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2014 ACEEE
DOI: 01.IJEPE.5.1.
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Power System State Estimation - A Review
Dudekula Sai Babu
1
, K J amuna
1
, and B.Aryanandiny
2
1
VIT University, Chennai campus/SELECT, Chennai, India
2
College of Engineering, Trivandrum/EEE Department, Thiruvananthapuram, India
Email: jamunakamaraj@gmail.com
Abstract The aim of this article is to provide a comprehensive
survey on power system state estimation techniques. The
algorithms used for finding the system states under both static
and dynamic state estimations are discussed in brief. The
authors are opinion that the scope of pursuing research in the
area of state estimation with PMU and SCADA measurements
is the state of the art and timely.
Index Terms State Estimation, LAV, WLS, Kalman,
Synchronized phasor measurements, PMU.
I. INTRODUCTION
State Estimation is the process of assigning a value to an
unknown system variables based on the measurements ob-
tained from the system. State estimator has been widely used
as an indispensable tool for online monitoring, analysis and
control of power systems. It is also exploited to filter
redundant data, to eliminate incorrect measurements and to
produce reliable state estimates. Entire power system
measurements are obtained through Remote Terminal Unit
(RTU) of Supervisory Control and Data Acquisition (SCADA)
systems which have both analog and logic measurements.
Logic measurements are used in topology processor to
determine the system configuration.
State estimator uses a set of analog measurements such
as bus voltage magnitude, real power injections, reactive
power injections, active power flow, reactive power flow and
line current flows along with the system configuration. These
measurements are obtained from SCADA systems through
remote terminal unit. The phasor concept was introduced
by Throp [1]. Based on this the new measuring device was
developed, namely Phasor Measurement Unit (PMU). The
PMUs use a navigational satellite system to synchronize
digital sampling at different substations. The Global
Positioning Sys- tem is used to synchronize the measurement
units. The PMU records fifteen different channels of the real
and imaginary parts of the secondary voltages and currents
[2]. The phasor reporting rate is 60 phasors/sec for a voltage,
5 currents, 5 watt measurements, 5 var measurements,
frequency and the rate of change of frequency. The state
estimators are used both measurements together or separately
for estimating system states. The detailed explanations are
given in this review paper.
II. STATIC STATE ESTIMATION
SE is a very useful tool for the economic and secure op-
eration of transmission networks. From early days of
Scheweppe [3][5], developments of SE are done as a no
tion of robust estimation, hierarchical estimation, with and
without the inclusion of current measurements, etc. The SE
uses only volt- age magnitude, real and reactive power in-
jections and flows of SCADA measurements. The inclusion
of branch currents measurements in SE deteriotes the perfor-
mance of estimators. It also leads to non uniquely observable
which produces more than one state for the given one set of
measurements [6], [7]. Distributed SE for very large power
system has been taken for study since the very beginning.
The computational procedure involved in SE is an optimiza-
tion function. The optimization function can be first order or
second order of the derivative. The first order methods are
the classical weighted least squares [8], the iteratively re-
weighted least squares [9] and the linear programming based
on least absolute value estimator. The second order method
involves the evaluation of the Lagrangian Hessian matrix.
The primal-dual interior-point method and Huber M estima-
tor are the solution metholodigies are available in literature to
solve the second order method. The system states are evalu-
ated either by statically or dynamically. The above methods
mentioned are static state estimators. At the given point of
time, the set of measurements are used to estimate the sys-
tem state at that instant of time. The common method used to
solve the static SE is weighted least square and weighted
least absolute value methods. The heuristic methods are also
applied to find the states. In the dynamic state estimation,
the system states are continuously monitored at the regular
intervals. The DSE uses the Kalman filter, Leapfrog algorithm,
non-linear observer technique and invariant imbedding
method to estimate the system states dynamically.
A. Weighted Least Square(WLS) Method
In the WLS method, the objective is to minimize the sum
of the squares of the weighted deviations of the estimated
measurements from the actual measurements. The system
states are estimated from the available measurements. The
objective function is expressed as follows,
(1)
where fi (x) and
2
is the system equation and the variance
of the i
th
measurement respectively. J(x) is the weighted
residuals. m is the number of measurements and zi is the
i
th
measured quantity. If fi (x) is the linear function then
the solution of eqn. (1) is a closed form. Usually, the power
flow and power injection equations are described by non-
linear function. Hence the solution leads iterative proce-
dure to determine the state of the system. The steps pro
10
2014 ACEEE
DOI: 01.IJEPE.5.1.
