently realized and they are currently attracting considerable attention [4-20] . Some researchers focused on the cyber security of water systems [3, 6-7] . Further works considered cyber-attacks on smart grid systems [4, 8-10, 12] . In order to detect as well as identify and isolate these cyber-attacks as early as possible, different detection approaches were presented. For example [13] investigated the problem of false data injection attacks against state estimation in electric power grids [14] proposed a model predictive approach for cyber-attack detection [15] . presented a stochastic cyber-attack detection scheme based on frequency-domain transformation technique [16] . considered robust H cyber-attacks estimation for control systems [17] . Manuscript received September 30, 2014; accepted January 24, 2015. This work was supported by the Fonds National de la Recherche, Luxembourg (CO11/IS/1206050 (SeSaNet)) and National Natural Science Foundation of China (61273222). Recommended by Associate Editor Xinping Guan. Citation: Yumei Li, Holger Voos, Mohamed Darouach, Changchun Hua. An algebraic detection approach for control systems under multiple stochastic cyber-attacks. IEEE/CAA Journal of Automatica Sinica, 2015, 2(3): 258-266 Yumei Li and Holger Voos are with the Interdisciplinary Centre for Security Reliability and Trust (SnT), University of Luxembourg, Luxembourg L-2721, Luxembourg (e-mail: [email protected]; [email protected]). Mohamed Darouach is with the Centre de la Recherche en Automatique de Nancy (CRAN), Universite de Lorraine, Longwy 54400, France (e-mail: [email protected]). Changchun Hua is with the Institute of Electrical Engineering, Yanshan University, Qinhuangdao 066004, China (e-mail: [email protected]). proposed a detection algorithm by investigating the fre- quency spectrum distribution of the network traffic. References [18-20] used consensus dynamics in networked multi-agent systems including malicious agents. As far as we know, no existing literatures deal with the problem of multiple cyber- attacks. In practice, however, hackers might attempt to launch multiple attacks aiming at multiple communication channels of a control system in order to create attacks that are more stealthy and thus more likely to succeed. When a hacker launches two or more cyber-attacks against a control process, usually it is claimed that the control system suffers from multiple cyber-attacks. The fact that no research currently deals with the detection of multiple cyber-attacks on a control process motivates our research in detection of multiple cyber- attacks. This paper deals with the problem to detect multiple stochastic cyber-attacks aiming at multiple communication channels of a control system. We present an algebraic detection approach based on the frequency-domain transformation. The basic idea is to use appropriate observers to generate residual information related to cyber-attacks. An anomaly detector for the control system under multiple stochastic cyber-attacks and stochastic disturbances is derived. The main contributions in the paper are as follows. We first propose a control system with multiple stochastic cyber-attacks that satisfy a Markovian stochastic process. In addition, we also introduce the stochastic attack models that are aiming at a specific controller command input channel or sensor measurement output channel. Second, based on the frequency-domain transformation technique and auxiliary detection tools, the error dynamics of the control system is transformed into algebraic equations. We consider possible cyber-attacks as non-zero solutions of the algebraic equations and the residuals as their constant vectors. By analyzing the ranks of the stochastic system matrix and the auxiliary stochastic system matrices, the residual information caused by attacks from different communication channel is obtained, respectively. Furthermore, based on the obtained residual information, we are able to determine the detectability of these cyber-attacks. The sufficient and necessary conditions guaranteeing that these attacks are detectable or undetectable are obtained. Finally, we provide two simulation examples to illustrate the effectiveness of our results. In Example 1, we consider a control system with stochastic noises. We detect possible stochastic cyber-attacks, which are aiming at three different controller command input channels on the actuator. In Example 2, we use the quadruple-tank process (QTP) as described in [21]. We also detect two possible cyber-attacks on the QTP. These simulation results show that the proposed attack detection approach is effective and feasible. For convenience, we adopt the following notations: E{·} is the mathematical expectation operator; dim(·) denotes the di-

Transcript of An Algebraic Detection Approach for Control Systems under … · 2016. 3. 6. · with the detection...

Page 1: An Algebraic Detection Approach for Control Systems under … · 2016. 3. 6. · with the detection of multiple stochastic cyber-attacks aiming at multiple communication channels

258 IEEE/CAA JOURNAL OF AUTOMATICA SINICA, VOL. 2, NO. 3, JULY 2015

An Algebraic Detection Approach for ControlSystems under Multiple Stochastic Cyber-attacks

Yumei Li, Holger Voos, Mohamed Darouach, and Changchun Hua

Abstract—In order to compromise a target control systemsuccessfully, hackers possibly attempt to launch multiple cyber-attacks aiming at multiple communication channels of the controlsystem. However, the problem of detecting multiple cyber-attackshas been hardly investigated so far. Therefore, this paper dealswith the detection of multiple stochastic cyber-attacks aiming atmultiple communication channels of a control system. Our goal isto design a detector for the control system under multiple cyber-attacks. Based on frequency-domain transformation techniqueand auxiliary detection tools, an algebraic detection approachis proposed. By applying the presented approach, residual in-formation caused by different attacks is obtained respectivelyand anomalies in the control system are detected. Sufficientand necessary conditions guaranteeing the detectability of themultiple stochastic cyber-attacks are obtained. The presenteddetection approach is simple and straightforward. Finally, twosimulation examples are provided, and the simulation resultsshow that the detection approach is effective and feasible.

