1

Networked System State Estimation in Smart Grid

over Cognitive Radio Infrastructures
Xiao Ma, Husheng Li and Seddik Djouadi

AbstractCognitive radio system is an intensively studied area

in that it saves money and bandwidth by sensing the available
licensed spectrum for unlicensed users. This advantage provides
a promising future for the application of cognitive radio in
smart grid. In this paper, we propose to communicate through a
cognitive radio link between the sensors at the consumer side and
the control center of smart grid. In this way, the state estimator
needs to adjust to this new communication link as the link is
affected by primary users. This link is governed by multiple
semi-Markov processes each of which can capture and model one
channel of the cognitive radio system. State estimation algorithms
under this structure are developed for two cases: one with arrival
acknowledge and the other without. Numerical examples are
given to illustrate the performance of the proposed estimation
algorithm.

I. I NTRODUCTION
Smart grid refers to a completely modernized electricity
delivery system which detects, protects and optimizes the
operation of its interconnected elements from end to end.
The system realizes the communication between the industrial
users, consumers and their electric equipments to different
generators and loads through the high-voltage network and
low-voltage distribution system. A two-way communication
infrastructure is used to deliver the realtime information between the generators and the consumers [1]. The control center
of smart grid can use the information sent from the sensors
at the consumer side to detect the behavior of the equipment
and control the stability of the power grid. A key point in
the success of smart grid technology is how to meet the
complicated requirement in the communication. It demands
high communication quality and energy efficiency while taking
care of the system expenses and bandwidth. The bandwidth is
needed to manage, store and integrate the large amounts of
data that smart devices will produce [1]. Thus a question in a
pressing need is: how to reduce the communication expenses
as well as saving transmission bandwidth?
In this paper, cognitive radio is proposed as the communication infrastructure in smart grid to address the above question.
In cognitive radio system, each secondary user (without license) is able to sense the licensed spectrum band and detect
the unused spectrum holes. If a frequency channel is not
X. Ma is with the University of Tennessee, Knoxville, TN 37996 USA. He
is a P.h.D student in the Department of Electrical Engineering and Computer
Science xma4@utk.edu
Husheng Li is with the University of Tennessee, KnoxvilleTN 37996
USA. He is currently an assistant professor in the Department of Electrical
Engineering and Computer Science. husheng@ece.utk.edu
S. M. Djouadi is with the University of Tennessee, KnoxvilleTN 37996
USA. He is currently an associate professor in the Department of Electrical
Engineering and Computer Science. djouadi@eecs.utk.edu

being used by primary users (with license), the secondary user

can access it for communication. Due to the sparse activities
of primary users in spectrum, cognitive radio can provide a
large amount of spectrum for communications, which is highly
suitable for the application of smart grid. However, cognitive
radio suffers from the interruptions from primary users since a
secondary user must leave the licensed channel when primary
users emerge. Hence, the cognitive radio based communication
link may not be reliable, which can cause significant impact on
the system state estimation since the observations from sensor
may not be able to reach the controller timely.
Here, we study the system state estimation in smart grid
using cognitive radio as the communication infrastructure. The
power system is modeled as a linear dynamic system. A SemiMarkov model is used for the primary user emergence in
cognitive radio links. The emergence of primary users will
result in packet losses in the cognitive radio link and then
cause state estimation errors if stick to traditional estimation
algorithms. However, accurate state estimation is important in
that the control center can detect the abnormal behaviors of
the power system with system state information. Thus, we will
develop the algorithm on estimating the system state of smart
grid subject to the communication degradation in cognitive
radio. The study provides a solid theoretical foundation for
the application of cognitive radio in smart grid.
The remainder of the paper is organized as follows. Section
II discusses the cognitive radio structure used in this paper
and formulates the problem considered. Section III provides
preliminaries for the semi-Markov process which is used to
model the cognitive link. Section IV discusses the state estimation over cognitive radio and Section V gives examples to
show the performance. The conclusions are drawn in Section
VI.
II. S YSTEM M ODEL
A. Model of Cognitive Radio
The state estimation of a linear discrete time system over
a cognitive radio system is first considered in [2], where the
cognitive radio link is described by a two-switch model with
distributed and dynamic spectral activity introduced in [3].
The switching variables are assumed to be Bernoulli variables.
Control and estimation of the closed-loop of the same system
over the same cognitive radio links is then discussed in [4].
However, the Bernoulli spectrum activity may not describe the
behavior of a cognitive radio channel accurately as the authors
show [5], through theory and experimentation, that a semiMarkov model captures this stochastic behavior better. Fig. 1