ACEEE Int. J. on Electrical and Power Engineering , Vol. 5, No. 1, February 2014
Full Paper
cessed in WLS are (1) to find the gradient of J(x) and (2)
force it into zero and solved by Newtons method. The op-
timal state estimate is found using eqn. (2).
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(2)
(3)
where
R Measurement error covariance matrix
x System state vector
H Jacobian matrix
z Measurement vector
The covariance matrix R reflects the relative relation
between the measurements. If there is no interaction
between the various measurements then R will be a
diagonal matrix. The diagonal elements are the variances of
the individual measurements (ri =
2
). Recently the SE with
measurement dependencies is solved with WLS technique
[10].
Due to the sparsity of the information matrix (G), the WLS
solution is obtained quickly by triangular factorization
method. This technique is called as normal equation method.
It can also solved by orthogonal transformation method and
combination of these two methods (hybrid method) also
presented in [11]. The steps involved in these methods are
explained in Table. I. The normal equation method fails when
(1) H is in ill- condition and (2) The high measurement
redundancy affects the sparsity. The numerical behavior has
improved in orthogonal transformation method. It has to store
Q1 matrix, hence memory size increases. The hybrid method
solves iteratively the normal equation, where the triangular
factorization is carried out using orthogonal transformations.
It maintains the good sparsity and numerical robustness.
(4)
(5)
TABLE I. WLS ALGORITHM SOLUTION BY TRIANGULAR SOULTI ON
Normal Eqn. Orthogonal
Transformation
Hybrid model
1. Information matrix
G=H
T
WH
Form J acobian
Matrix (H)
Form J acobian
Matrix (H)
2. Factorize
G=U
T
U
Factorize H
Factorize H and Q
is not stored
3.?X=U
-1
U
T-1
(B)
Where, B=H
T
W?Z
?X=R
-1
C
C=Q1W
0.5
?Z
?X=R
-1
R
T-1
B
B=H
T
W?Z
The least square solution is only optimal when the mea-
surement noise is Gaussian and has well known statistics. In
practical applications, this is not the case. Similarly, WLS
estimator does not account for the random event like the fail-
ure in instrument and the communication channels [12]. Data
obtained under these circumstances are named as bad data.
The bad data are eliminated by normalized residual method
[13][15].
In the normal equation method, the numerical instability
leads the ill-condition of the linear equation. This can be
solved effectively by Peters-Wilkinson method [16]. The
condition number of a symmetric, positive definite matrix
(G) is defined as whose eigen values are real and positive can
be computed using eqn. (4). It can also be defined as the eqn.
(5).
Ideally the value of should be 1 for a well conditioned
system. A very high value of indicates that the system is
ill-conditioned. The ill-conditioning occurs due to the
following reasons[17].
The position of the reference slack bus.
Existence of the negative line reactance.
Improper choice of line flow measurements.
The network strategy create the first and second
problem. The metering strategy affects the line flow
measurements. The WLS algorithm anticipated to converge
very slowly when the network strategy is wrong and the
metering strategy is correct. The diagonal elements of the
information matrix is increased and solved by Levenberg-
Marquardt (LM) algorithm, leads to rapid convergence. Both
the metering and network strategy is wrong, the WLS
algorithm will not converge. Even LM algo- rithm provides a
solution but not the right solution. In this case, the
household or orthogonal transformation in conjunction
with LM escorts to the right solution. The Newtons method
is one of the solutions for the ill-conditioning problem. The
actual WLS technique, the first order gradient of measurement
function only considered and higher order terms are neglected.
The Taylor series expansion of a function g(x) is represented
in eqn (6).
The second order has been included in the measurement
function, and it has solved by Newtons method, the efficient
gradient convergent technique [18] and the states are
calculated by the eqn.(8). i represents the iteration. The
singular value decomposition is one among the solution for
this case [19].
(6)
(7)
The WLS algorithm effectively provides the system states
under normal operation and identifies the bad data
measurements. The numerical instabilities are also handled
easily. The on line system state estimation is done with WLS
algorithm and implemented in all energy management
systems.
B. Decoupled State Estimation
The main drawback in the WLS solution algorithm is the
computational burden that is the calculation and the
triangularization of the gain matrix or the information matrix.
The approximation of the constant gain matrix reduces the
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ACEEE Int. J. on Electrical and Power Engineering , Vol. 5, No. 1, February 2014
2014 ACEEE
DOI: 01.IJEPE.5.1.
