Increasing levels of complexity, due to growing volumes of renewable generation with an associated influx of power electronics, are placing increased demands on the reliable operation of modern power systems. Consequently, phasor measurement units (PMUs) are being rapidly deployed in order to further enhance situational awareness for power system operators. This paper presents a novel data-driven event detection approach based on random matrix theory (RMT) and Kalman filtering. A dynamic Kalman filtering technique is proposed to condition PMU data. Both simulated and real PMU data from the transmission system of Great Britain (GB) are utilized in order to validate the proposed event detection approach and the results show that the proposed approach is much more robust with regard to event detection when applied in practical situations.