f1
f2
......
Fig. 2: Flow chart of system state estimation.

fN
k= 1

9 10

known at each time step at receiver (e.g., adding a time stamp

or using a common control channel to inform the failure of
transmission). In the other case, k is considered as unknown
(e.g. no time stamp and no reliable common control channel).

Fig. 1: Channel status in cognitive radio

gives an example. Assume there are N (N > 1) independent

licensed channels that can be sensed named as f1 , f2 ,..., fN ,
respectively. The time is divided into time slots. In Fig. 1, the
horizonal axis is the time and the marked blocks mean the
channel being used by primary users at those time slots.
[5] shows that each channel is governed by a semi-Markov
process: The times between the channel jumps from busy (idle)
to idle (busy) are i.i.d random variables in some probability
distribution, whose distribution function may depend on the
two states (busy or idle) between which the move is made.
The cognitive radio structure considered in [2] [4] employs
i.i.d Bernoulli variables to represent the switch between free
and busy spectrum. In fact, Bernoulli distribution is a special
case of the Markov process and thus a special case of the semiMarkov process. In this work, a homogeneous semi-Markov
process is used to model the channel.
The sensing mechanism for this cognitive radio infrastructure is defined as follows: At the transmitter of secondary
users, a sensor is employed and assume that it senses only one
channel at each time step (this avoids costly and a complicated
sensor which can sense more channels). The sensor first
chooses one channel to sense randomly, if it is idle, transmits
the signal through it and at the next time step, still chooses
that channel to sense; otherwise, stops transmission (no signal
transmitted at this time) to avoid collision, and chooses another
channel randomly with equal probability at the following time
step. Under the mechanism above, once the current channel is
occupied by primary users, then the sensor will spend a period
of time to seek another available channel to transmit.
If the signal sent by a secondary user at time k is denoted
as yk , then we can write the received signal as
yk = k yk + nk

(1)

where k is governed by N semi-Markov processes each of

which represents the behavior of one channel, k = 1 if an
unused channel is sensed and the signal is transmitted to the
receiver and k = 0 if a busy channel is sensed and no
information is delivered. Let kl denotes the status of the lth
channel at time k and {kl }k denotes the lth semi-Markov
process. kl = 1 expresses the lth channel is idle at time k
otherwise it is busy. nk is the Gaussian noise with zero mean
and variance W .
Two different cases will be addressed in the state estimation
problem in Section IV. In the first case, k is assumed to be

B. Linear Model of Power System

The power system can be written in the following linear
discrete time system [6]:
xk+1 = Axk + Buk + mk
yk = Cxk + nk

(2)

where xk is the state vector at time k, A, B, C are system

parameters, mk is Gaussian noise with mean 0 and variance
V , uk and yk are system input and output at time k
respectively. If the control input uk is a function of xk ,
then after linearization and some calculation, the system
equation above can be written into an discrete time system
as:
k + mk
xk+1 = Ax
(3)
where A is the new system parameter when we represent uk
as a function of xk . The measurement yk is obtained at
the sensor and sent to the control center through a cognitive
radio link. Then the control center estimates the state for post
processing.
Based on the statements above, the paper will discuss the
state estimation of the system with the mathematical model
as follows:
xk+1 = Axk + mk
(4)
yk = k Cxk + nk

