Static State Estimation in

Electric Power Systems:

Prevalent methods and improvements using
measurements from multiple scans

CenSCIR - Graduate Student Collaboration

Presentation: 28 March 2007

Presented by: Ellery Blood

Advisors: Marija Ili and Bruce Krogh

1

Presentation Outline
Introduction
The Static State Estimation Process
General
In Power Systems

Dynamic Estimation of Static State

Power System Pseudo-Dynamics
Algorithms
2

Difficulties in power transmission

system operation
Transmission system is under stress.
Generation and loading are constantly increasing.
The transmission capacity has not increased proportionally.
Therefore the transmission system must operate with ever
decreasing margin from its maximum capacity.

Operators need reliable information to operate.

Need to have more confidence in the values of certain
variables of interest than direct measurement can typically
provide.
Information delivery needs to be sufficiently robust so that it
is available even if key measurements are missing.

Difficulties mitigated through use

of state estimation
Variables of interest are indicative of:
Margins to operating limits
Health of equipment
Required operator action

State estimators allow the calculation of these

variables of interest with high confidence
despite:
measurements that are corrupted by noise
measurements that may be missing or grossly
inaccurate
4

State estimators in existing

systems
Power grid

The state estimator is an

integral part of the overall
monitoring and control
systems for transmission
networks.
Information from the
state estimator flows to
control centers and
database servers across
the network.
5

Alarms
Events
Measurements

SCADA
Archive
Archive Data

Data
Acquisition

Commands

Load
Data

Power delivery
control

Monitoring
& State
Estimation

Power market

Parameter Data

Parameter
Data Base

Operator
Displays

Control

Presentation Outline
Introduction
The Static State Estimation Process
General
In Power Systems

Dynamic Estimation of Static State

Power System Pseudo-Dynamics
Algorithms
6

Electric power system state

The state (x) is defined as the complex voltage magnitude

and angle at each bus
~
T
x = [ 1 2 L n V1 V2 L Vn ]
Vi = Vi e j i

All variables of interest can be calculated from the state and

the measurement model

z = h(x)

I12
System
State: x

Measurement
Model: hi(x)

P47

V3
7

Problems in finding system state

We generally cannot directly observe
the state

System
State:x
8

Problems in finding system state

We generally cannot directly observe
the state
But we can infer it from measurements

System
State:x

Measurements:z
9

Problems in finding system state

We generally cannot directly observe
the state
But we can infer it from measurements
However, the measurements are noisy
(How can we see behind the noise?)
System
State:x

Noise

Ideal
Measurements
h(x)
10

Noisy
Measurements
z=h(x)+v

State estimation: determining our

best guess at the state
We need to generate the best guess for the
state given the noisy measurements we have
available.
The best guess is that which generates the
minimum weighted squared error
Find a value for the state that makes the
measurement model output match the
measurements as closely as possible in the
minimum squared error sense.
Weight the errors by the uncertainties in the
respective measurements (weighted least
squares)
11

State estimation equations (1)

State: x
Measurements: zi=hi(x)+vi
Uncertainty: Ri=E[(vi)2]
m
Cost function:
2

C ( x ) = ( zi hi ( x )) / Ri
i =1

Noisy
Measurements

State Estimator
(minimize C(x))

12

State
Estimate

State estimation equations (2)

C(x) is minimized when

g(x ) = C (x ) = HT (x )R 1 (z h(x )) = 0
x
where

H (x ) = h(x )
x

13

State estimation equations (3)

If the measurement model is linear, then
h(x)=Hx and x = [H T R 1H ]1 H T R 1z.
If h(x) is nonlinear, then there is generally not an
analytic solution. However, if we approximate h(x)
as h(xk)+H(xk){x-xk}, then

g (x) = H T (x k )R 1 (z h(x k ) + H (x k ){x x k } ) = 0

and we can set up the following iteration: [1]

x k +1 = x k + [H T (x k )R 1H (x k )]1 H T R 1 (z h(x k )).