Index Terms—Cyber-attack detection, control system, multiplestochastic cyber-attacks.

I. INTRODUCTION

AS networks become ubiquitous and more and moreindustrial control systems are connected to open pub-

lic networks, control systems are increased the risk of ex-posure to cyber-attacks. Control systems are vulnerable tocyber-threats, and successful attacks on them can cause se-rious consequences[1−3]. Therefore, the security and safetyissues in controlled systems have been recently realizedand they are currently attracting considerable attention[4−20].Some researchers focused on the cyber security of watersystems[3, 6−7]. Further works considered cyber-attacks onsmart grid systems[4, 8−10, 12]. In order to detect as well asidentify and isolate these cyber-attacks as early as possible,different detection approaches were presented. For example[13] investigated the problem of false data injection attacksagainst state estimation in electric power grids[14] proposeda model predictive approach for cyber-attack detection[15].presented a stochastic cyber-attack detection scheme basedon frequency-domain transformation technique[16]. consideredrobust H∞ cyber-attacks estimation for control systems[17].

Manuscript received September 30, 2014; accepted January 24, 2015. Thiswork was supported by the Fonds National de la Recherche, Luxembourg(CO11/IS/1206050 (SeSaNet)) and National Natural Science Foundation ofChina (61273222). Recommended by Associate Editor Xinping Guan.

Citation: Yumei Li, Holger Voos, Mohamed Darouach, Changchun Hua.An algebraic detection approach for control systems under multiple stochasticcyber-attacks. IEEE/CAA Journal of Automatica Sinica, 2015, 2(3): 258−266

Yumei Li and Holger Voos are with the Interdisciplinary Centre for SecurityReliability and Trust (SnT), University of Luxembourg, Luxembourg L-2721,Luxembourg (e-mail: [email protected]; [email protected]).

Mohamed Darouach is with the Centre de la Recherche en Automatiquede Nancy (CRAN), Universite de Lorraine, Longwy 54400, France (e-mail:[email protected]).

Changchun Hua is with the Institute of Electrical Engineering, YanshanUniversity, Qinhuangdao 066004, China (e-mail: [email protected]).

proposed a detection algorithm by investigating the fre-quency spectrum distribution of the network traffic. References[18−20] used consensus dynamics in networked multi-agentsystems including malicious agents. As far as we know, noexisting literatures deal with the problem of multiple cyber-attacks. In practice, however, hackers might attempt to launchmultiple attacks aiming at multiple communication channelsof a control system in order to create attacks that are morestealthy and thus more likely to succeed. When a hackerlaunches two or more cyber-attacks against a control process,usually it is claimed that the control system suffers frommultiple cyber-attacks. The fact that no research currentlydeals with the detection of multiple cyber-attacks on a controlprocess motivates our research in detection of multiple cyber-attacks.

This paper deals with the problem to detect multiplestochastic cyber-attacks aiming at multiple communicationchannels of a control system. We present an algebraic detectionapproach based on the frequency-domain transformation. Thebasic idea is to use appropriate observers to generate residualinformation related to cyber-attacks. An anomaly detector forthe control system under multiple stochastic cyber-attacks andstochastic disturbances is derived. The main contributions inthe paper are as follows. We first propose a control systemwith multiple stochastic cyber-attacks that satisfy a Markovianstochastic process. In addition, we also introduce the stochasticattack models that are aiming at a specific controller commandinput channel or sensor measurement output channel. Second,based on the frequency-domain transformation technique andauxiliary detection tools, the error dynamics of the controlsystem is transformed into algebraic equations. We considerpossible cyber-attacks as non-zero solutions of the algebraicequations and the residuals as their constant vectors. Byanalyzing the ranks of the stochastic system matrix and theauxiliary stochastic system matrices, the residual informationcaused by attacks from different communication channel isobtained, respectively. Furthermore, based on the obtainedresidual information, we are able to determine the detectabilityof these cyber-attacks. The sufficient and necessary conditionsguaranteeing that these attacks are detectable or undetectableare obtained. Finally, we provide two simulation examples toillustrate the effectiveness of our results. In Example 1, weconsider a control system with stochastic noises. We detectpossible stochastic cyber-attacks, which are aiming at threedifferent controller command input channels on the actuator.In Example 2, we use the quadruple-tank process (QTP) asdescribed in [21]. We also detect two possible cyber-attackson the QTP. These simulation results show that the proposedattack detection approach is effective and feasible.