(5)

III. P RELIMINARY OF S EMI -M ARKOV P ROCESS

In this section, we introduce some preliminaries of the
conditional probability of semi-Markov process that will be
useful in the next section.
A semi-Markov chain is characterized by an imbedded
Markov chain transition probabilities and a set of sojourn time
probabilities. When the process enters state i, the next state
j is chosen based on Markov transition probabilities, and the
time that the process will reside in state i is obtained from the
sojourn time probability density functions.
The associated homogeneous semi-Markov kernel Q is
defined by [7]:
Qij ( ) = P {n+1 = j, tn+1 tn | n = i},

(6)

where tn+1 is the time of the n + 1th jump and tn of the nth
jump, and i, j = 0, 1. And as is well known [8],
pij = lim Qij ( ) = P {n+1 = j | n = i},

(7)

where P = [pij ] is the transition probability matrix of the

imbedded Markov chain. Now define the following probability:
Sij ( ) = P {tn+1 tn = | n+1 = j, n = i}.

(8)

This is the probability of the waiting time that the process

resides in the state
i before jumping into the other state j. It

is easy to see that =1 Sij ( ) = 1 for both i, j = 0, 1 [9].

The conditional transition probability from 0 to 1 at time k
is computed as [8] [9]:
p01 (k) =

P {k+1 = 1 | k = 0}

= P {n+1 = 1, tn+1 tn k | n = 0}
k

= Q01 (k) =
p01 S01 ( ),
(9)
=1

Similarly, we have
p10 (k)

p10 S10 ( ),

=1

p00 (k)
p11 (k)

=
=

1 p01 (k),
1 p10 (k).

These conditional probabilities are useful in the state estimation in the second case where k is unknown at the receiver.
l
In the following Sij
( ) and plij (k) denotes the probability of
the sojourn time and the conditional transition probability of
the lth bandwidth (the lth semi-Markov process), respectively.
IV. S TATE E STIMATION OVER C OGNITIVE R ADIO S YSTEM
In this section, we discuss the state estimation algorithm
over cognitive radio in both cases described in Section II.

A. State Estimation when k is known

When k is known, the problem becomes the state estimation of a deterministic time varying system. The optimal
estimator is the time varying Kalman Filter and the state can
be estimated as follows:
Priori state estimate and error covariance:
x
k|K1
Pk|k1

= x
k1|k1

(10)
T

= APk1|k1 A + V

(11)

B. State Estimation when k is unknown

When k is unknown, the problem is much more complicated than when it is known since the problem becomes the state
estimation of a discrete system with a stochastic parameter. We
assume that the control center (the receiver) has the knowledge
of the stochastic properties of each channel
}
{ } (corresponding
{ l
to each semi-Markov process), that is, plij and Sij
( )
are known. In practice, these information can be obtained via
observing each channel for a period of time and computed
statistically.
1) Probability Analysis: Note that, for each channel there
are two states (busy or idle, corresponding to kl = 0 or 1).
Thus k can be represented by a process with 2N states each
of which can be described as choosing the lth channel to
sense and kl = 1 or 0. The transition matrix of this process
is thus 2N by 2N . Next, we compute conditional probabilities
in the transition matrix that will be useful in state estimation.
Assume Yk = {y1 , , yk } is the information set available at
time k, then, the conditional probabilities we need to compute
are
l
l
P (choose l, k+1 = 1|choose l, k = 0, Yk ),
l
l
P (choose l, k+1 = 0|choose l, k = 1, Yk ),
r
l
P (choose r, k+1 = 1|choose l, k = 0, Yk ),
r
l
P (choose r, k+1 = 0|choose l, k = 1, Yk ).
Other probabilities can be obtained from above. For notation
convenience, choosing r is shorten by r in the following
statements.
These terms can be approximated following [13], however,
the calculation there requires the knowledge of characteristics
of semi-Markov processes given the set Yk , e.g. P {tn+1 tn =
| t+1 = n+1 = j, t = n = i, Yk }, which can not be
observed until measurements sent. Moreover, the computation
of them is complicated and costly. In this work, we use the
conditional probabilities of {k }k0 to approximate the above
l
terms, e.g. approximate P (l, k+1
= 1|l, kl = 0, Yt ) by
l
l
P (l, k+1 = 1|l, k = 0). Also, assume for simplicity that
the channels states at k + 1 are independent of sensors the
choice at k, and note that the choice of the sensor at time k
depends on the choice at k 1 and the chosen channels status
by the sensing policy. Thus, we obtain
l
P (l, k+1
= 1|l, kl = 0)