Full Paper
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computational burden. In WLS solution steps, the elements
of the gain matrix do not significantly change between the flat
start initialization and the converged solution. The sensitivity
of the real (reactive) power equations to changes in the
magnitude (phase angle) of bus voltages is very low,
especially for high voltage transmission systems [20]. These
two observations lead to the fast decoupled formulation of
the state estimation problem. The actual measurement,
Jacobian and covariance matrices are partitioned based on
the real power and reactive power separately. The
measurement equations are represented in eqn. (8).
(8)
The off diagonal blocks Hq and HpV are neglected.
The gain matrix is calculated with these approximations and
the solution vectors are shown in eqs. (9) and (10). The con-
stant decoupled gain matrixes are estimated at the flat start.
(9)
(10)
The decoupled SE has been widely accepted in the
industry and implemented in control canters all over the world.
The computation is fast and requires less memory. The
decoupled SE drawbacks are described below.
The network parameters or operating conditions
violate the stated decoupling assumptions in certain
cases. The decoupled solution produces inaccurate
solutions or may not converge.
The decoupling properties are not valid for the
branch current magnitude measurements. Hence it
cannot be included in decoupled SE.
C. Robust State Estimation
The major function of the state estimator is to detect,
identify and eliminate errors in the measurements, network
model and parameters. The state estimator is robust when
the estimated states are insensitive to the deviations in a
limited number of redundant measurements. The concept of
bad data and outlier are discussed in robust state estimation
but they are closely related. Bad data occurs due to failure
of communication link, meter intermittent fault and incorrect
recoding. An outlier does not contain any error due to
structure of its corresponding equation. The identification
of such kind of outliers is very difficult. Robust estimators
are expected to remain unbiased despite the existence of
different types of outliers. The robustness of an estimator is
evaluated based on the breakdown point. It is the largest
ratio of (s=m/m
b )
m
b
is the number of bad data present in
the measurements.
(11)
(12)
(13)
The maximum bad data is limited by the maximum norm of
the estimated states with and without bad data and it is
expressed in eqn. (11). The largest possible breakdown point
will be limited by the measurement redundancy.
The outlier is represented as leverage point in regression
which is located away from the rest of the measurements. By
the elimination of leverage point, the system observability
will not be affected. It has been identified by finding the hat
matrix (K). The least square state estimate is evaluated using
the eqn. (12). The measurement estimates are represented in
eqn. (13).
If the Kii 2(
m
) then the particular measurements
are suspected as leverage. The following condition creates
the leverage measurements.
An injection measurement placed at a bus which is
incident to a large number of branches.\
An injection measurement placed at a bus which is
incident to branches having very different impedance
values.
Flow measurements of a branch having different
impedances from other branches in the system.
Assigning large weights for specific measurements.
The projection statistics is the robust measure of the
effect of the leverage measurements and it is applied to power
system state estimation.
1) M estimator: The robust state estimation is solved
by M estimator which is introduced by Huber. M estimator
is a maximum likelihood estimator as a function of the
measurement residual f(r) subject to the measurement
equation is a constraint. The state estimation problem is
defined as follows.
(16)
(17)
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2014 ACEEE
DOI: 01.IJEPE.5.1.
ACEEE Int. J. on Electrical and Power Engineering , Vol. 5, No. 1, February 2014
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12
Fig.1 Huber Function
The estimators are mainly designed for automatically
detecting measurements with rapidly growing residuals and
sup- pressing their influence on the state estimate. The
measurement location, type and network parameters have a
influence on the creation of the leverage points which have
circuitous influence on the state estimate [26]. The objective
function of the M estimate is chosen according to overcome
the influence of all the above. Hence, the M estimator
objective function should satisfy the following condition and
it is represented in Fig. 1. The objective functions can be
quadratic constant, quadratic linear, square root, schweppe-
Huber generalized-M, and least absolute valve. The solution
methodology can be done by Newtons method and
iteratively re weighted least square technique.
f(r)=0 for r=0.
f(r) 0 for any r.
f(r) is monotonically increasing in both +r and -r
directions.
It should be symmetric around r=0.
Newtons Method the Newtons solution methodology is
explained in steps.
1) Compute the gradient f(r).
2) Compute x
k
=H
-1
f
2
(r).
3) Compute k using a line search.
4) Update the solution x
k+1
=x
k
+k x
k
.
5) Update the Hessian matrix H.