For convenience, we adopt the following notations: E{·} isthe mathematical expectation operator; dim(·) denotes the di-

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LI et al.: AN ALGEBRAIC DETECTION APPROACH FOR CONTROL SYSTEMS UNDER MULTIPLE STOCHASTIC CYBER-ATTACKS 259

mension of given vector; L2z([0, ∞); Rn) is the space of

nonanticipative stochastic processes.

II. PROBLEM STATEMENT

Consider the following control system with multiplestochastic cyber-attacks aiming at specific controller commandinput channels and sensor measurement output channels.

x(t) = Ax(t) + B

(u(t) +

n1∑

i=1

αi(t)fiaai (t)

)+ E1w(t),

x(0) = x0,

y(t) = C

x(t) +

n2∑

j=1

βj(t)hjasj(t)

+ E2v(t), (1)

where x(t) ∈ Rr is the state vector, u(t) ∈ Rm is the controlinput, y(t) ∈ Rp is the measurement output, aa

i (t) ∈ R,i = 1, . . . , n1 and as

j(t) ∈ R, j = 1, . . . , n2 denote theactuator cyber-attack aiming at the i-th controller commandinput channel and the sensor cyber-attack aiming at the j-thsensor measurement output channel, respectively. A, B, C,E1 and E2 are known constant matrices. w(t) and v(t) arestochastic noises (w(t), v(t) ∈ L2

z([0,∞);Rn)). fi and hj

are the attacked coefficients. αi(t) and βi(t) are Markovianstochastic processes with the binary state (0 or 1), whichsatisfy the following probability

E{αi(t)} = Prob {αi(t) = 1} = ρi,

E{βj(t)} = Prob {βj(t) = 1} = σj ,

i = 1, . . . , n1 ≤ m, j = 1, . . . , n2 ≤ r. (2)

Herein, the event αi(t) = 1 (or βj(t) = 1) shows that thei-th controller command input channel on the actuator (orthe j-th sensor measurement output channel on the sensor)is subject to an actuator cyber-attack aa

i (t) (or a sensor cyber-attack as

j(t)); αi(t) = 0 (or βj(t) = 0) means no attack on thei-th (or the j-th)channel. ρi ∈ [0, 1] (or σj ∈ [0, 1]) reflectsthe occurrence probability of the event that the actuator (orthe sensor) of the system is subject to a cyber-attack aa

i (t) (oras

j(t)). αi(t) and βj(t) are independent from each other, theyare also independent from the stochastic noises w(t), v(t) andthe initial state x0.

The control input matrix B and the output state matrix C areexpressed as the following column vector groups, respectively

B =[

b1 . . . bi . . . bm

],

C =[

c1 . . . cj . . . cr

], (3)

where bi is the i-th column vector of matrix B and cj is thej-th column vector of matrix C. And the control input u(t)and the system state x(t) are written as

u(t) =

u1(t)u2(t)

...um(t)

, x(t) =

x1(t)x2(t)

...xr(t)

. (4)

A. Modeling a Stochastic Cyber-attacks on a Specified Com-munication Channel

In order to increase the success chance of an attack andto intrude more stealthily, hackers may attempt to launchstochastic cyber-attacks aiming at one or several special com-munication channels of a control system. In a stochastic datadenial-of-service (DoS) attack, the objective of hackers is toprevent the actuator from receiving control commands or thecontroller from receiving sensor measurements. Therefore, bycompromising devices and preventing them from sending data,attacking the routing protocols, jamming the communicationchannels, flooding the communication network with randomdata and so on, hackers can launch a stochastic data DoS attackthat satisfies Markovian stochastic processes. In a stochasticdata deception attack, hackers attempt to prevent the actuatoror the sensor from receiving an integrity data by sending falseinformation u(t) 6= u(t) or y(t) 6= y(t) from controllers orsensors. The false information includes: injection of a biasdata that cannot be detected in the system, or an incorrecttime of observing a measurement; a wrong sender identity,an incorrect control input or an incorrect sensor measurement.The hacker can launch these attacks by compromising somecontrollers or sensors or by obtaining the secret keys.

In this work, we model stochastic data DoS attacks andstochastic data deception attacks, which hackers possiblylaunch on a control system aiming at a specific controller com-mand input channel or sensor measurement output channel.

1) A stochastic DoS attack preventing the actuators fromreceiving control command of the i-th control channel can bemodelled as

αi(t) ∈ {0, 1} , t ≥ t0, i = 1, . . . , n1 ≤ m,

fi =

0...1...0

m×1

, (5)

aai (t) = −ui(t).

2) A stochastic DoS attack preventing the sensors fromreceiving sensor measure of the j-th output channel can bemodelled as

βj(t) ∈ {0, 1} , t ≥ t0, j = 1, . . . , n2 ≤ r,

hj =

0...1...0

r×1

, (6)

asj(t) = −xj .