l
P (l, k+1

l
= P (k+1
= 0|l, kl = 1)

0|l, kl

= 1)

r
P (r, k+1
= 1|l, kl = 0)

Posteriori state estimate and error covariance:

x
k|k

= x
k|k1 + k Kk (yk C x
k|K1 )

(12)

Kk
Pk|k

= Pk|k1 C T (CPk|k1 C T + W )1
= Pk|k1 k Kk Pk|k1

(13)
(14)

This optimal estimator does not involve any probability of

semi-Markov process but only k . The stability conditions are
studied in [12].

0,

l
= P (k+1
= 0|kl = 1) = pl10 (k),
1
r
=
P (k+1
= 1)
N 1
1
1
r
=
P (k+1
= 1, kr = j)
N 1 j=0

1 r
p (k)P (kr = j)
N 1 j=0 j1

0,

r
P (r, k+1
= 0|l, kl = 1)

(15)

The first and the fourth equalities in (15) are obvious from
the sensing policy, the second is the transition probability for
the lth channel and the third is based on the sensing policy

and the independence between the sensor and the channel.

For the case without the assumption that channels states are
independent of the sensors choice, it involves a complicated
and recursive probability calculation in above terms which will
not be addressed in this work.
To better illustrate the arguments above, we take N = 2 as
an example:
Choose 1, k1 = 0: case 1;
2
Choose 2, k = 0: case 2;
1
Choose 1, k = 1: case 3;
2
Choose 2, k = 1: case 4.
Then we can build the transition matrix as

1
P (k+1
= 0)

p110 (k)
0

2
= 0)
P (k+1
0
0
p210 (k)

0
1
= 1)
P (k+1
p111 (k)
0

with c denotes a normalizing constant and

q (k + 1) :

Qq (k + 1) :

yk+1 kq C x
q (k + 1),
q
q (k + 1)C T q T + W.
CR
k

4) We can update the state estimate and the covariance

according to
x
(k + 1)

2N

pq (k + 1)
xq (k + 1),

q=1

+ 1)
R(k

2N

q (k + 1) +
pq (k + 1)(R

q=1

2
= 1)
P (k+1

0
.

0
2
p11 (k)

As a consequence, the process {k }k0 is modeled as

a heterogeneous Markov process and any state estimation
algorithm for Markov process system can be applied. In the
sequel, we employ an efficient algorithm the Interacting
Multiple Model (IMM) Algorithm [10] for state estimation.
2) IMM Algorithm : In this section, IMM algorithm is used
to estimate the state of the system over the cognitive radio
structure. The algorithm can be found in [10] and summarized
as follows:
1) Given initial values of {P (1l = i), l = 1, ..., N ; i =
0 or 1}, we start with 2N weights p2l1 (k) and p2l (k) where
p2l1 (k) = P (l, kl = 0|Yk ) and p2l (k) = P (l, kl = 1|Yk );
2N means x
2l1 (k) and x
2l (k); 2N associated covariances
2l1 (k) and R
2l (k); then we compute the mixed initial
R
condition for the filter matched to each state q, q = 1, , 2N ,
according to the following equations:

