This paper introduces a new way of thinking that characterizes itself by uniting two entities, namely state estimation in the smart grid (SG) and cognitive dynamic system (CDS). False data injection (FDI) attacks are a family of new attacks that have been considered to be the most dangerous cyber-attack as it leads to cascaded bad decision making throughout the SG network, which can lead to severe repercussions. The conventional state estimation and bad data detection techniques, which have been applied to reduce observation errors and detect bad data in energy system state estimators, cannot detect FDI attacks. Here, we bring into play an objective-seeking system to act as the supervisor of the SG network. To this end, we propose to introduce a new metric for the SG: the entropic state. The entropic state has two purposes: 1) it provides an indication of the grid's health on a cycle-to-cycle basis and 2) it can be used to detect FDI attacks. Consequently, improving the entropic state is the goal of the supervisor. To achieve that objective, the supervisor dynamically optimizes the state estimation process by reconfiguring the weights of the sensors in the network. With optimality in mind, the CDS is the superior choice for the supervisory system. In this structure, the CDS interacts with the SG network, which is considered as the environment. Computer simulations are carried out on a 4-bus and the IEEE 14-bus systems to highlight the performance of the proposed approach in detecting both bad data and FDI attacks in the SG, respectively.