Moreover, if the following conditions are satisfied:m∑

i=1

αi(t)fiaai (t) = −u(t), (7)

andr∑

j=1

βj(t)hjasj(t) = −x(t), (8)

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260 IEEE/CAA JOURNAL OF AUTOMATICA SINICA, VOL. 2, NO. 3, JULY 2015

these stochastic attacks mentioned above completely deny theservices on the actuator and on the sensors, respectively.

3) A stochastic data deception attack preventing the actuatorfrom a correct control input of the i-th control channel can bemodelled as

αi(t) ∈ {0, 1} , t ≥ t0, i = 1, . . . , n1 ≤ m,

fi =

0...1...0

m×1

, (9)

aai (t) = −ui(t) + da

i (t) or aai (t) = da

i (t).

4) A stochastic data deception attack preventing the sensorfrom a correct sensor measurement of the j-th output channelcan be modelled as

βj(t) ∈ {0, 1} , t ≥ t0, j = 1, . . . , n2 ≤ r,

hj =

0...1...0

r×1

, (10)

asj(t) = −xj + ds

j(t) or asj(t) = ds

j(t),

where dai (t) and ds

j(t) are deceptive data that hackers attemptto launch on the actuator and the sensor, respectively.

Now, let Tdai y(s) = C(sI − A)−1bi which is the transfer

function from the attack dai (t) to output measure y(t). When

hackers launch a data deception attack aai (t) = da

i (t) on theactuator to make Tda

i y(s) = 0, a zero dynamic attack occurs onthe actuator. Obviously, a zero dynamic attack is undetectable.In addition, it is not possible for a hacker to launch a zerodynamic attack on the sensor, since the transfer function fromthe attack ds

j(t) to output y(t) is Tdsjy(s) = cj 6= 0.

Remark 1. In the stochastic attack models (5)−(10), theattacked coefficients fi and hj are column vectors. Hereinonly the element in the i-th row is 1 and the rest elementsare 0 in fi, which implies that only the i-th control channelof a control system is attacked. Similarly, only the elementin the j-th row is 1 and the rest elements are 0 in hj , whichimplies that only the j-th output channel of a control systemis attacked.

Remark 2. To attack a target, hackers may launch multipleattacks aiming at multiple communication channels so that theaggression opportunities are increased and the attack target iscompromised, more stealthily and successfully. For example,in order to effectively disturb the formation control of multi-vehicle systems, a hacker could launch multiple stochasticcyber-attacks, which are respectively aiming at different com-munication links among these vehicles or aiming at multiplecontroller command input channels of a single vehicle. Ob-viously, the detection and isolation of multiple cyber-attacksare very important in the formation control of multi-vehiclesystems. Therefore, the research on multiple cyber-attacks issignificant, and requires further research.

III. MAIN RESULTS

In this section, we present the approach to the anomaly de-tection. We assume that the following conditions are satisfied:1) the pair (A,B) is controllable; 2) (A,C) is observable.For simplification of the discussion, we ignore the influenceof control inputs in the remainder of this paper because theydo not affect the residual when there are no modeling errorsin the system transfer matrix. Therefore, system (1) can berewritten as follows:

x(t) = Ax(t) +n1∑

i=1

αi(t)Bfiaai (t) + E1w(t),

x(0) = x0,

y(t) = Cx(t) +n2∑

j=1

βj(t)Chjasj(t) + E2v(t). (11)

We set up the following anomaly detector:

˙x(t) = Ax(t) + Br(t),x(0) = 0,

r(t) = y(t)− Cx(t), (12)

where B is the detector gain matrix and r(t) represents theoutput residual.

Let e(t) = x(t)− x(t), then we obtain the following errordynamics:

e(t) = Ae(t) +n∑

i=1

F iai(t) + E1d(t),

r(t) = Ce(t) +n∑

i=1

Hiai(t) + E2d(t), (13)

with the matrices

A = (A− BC),Hi =

[0 βi(t)Chi,

],

F i =[

αi(t)Bfi −βi(t)BChi,],

E1 =[

E1 −BE2

],

E2 =[

0 E2

], (14)

and the vectors

ai(t) =[

aai (t)

asi (t)

], d(t) =

[w(t)v(t)

],

where cyber-attacks aai (t), as

i (t), i = 1, . . . , n and the vectorsdescribing the attacked coefficients fi, hi, i = 1, . . . , n satisfythe following conditions

n ≤ max{n1, n2},{

aan1+1(t) = aa

n1+2(t) = · · · = aan(t) = 0, n = n2 > n1,

asn2+1(t) = as

n2+2(t) = · · · = asn(t) = 0, n = n1 > n2,

and {fn1+1 = fn1+2 = · · · = fn = 0, n = n2 > n1,

hn2+1 = hn2+2 = · · · = hn = 0, n = n1 > n2.

Before presenting the main results, we give the followingdefinition and lemma.