6) Go to step 1.
Iteratively re-weighted least square estimation:
Weighted Least Absolute Value The weighted least absolute
value estimator minimizes the sum of the absolute values of
the residuals and its cost function is given in eqn.(19).
(18)
(19)
where z is the set of the observed measurements, A is the
vector that are linearly related with the measurement vector,
e is the random measurement error, r= z - h(x)x is the
residual vector, Wi is the reciprocal of the measurement
error variance. The state estimate of WLAV can be described
as optimization problem and formulated as Linear
Programming (LP).
(20)
(21)
The LP problem can be solved by any well developed LP
solution methods. These formulations have the advantages
of the noise filtering and bad data elimination. Linear
approximation of the power system equations are
accomplished by replacing the non linear equations with their
first order Taylor series approximation expanded at the
operating point. By linearizing the nonlinear functions at each
intermediate solution, a sequence of system states is
generated which under suitable circumstances converges to
an optimal solution of the
original non linear programming
problem.
(22)
(23)
(24)
The objective is to minimize the effect of measured noise
in the evaluation of the system states. This method is quite
fast and efficient. The residual should be below the
prescribed value (i ). The in equality eqn. (22) is made into
equality by adding the non negative slack variables and the
eqs. (23) and (24) are obtained.
The |r| in the objective function in eqn (49) can be replaced
by i . The LAV estimate is given by the solution to the
following linear programming problem,
(25)
(26)
Interior Point Method The basic steps nvolved in the
interior point method is explained as follows.
1. Formulate the problem
(27)
2. Introduce the slack variables to make all the inequality
constraints into nonnegative.
(28)
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ACEEE Int. J. on Electrical and Power Engineering , Vol. 5, No. 1, February 2014
2014 ACEEE
DOI: 01.IJEPE.5.1.
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3. Replace the non-negative constraints with logarithmic
barrier terms in the objective.
(29)
4. Incorporate the equality constraints into the objective
using
(30)
5. Set all derivatives to zero.
(31)
(32)
(33)
6. Rewrite the system
(34)
(35)
(36)
7. Apply Newtons method to compute the search directions
x, w, y.
(37)
(38)
8. For solving w, use (38). Reduced Karush Khun Tucker
(KKT) system.
9.
III. DYNAMIC STATE ESTIMATION
State estimators are performed by static approaches which
have a single set of measurements to estimate the system
states. The estimator has to be reinitialized for every new set
of measurements without any state prediction from previous
estimations. By the increase in power demand and deregula-
tion market, the system state has to be monitored continu-
ously for the better power system operation. The dynamic
state estimators (DSE) have the capability of tracking the
current system states and also predicting the state vector at
the next sampling time. Prediction capacities of DSE auto-
matically ensure system observability even in the presence
of measurement observable islands. Also predicted values
help to identify topology errors, gross bad data and sudden
change of states. The kalman filter is the best tool for
dynamic state estimation.
A. Kalman Filter based DSE
The power system state and observation equations are
represented in eqs. (42) and (40) respectively.
xk+1 =Axk +k (39)
zk =H xk +k (40)
The steps involved in Kalman filter is follows.
x
=f (x, u, 0) + L(y - y) (43)
z=h(x, u, 0) (44)
_
where x is the state vector, u is the input variable, z is the
measured variable vector, , are the system noise and mea-
surement noise respectively. xis the estimated state vector,
zis the estimated measured vector, L is the observer gain.
The non linear observer gain is depends on x. The ob-
server gain is shown in eqn. (45). The value od P is found
using Ricctaci equation is represented in (46).
L =P C
T
R
-1 (45)
AP +P A
T
+GQG
T
-P C
T
R
-1
C P =0 (46)
The Q and R are the spectral densities of and
respectively. In the optimal state estimate, the observer gain
is also denoted as Kalman gain. The non linear observer is
applied for finding the states of single machine- infinite
busbar (SMIB) power system. In which, the system states are
assumed as machine angle and the frequency deviation. The
system states are estimated with and without observer gain
and it has been compared with the result produced by machine
angle synthesis method. It has been proved that the non
linear observer provides better estimate than those methods.
The discrete non linear observer is also designed for SE. The
iterative sequential observer is also used for estimating the
system states of SMIB power system. In which the observer
gain is evaluated like Kalman gain in Kalman filter.
B. Invariant Imbedding Method:
The non-linear continuous time varying functions are de-
fined as in eqs. (47) and (48).
x(