The Finnish Border Guard has confirmed that a new drone found on a frozen lake close to the Russian border on Tuesday was a Ukrainian device carrying a warhead.

The agency made the announcement on Wednesday afternoon.

"Based on information garnered from the investigation, the aircraft may have entered Finnish airspace between Monday and Tuesday," the Border Guard said in a statement.

The statement also noted that it was "obvious" that the drones that have entered Finnish territory originated from Ukraine. Authorities destroyed the drone in a controlled explosion at around noon on Wednesday. They plan to examine the remnants of the device in more detail.

The device was discovered on the still mostly frozen Lake Pyhäjärvi in Parikkala, North Karelia.

A Border Guard air surveillance patrol first spotted the downed drone sometime after 10am on Tuesday.

According to the agency's chief investigator of the case, Matti Kettunen, the patrol noticed the drone as it was carrying out surveillance of the area.

"Due to the current situation, we have intensified our air surveillance," Kettunen said.

The authority has not ruled out the possibility that more downed drones could still be found in the area.

Earlier on Wednesday morning, Southeastern Finland Police Department's Superintendent Jukka Lankinen confirmed that the device was a "foreign unmanned aerial vehicle".

Lankinen said that an evacuation effort on Tuesday evening removed people from ten buildings, including families in cottages.

The North Karelia Border Guard cordoned off the area to secure the investigation. A no-fly zone was imposed in the area on Tuesday.

In an announcement at 11:15am on Wednesday, police said that people in the area might hear a loud noise as authorities worked at the site.

On Sunday night residents in the Kouvola region reported a loud bang when authorities destroyed one of the drones in a controlled explosion.

Two other drones crashed around the city of Kouvola, after entering Finnish airspace on Sunday morning. Ukraine has since apologised for the incident, as the country has been using drones to attack Russian oil ports around the Gulf of Finland.

Expert explains

Jyri Kosola, the former Defence Forces research director and non-fiction author, told Yle on Wednesday that it is "possible and likely" that more drones will be found in the area — or that more will stray into Finland.

According to Kosola, this situation will likely continue as long as Russia's war in Ukraine does. The drones that reached Finland were at the extreme limits of their range, but Kosola thinks it is likely that Ukraine will develop new devices with even greater range.

He said it is difficult to track drones, as radar networks are unable to do the job entirely, due to the devices' slow speed and small size. They are often mistaken for birds.

"The surveillance network is never 100-percent accurate, because there are many things moving and flying around," he explained.

Kosola also explained why the armed drones do not always explode when they descend from flight.

"Fuel runs out, the engine stops, the propeller doesn't turn, and then its speed slows down and it stalls," Kosola said.

"When it stalls, it may not necessarily land nose first, but rather it may land tail first, in which case the fuse may not work and the drone won't explode," he said.

According to Kosola, given the situation, authorities need to do more than just reassure the Finnish public.