(
xq (k + 1) x
(k + 1))(
xq (k + 1) x
(k + 1))T ).
V. N UMERICAL S IMULATIONS
The state estimation in the case that k is known is similar
to the one with TCP protocol packet loss and the performance
has been studied in plenty of works before (e.g. [11]), thus
we only focus on the performance of the algorithm proposed
in the case that k is unknown.
The estimator developed in this paper is applicable to all the
linearized power systems. For simplicity, in this example, we
assume a scalar system with parameters: A = 0.95, C = 1,
V = 0.0001, W = 0.01. Let P (11 = 1) = 0.7, P (11 = 0) =
0.3, P (12 = 1) = 0.8, and P (12 = 0) = 0.2.
We assume that there are two channels (N = 2) to be
sensed. Each channel is characterized by a semi-Markov
process with imbedded transition probability matrix P 1 =
[p1ij ],P 2 = [p2ij ], sojourn time conditional distribution func1
2
tions Sij
( ) and Sij
( ):
[
]
[
]
0.3 0.7
0.45 0.55
1
2
P =
P =
,
0.4 0.6
0.25 0.75

1
1
( ) = s11 exp(| 4|)
( ) = s10 exp(| |), S10
S01
2
2
2
S01 ( ) = s0 exp(| |), S10 ( ) = s21 exp(| 6|)
pq (k + 1) =
wtq (k)
pt (k),

t=1
2
1
( ) = 1
with sji such that =0 Sij
( ) = =0 Sij
2N

We
run
50
Monte-Carlo
simulations
for
100
samples. Fig.
x
q (k) =
wtq (k)
pt (k)
xt (k)/
pq (k + 1),
3 compares the true state and the estimated one and Fig. 4
t=1
plots the Root Mean Squared Error (RMSE). From these two
2N

(
q
figures, it is obvious that the algorithm developed in this paper
(k) =
R
wtq (k) Vt (k) +
can estimate the system state very well.
t=1
)
Next, the stochastic characteristic[ of the second
q
q
T
] semi(
xt (k) x
(k))(
xt (k) x
(k)) /
pq (k + 1).
0.9 0.1
2
Markov process is changed to: P =
0.75 0.25
where wtq (k) denotes the transition probability of the process
k calculated in (15).
2
S01
( ) = s21 exp(| 6|)
2) Then, after obtaining the above values of the intermediate
2
S10
( ) = s20 exp(| |)
variables, use them as inputs to 2N Kalman Filters matched
q (k +1) after the
to each state q. From this we get x
q (k +1), R
which means that the primary users are much more active now
q (k + 1) after the measurement
time update and x
q (k + 1), R
than the former one. Redoing the simulation with the other
update.
parameters unchanged, state estimation and RMSE for this
3) The weights pq (k + 1) are updated from the innovation example are shown in Fig. 5 and Fig. 6. As shown in Fig.6,
processes of the Kalman Filter as:
the performance degrades slightly as the available time for
transmission in the second channel is much less. However, the
pq (k + 1) = c
pq (k + 1)Qq (k + 1)1/2
result is still satisfactory as cognitive radio can automatically
exp{1/2qT (k + 1)Q1
(k
+
1)
(k
+
1)},
sense and use the better channel (the first channel in this
q
q
2N

0.45

1.5
True State
Estimated State

0.4

0.3
RMSE

State Comparion

0.35
1

0.5

0.25
0.2
0.15
0.1
0.05

20

40

60

80

100

Samples

0.45
0.4
0.35

RMSE

0.3
0.25
0.2
0.15
0.1
0.05

20

40

20

40

60

80

100

Samples

Fig. 3: State comparison between the true one and the estimated one.

60

80

100

Samples

Fig. 4: RMSE of the estimator.

example) so that the performance is not influenced by the

worse channel (the second channel in this example) a lot.