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LI et al.: AN ALGEBRAIC DETECTION APPROACH FOR CONTROL SYSTEMS UNDER MULTIPLE STOCHASTIC CYBER-ATTACKS 261

Definition 1. For anomaly detector error dynamics, if acyber-attack on a control system leads to zero output residual,then the cyber-attack is undetectable.

If Tdr(s) = C(sI − A)−1E1 + E2 denotes the transferfunction from stochastic disturbance d(t) to output residualr(t), the robust stability condition of error dynamic (13) isgiven in term of the following lemma.

Lemma 1[16]. When all stochastic events αi(t) = βi(t) = 0(i = 1, . . . , n), there are the following conclusions:

1) The error dynamics (13) without disturbances is asymp-totically stable, if there exists a symmetric positive definitematrix P > 0 and a matrix X such that the following linearmatrix inequality (LMI) holds

Ψ = ATP + PA− CTXT −XC + CTC < 0. (15)

2) The error dynamics (13) with disturbances d(t) (0 6= d(t)∈ L2

z([0,∞);Rn)) is robustly stable, if ‖Tdr(s)‖∞ < 1 andif there exists a symmetric positive definite matrix P > 0 anda matrix X such that the following LMI holds

Ψ PE1 −XE2 + CTE2

∗ −I 0∗ ∗ −I + ET

2 E2

< 0. (16)

When the LMIs above are solvable, the detector gain matrixis given by B = P−1X.

A. Algebraic Detection Scheme for Multiple Stochastic Cyber-attacks Aiming at Multiple Communication Channels

In this section, using the frequency-domain description ofthe system, we transform the error dynamics (13) into thefollowing equation:

Q(s)X(s) = B(s), (17)

where

Q(s) =[

A− sI F 1 . . . Fn E1

C H1 . . . Hn E2

],

X(s) =

e(s)a1(s)

...an(s)d(s)

, B(s) =(

0r(s)

).

Further, in order to obtain effective results, we introduce themathematical expectation of the stochastic matrix Q(s) asfollows:

E(Q(s)) =[

A− sI E(F 1) . . . E(Fn) E1

C E(H1) . . . E(Hn) E2

], (18)

where

E(F i) =[

ρiBfi −σiBChi

],

E(Hi) =[

0 σiChi

], i = 1, . . . , n.

Then the system (17) can be described as

E(Q(s))X(s) = B(s), (19)

and the equation (19) can be rewritten as

E(Q(s))X(s) =n∑

i=1

E(Qi(s))Xi(s) =n∑

i=1

Bi(s),

where

E(Qi(s)) =

A− sI

nE(F i)

E1

n

C

nE(Hi)

E2

n

,

Xi(s) =

e(s)ai(s)d(s)

,

Bi(s) =(

0ri(s)

),

r(s) =n∑

i=1

ri(s).

Consider the following stochastic matrix:

E(Qi(s)) =

[A− sI E(F i) E1

C E(Hi) E2

].

Since rankE(Qi(s)) = rankE(Qi(s)), we introduce thefollowing auxiliary error dynamics

e(t) = Ae(t) + F iai(t) + E1d(t),r(t) = Ce(t) + Hiai(t) + E2d(t),

i = 1, . . . , n, (20)

and the auxiliary stochastic equations

E(Qi(s))Xi = Bi(s), i = 1, . . . , n. (21)

Remark 3. Here, since the matrices F i and Hi includethe stochastic parameters αi(t) and βi(t), the system matrixQ(s) correspondingly includes these stochastic parameters,and E(Q(s)) and E(Qi(s)) include stochastic probabilities ρi

and σi as well, which take values in [0, 1]. Therefore, they arestochastic matrices.

Remark 4. In this work, we introduce the auxiliary math-ematical “tools” (20) and (21). The auxiliary error dynamics(20) represents the fact that the control system is only sub-jected to a stochastic cyber-attack ai(t) on the i-th communi-cation channel. Applying the auxiliary equation (21), we canobtain the information of residual ri(t) that is caused by thecyber-attack ai(t). In addition, the detector gain matrix B canbe determined according to Lemma 1.

Now, applying the rank of the stochastic matrix, we obtainthe following theorem.

Theorem 1. For system (11), we assume that all of thesestochastic matrices E(Q(s)) and E(Qi(s)) (i = 1, . . . , n)have full column normal rank. All of these cyber-attacksai(s) (i = 1, . . . , n, (0 6= ai(s) ∈ G)) when s = z0 areundetectable, if and only if there exists z0 ∈ , such that

rankE(Q(z0)) < dim(X(z0)), (22)

and

rankE(Qi(z0)) < dim(Xi(z0)), i = 1, . . . , n. (23)

Herein G is a set of undetectable cyber-attacks.Proof. (If) Assume that there exists z0 ∈ C such that condi-

tions (22) and (23) hold for all ai(z0) ∈ G, it becomes obviousthat z0 is an invariant zero[22] of the detector error system (13)

