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Securing the physical components of a city's interdependent critical infrastructure (ICI), such as power, natural gas, and water systems is a challenging task due to their interdependence and a large number of involved sensors. In this article, using a novel integrated state-space model that captures the interdependence, a two-stage cyberattack on an ICI is studied in which the attacker first compromises the ICI's sensors by decoding their messages, and, subsequently, it alters the compromised sensors' data to cause state estimation errors. To thwart such attacks, the administrator of each critical infrastructure (CI) must assign protection levels to the sensors based on their importance in the state estimation process. To capture the interdependence between the attacker and the ICI administrator's actions and analyze their interactions, a Colonel Blotto game framework is proposed. The mixed-strategy Nash equilibrium of …