Fig. 6: RMSE of the estimator with a bad probability transition

matrix.
radio is governed by semi-Markov processes each of which
can represent and capture the behavior of one channel. Two
different state estimation cases are addressed: one assumes
that the receiver has the acknowledgement of whether the
transmitter sends an observation or not and this case reduced
to state estimation over a packet loss link where the optimal
estimator is standard Kalman Filter; the other one assumes that
the receiver does not have that information and the problem is
much more complicated than the former one. Here, we model
the cognitive radio as a process with 2N states and calculate
the conditional probabilities transition matrix and employ the
IMM algorithm to do the state estimation. Numerical examples
are given to test the estimation algorithm proposed. For nonlinear power system, the estimation algorithm still holds with
Kalman Filter replaced by Extended Kalman Filter. The future
work will extend this work to different sensing mechanism and
distributed state estimators design over cognitive radio links.
R EFERENCES

VI. C ONCLUSION
This paper first proposed the application of cognitive radio
in smart grid. Then state estimation of the power system
over such communication link is discussed. The cognitive

1.5

State Comparion

True State
Estimated State

0.5

20

40

60

80

100

Samples

Fig. 5: State comparison with a bad probability transition

matrix.

[1] V. K. Sood, D. Fischer, J. M. Eklund and T. Brown, Developing a

communication infrastructure for the smart grid, 2009 Electrical Power
& Energy Conference, pp 1-7, 2009.
[2] X. Ma, S.M. Djouadi, T. Kuruganti, J.J. Nutaro, and H. Li, Optimal estimation over unreliable communication links with application to cognitive
radio, 48th IEEE CDC and 28th CCC,pp 4062-4067, 2009
[3] S. Srinivasa, and S. A. Jafar, The throughput potential of cognitive radio:
A theoretical perspective, IEEE Communication Magazine, May. 2007,
pp. 73-79.
[4] X. Ma, S.M. Djouadi, T. Kuruganti, J.J. Nutaro, and H. Li, Control and
estimation through cognitive radio with distributed and dynamic spectral
activity, American Control Conference (ACC), 2010, July. 2010, pp. 289294.
[5] S. Geirhofer, L. Tong abd B. M. Sadler, Dynamic spectrum access in
the time domain: Modeling and exploiting whitespace, IEEE Communications Magazine, pp 66-72, May 2007.
[6] P. Kundur, Power System Stability and Control, 1st ed. McGraw-Hill,
Companies, Inc, 1994
[7] J. Janssen, A. Blasi, R. Blasi and R. Manca, Discrete time homogeneous
and reliability models, Universita LaSapienza Roma, 2002.
[8] R. Pyke, Markov renewal processes with finitely many states, Am. Math.
Sta. 32, pp 1245-1259, 1961.
[9] V. J. Mathews and J. K. Tugnait, Detection and estimation with fixed lag
for abruptly changing systems, IEEE Trans. Aerospace and Electronic
Systems, vol. AES-19, No. 5, pp 730-739, 1983.
[10] H. A. P.Blom and Y. Bar-Shalom, The interacting multiple model
algorithm for systems with markovian switching coefficients, IEEE
Trans. Automat. Contr., vol. 33, pp 780-783, Aug. 1988.

[11] B. Sinopoli, L. Schenato, M. Franceschetti, K. Poola, M. Jordan and

S. Satry (2004), Kalman filtering with intermittent observations. IEEE
Trans. Automat. Contr., vol. 49(9), pp. 458-463.
[12] X. Ma, S.M. Djouadi, and H. Li, Stability Conditions for Optimal
Filtering over Cognitive Radio System, accepted by American Control
Conference 2011.
[13] L. Campo, P. Mookerjee, and Y. Bar-Shalom, State Estimation for
Systems with Sojourn-Time-Dependent Markov Model Switching, IEEE
Trans. Automatic Control, vol. 36, pp. 238-243, 1991.