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262 IEEE/CAA JOURNAL OF AUTOMATICA SINICA, VOL. 2, NO. 3, JULY 2015

and the auxiliary system (20). Then all of the equations in (19)and (20) are homogeneous, i.e., B(z0) = 0 and Bi(z0) = 0.Therefore, the output residual ri(z0) = 0, i = 1, . . . , n, andr(z0) =

∑ni=1 ri(z0) = 0 as well. By Definition 1, all of these

cyber-attacks ai(s), i . . . , n when s = z0 are undetectable.(Only if) Assume that all of these cyber-attacks ai(s), i

= 1, . . . , n when s = z0 are undetectable, then there mustexist a z0 ∈ C such that the residual ri(z0) = 0 and r(z0)=

∑ni=1 ri(z0) = 0. Therefore, all of the equations in (19)

and (21) are homogeneous. If we assume that all of matricesE(Q(z0)) and E(Qi(z0)) have full column rank, then all ofthese homogeneous equations have and only have one zerosolution. However, this contradicts with the conditions that

X |s=z0 6= 0, Xi |s=z0 6= 0, i = 1, . . . , n

are solutions to (19) and (21), respectively. Therefore theassumptions are false, only conditions (22) and (23) are true.

¤Theorem 2. For system (11), we assume that all of stochas-

tic matrices E(Q(s)) and E(Qi(s)) (i = 1, . . . , n) have fullcolumn normal rank. All of these cyber-attacks ai(s) (i = 1,. . ., n, (0 6= ai(s) ∈ G)) are detectable, if and only if thefollowing conditions always hold for any z0 ∈ C:

rankE(Q(z0)) = dim(X(z0)), (24)

and

rankE(Qi(z0)) = dim(Xi(z0)), i = 1, . . . , n. (25)

Herein G is a set of detectable cyber-attacks.Proof. (If) Assuming that conditions (24) and (25) always

hold for any z0 ∈ C, it is obvious that the stochastic matricesE(Q(z0)) and E(Qi(z0)) (i = 1, . . . , n) have full columnrank. Then the equation

E(Q(z0))X(z0) = B(z0), (26)

and the auxiliary stochastic equations

E(Qi(z0))Xi = Bi(z0), i = 1, · · · , n (27)

have one and only one solution. In the following, we proof bycontradiction. Assume that residual r(z0) = 0 and ri(z0) = 0,i = 1, . . . , n, then equations (26) and (27) has one and onlyone zero solution, i.e.,

X |s=z0 = 0, Xi |s=z0 = 0, i = 1, . . . , n.

However, this violates the given condition 0 6= ai(z0) ∈ G,i.e.,

X |s=z0 6= 0, Xi |s=z0 6= 0, i = 1, . . . , n.

Therefore r(z0) 6= 0 and ri(z0) 6= 0, i = 1, . . . , n, thesecyber-attacks ai(s) (0 6= ai(s) ∈ G), i = 1, . . . , n, for any s= z0 are detectable.

(Only if) Assume that there exists a z0 ∈ C which satisfiesconditions (22) and (23). Since all of the stochastic matricesE(Q(s)) and E(Qi(s)) (i = 1, . . . , n) have full column ranks,according to Theorem 1, these cyber-attacks ai(s), i = 1, . . . ,n are undetectable as s = z0. However, this is in contradictionwith the given condition that all of these cyber-attacks ai(s),i = 1, . . . , n are detectable for any s = z0. Therefore theassumption is false, only

rankE(Q(z0)) = dim(X(z0)),

and

rankE(Qi(z0)) = dim(Xi(z0)), i = 1, . . . , n

are true. ¤Furthermore, we can obtain the following corollary accord-

ing to Theorem 1 and Theorem 2.Corollary 1. For system (11), assume that all of stochastic

matrices E(Q(s)) and E(Qi(s)) (i = 1, . . . , n) have fullcolumn normal rank. If there exists z0 ∈ C, such that

rankE(Q(z0)) < dim(X(z0)), (28)

then there are the following conclusions.1) The cyber-attack ai(z0) (0 6= ai(s) ∈ G) is detectable,

if and only if

rankE(Qi(z0)) = dim(Xi(z0)). (29)

2) The cyber-attack aj(z0) (0 6= aj(s) ∈ G) is undetectable,if and only if

rankE(Qj(z0)) < dim(Xj(z0)). (30)

IV. SIMULATION RESULTS

In this section, we provide two simulation examples toillustrate the effectiveness of our results. In Example 1, weconsider a control system under three stochastic cyber-attacksand a stochastic noise. We detect two possible stochastic dataDoS attacks and a possible stochastic data deception attack,which are aiming at three controller command input channelson the actuator. In Example 2, we use the laboratory processas presented in [21], which consists of four interconnectedwater tanks. We will also detect possible cyber-attacks on QTPcontrolled through a wireless communication network.

Example 1. Consider the following system with a stochasticnoise w(t)

x(t) = Ax(t) + Bu(t) + E1w(t),x(0) = x0, (31)y(t) = Cx(t),

and with the following parameters:

A =

−0.8 0 0.1 0 00 −0.2 0 −0.1 00 0 −0.4 0 00 0 0 −0.3 0

0.2 0 0.1 0 −0.5

,

B =

0.03 0 0.30 0.04 00 −0.08 0.45

−0.21 0 0.10.09 0 0

,

E1 =

0.09−0.010.04−0.070.06

, C =

0.5 0 0 0 00 0.5 0 0 00 0 0.5 0 00 0 0 0.5 0

.

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LI et al.: AN ALGEBRAIC DETECTION APPROACH FOR CONTROL SYSTEMS UNDER MULTIPLE STOCHASTIC CYBER-ATTACKS 263

Assume that it is subjected to two stochastic data DoS attacksand a stochastic data deception attack on the actuator aimingat three controller command input channels, i.e.,

α1(t) ∈ {0, 1} , t ≥ t0,

f1 =

100

, (32)

aa1(t) = −u1(t),

and

α2(t) ∈ {0, 1} , t ≥ t0,

f2 =

010

, (33)

aa2(t) = −u2(t) + ba

2(t),

and

α3(t) ∈ {0, 1} , t ≥ t0,

f3 =

001

, (34)

aa3(t) = −u3(t).

As mentioned before, we ignore the control input, since it doesnot affect the residual.

By applying Lemma 1, the robust detector gain matrix canbe obtained as follows:

B =

0.6316 0 0.0826 00 2.7474 0 −0.6078

0.0961 0 1.2444 00 −0.6325 0 1.7707

0.0251 0 0.0304 0

.

Set the initial conditions as x(0) = [0, 0, 0, 0, 0]T and x(0)= [−0.2, 0.4, 0.8,−1, 0.1]T. When the stochastic events α1(t)= α2(t) = α3(t) = 0 occur, the system is not underany cyber-attacks. Fig. 1 displays the time responses of theresidual and the system state under stochastic noise w(t) only,which shows that the system is robustly stable. When thestochastic events α1(t) = α2(t) = α3(t) = 1 occur, thesystem is under multiple cyber-attacks. We take the attackprobabilities ρ1 = ρ2 = 0.8 and ρ3 = 0.5, the stochasticmatrix rank(E(Q(s))) = 9, and rank(E(Q(z0))) = 9,rank(E(Qi(z0))) = 7 (i = 1, 2, 3), which shows thatrank(E(Q(z0))), rank(E(Qi(z0))) (i = 1, 2, 3) have alwaysfull column rank for any z0. According to Theorem 2, thethree attacks are detectable. Fig. 2 displays the noise signaland the attack signals, while Fig. 3 shows the time responsesof the residual and the system state under three attacks andnoise. Fig. 4, Fig. 5 and Fig. 6 give the time responses of theresidual under the attack aa

1(t), aa2(t) and aa

3(t), respectively.Simultaneously, they show the corresponding attack signals.The simulation results underline that these cyber-attacks canbe effectively detected if the conditions in Theorem 2 aresatisfied.

Example 2. Consider the model of the QTP in [21].

x = Ax + Bu, (35)y = Cx,

Fig. 1. The time responses of the residual and the system state underthe noise.

Fig. 2. The noise signal and the attack signals.

with the following parameters:

A =

−0.0158 0 0.0256 0

0 −0.0109 0 0.01780 0 −0.0256 00 0 0 −0.0178

,

C =[

0.5 0 0 00 0.5 0 0

],

B =

0.0482 00 0.03500 0.0775

0.0559 0

.

Assume that it is subjected to two stochastic data deceptionattacks on the actuator, i.e.,

α1(t) ∈ {0, 1} , t ≥ t0,

f1 =[

10

], (36)

aa1(t) = ba

1(t),

and

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264 IEEE/CAA JOURNAL OF AUTOMATICA SINICA, VOL. 2, NO. 3, JULY 2015

Fig. 3. The time responses of the residual and the system state underthree attacks and noise.

Fig. 4. The time responses of the residual under attack aa1(t) and

the attack signal aa1(t).

Fig. 5. The time responses of the residual under attack aa2(t) and

the attack signal aa2(t).

Fig. 6. The time responses of the residual under attack aa3(t) and

the attack signal aa3(t).

Fig. 7. The time responses of the residual and the system statewithout attacks.

α2(t) ∈ {0, 1} , t ≥ t0,

f2 =[

01

], (37)

aa2(t) = ba

2(t).

The detector gain matrix can be obtained as follows:

B =

0.7852 00 0.4766

2.7432 00 1.4367

,

We set the initial conditions as x(0) = [0, 0, 0, 0]T and x(0)= [0.1,−0.4,−0.1, 0.5]T. When the stochastic events α1(t)= α2(t) = 0 occur, Fig. 7 visualizes that the system (35)is asymptotically stable. When the stochastic events α1(t) =α2(t) = 1 occur and the attack probabilities are ρ1 = 0.8, ρ2 =0.5, we have stochastic matrix rank(E(Q(s))) = 6, however,there exists a z0 = 0.0127 such that rank(E(Q(z0))) = 5 andrank(E(Qi(z0))) = 5 (i = 1, 2). Aiming at two different con-

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LI et al.: AN ALGEBRAIC DETECTION APPROACH FOR CONTROL SYSTEMS UNDER MULTIPLE STOCHASTIC CYBER-ATTACKS 265

trol channels, it is possible for the hacker to launch twostochastic data deception attacks as follows:

ba1(t) = −1.074e0.0127t,

ba2(t) = e0.0127t,

such that the transfer function from attacks to residual is zero.Therefore, it is difficult to detect these stealthy attacks. Fig. 8displays the time responses of the residual and the systemstate under the two attacks aa

1(t) and aa2(t), which shows that

these attacks when s = z0 = 0.0127 could not be detected byoriginal model. However, applying the auxiliary tools (20),(21) and according to Corollary 1, these attacks can alsobe detected. Fig. 9 displays the attack signal aa

1(t) and theresponses of the residual under this attack. Fig. 10 shows theattack signal aa

2(t) and the responses of residual under thisattack. Obviously, applying Corollary 1, the two stochasticdata deception attacks can be detected effectively.

Fig. 8. The time responses of the residual and the system state underattacks aa

1(t) and aa2(t).

Fig. 9. The time responses of residual under the attack aa1(t) and

the attack signal aa1(t).

V. CONCLUSION

This paper presents a cyber-attack detection approach forcontrol systems under multiple stochastic cyber-attacks anddisturbances. The proposed problem is significant in practice,

Fig. 10. The time responses of residual under the attack aa2(t) and

the attack signal aa2(t).

because hackers might launch multiple attacks aiming at onetarget so that the aggression opportunities are increased andthe attack target can be compromised, more stealthily andsuccessfully. For example, the hacker is able to simultaneouslylaunch DoS attacks, deception attacks and replay attacks thatare respectively aiming at different communication channelsof a control system. The main work here is focused on novelcyber-attack detection schemes that allow the detection ofmultiple stochastic attacks in order to protect control systemsagainst a wide range of possible attack models. We give twosimulation examples the results of which demonstrate that thedetection approaches proposed in this paper are feasible andeffective.

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Yumei Li received her Ph. D. degree in controltheory and control engineering from Yanshan Uni-versity, China, in 2009. She is currently a researchassociate at the Interdisciplinary Centre of Security,Reliability and Trust (SnT) at the University of Lux-embourg. Her research interests include intelligentcontrol and stochastic systems, secure and resilientautomation control systems, distributed control, andcooperative control of multiagent system. Corre-sponding author of this paper.

Holger Voos studied electrical engineering at Saar-land University, Germany, and received his Ph. D.degree in automatic control from the TechnicalUniversity of Kaiserslautern, Germany, in 2002.He is currently a professor at the University ofLuxembourg in the Faculty of Science, Technologyand Communication, Research Unit of EngineeringSciences. He is the head of the Automatic ControlResearch Group and of the Automation and RoboticsResearch Group at the Interdisciplinary Centre ofSecurity, Reliability and Trust (SnT) at the Univer-

sity of Luxembourg. His research interests include distributed and networkedcontrol, model predictive control, and safe and secure automation systems withapplications in mobile and space robotics, energy systems and biomedicine.

Mohamed Darouach graduated from Ecole Mo-hammadia d’Ingnieurs, Rabat, Morocco, in 1978,and received the Docteur Ingnieur and Doctor ofSciences degrees from Nancy University, France, in1983 and 1986, respectively. From 1978 to 1986he was associate professor and professor of auto-matic control at Ecole Hassania des Travaux Publics,Casablanca, Morocco. Since 1987 he is a professorat University de Lorraine. He has been a vice di-rector of the Research Center in Automatic Controlof Nancy (CRAN UMR 7039, Nancy-University,

CNRS) from 2005 to 2013. He obtained a degree Honoris Causa from theTechnical University of IASI and Since in 2010. He is a member of theScientific Council of Luxembourg University. Since 2013 he is a vice directorof the University Institute of Technology of Longwy (University de Lorraine).He held invited positions at University of Alberta, Edmonton. His researchinterests include span theoretical control, observers design, and control oflarge-scale uncertain systems with applications.

Changchun Hua received his Ph. D. degree fromYanshan University, China, in 2005. He was aresearch fellow in National University of Singa-pore Carleton University, Canada and University ofDuisburg-Essen, Germany. Now he is a professorat Yanshan University, China. His research interestsinclude nonlinear control systems, control systemsdesign over network, teleoperation systems, and in-telligent control.