[1] Ali Abur and Antonio Gomez Exposito, Power System State Estimation: Theory and Implementation, Chapter
2: Weighted Least Squares State Estimation,, 2004, Marcel Dekker, Inc (ISBN: 0-8247-5570-7), pp 9-36

14

Presentation Outline
Introduction
The Static State Estimation Process
General
In Power Systems

Dynamic Estimation of Static State

Power System Pseudo-Dynamics
Algorithms
15

Electric power system state

The state (x) is quasi-static
Generally operates at steady state AC where the
time constants for transients are faster than the
rate of measurement collection (or analysis).
Analyzed as a series of static states

The estimation is based on a snapshot or

scan of measurements (assumed to be
synchronized)

16

Reduced state unambiguous

measurement model
Power flows and injections are strongly dependent on
difference in the phase angles, not the phase angles
themselves.
The system of equations composing our measurement
model does not have a unique solution.
Thus, state estimation equations are poorly conditioned
unless the ambiguity in angle is removed.

One angle is identified to be the reference angle and

is set to zero.
All other angles are now angle differences with respect to
the reference angle. Thus, x is reduced by one element and
the new state vector is defined to be:

x = [12 13 L 1n V1 V2 L Vn ]
The ambiguity is removed.

17

Presentation Outline
Introduction
The Static State Estimation Process
General
In Power Systems

Dynamic Estimation of Static State

Power System Pseudo-Dynamics
Algorithms
18

Power system pseudo-dynamics:

motivation
State is quasi-static
Time constants are sufficiently fast so that system dynamics
decay away quickly (with respect to measurement
frequency).
The system appears to be progressing through a sequence
of static states.

Analysis of the sequence of static states indicates

slower dynamics, driven by:
Changes in load profile
Other slowly varying effects

Integrating information from multiple measurement

snapshots may improve state estimation
19

Power system pseudo-dynamics:

approach
Define a discrete-time pseudo-dynamic
system to model the transitions from
one static state to the next.
Model the slower dynamics
Factor in more information to filter out
noise more effectively

Use Kalman filter to generate optimal

estimator gain.
20

Presentation Outline
Introduction
The Static State Estimation Process
General
In Power Systems

Dynamic Estimation of Static State

Power System Pseudo-Dynamics
Algorithms
21

Dynamic state estimation

algorithms
A discrete time dynamic model,

x[t + 1] = A[t ]x [t ] + B[t ]u[t ] + w[t ] ,

provides a prediction of what the next state
should be prior to integrating measurements
A[t], B[t], and u[t] are dependent on the
dynamic model used.
w[t] represents process noise and model
error
22

Base-case dynamic state

estimation algorithm
To compare static vs. dynamic state estimators,
consider the model proposed by Debs and Larson[2].
[t ] + w[t ]
Dynamic Model: x[t + 1] = x
Assumes that the state does not greatly change from
snapshot to snapshot.
Any changes that occur, are the result of perturbation of the
state by zero-mean Gaussian noise

Tested on 8-bus decoupled model subject to a ramp

load increase (worst case load dynamic).
Showed smaller error than static estimator if process
noise (w[t]) was characterized appropriately.
[2] A.S. Debs, R. E. Larson, A dynamic estimator for tracking the state of a power system, IEEE Transactions on
Power Apparatus and Systems, vol PAS-89, iss. 7, pp. 1670-1678, Sept-Oct 1970

23

Performance of base-case
dynamic estimator
Comparative performance of
static and base-case dynamic
estimator at different
sampling periods and process
noise coefficients.
Dynamic performance is
dependent on
characterization of w(),
which can be tuned to give
the minimum error.
From Debs-Larson, 1970
24

Performance of base-case dynamic

estimator vs. sampling time
Plotting C(x) for the static
estimator and the optimized
base-case dynamic estimator for
various sampling periods, we
see:
1) Optimized dynamic estimator
consistently achieves smaller
C(x),
2) C(x) decreases monotonically
with sampling period.
25

Improved dynamic state

estimation algorithms (1)
Shih-Huang[3]

x[t + 1] = Ax [t ] + B[t ] + w[t ]

Improves over the base-case dynamic model
by utilizing a more detailed dynamic model.
Enhances the Kalman filter by adjusting the
weights of suspect measurements to filter out
~ = w exp( | z h( x) |)
grossly bad data. w
i
i
[3] Kuang-Rong Shih and Shyh-Jier Huang, Application of a Robust Algorithm for Dynamic State Estimation of a Power System,
IEEE Transactions on Power Systems, Vol. 17, No. 1, February 2002

26

Effect of weighting modification

The effect of exponentially
decreasing the weigh of
measurements which are far from
predicted measurement model
output results in noticeable
improvement over the basic
Kalman filter.

27

Improved dynamic state

estimation algorithms (2)
Blood-Ilic-Krogh-Ilic[4]
x[t + 1] = x[t ] + B[t ]u[t ] + w[t ]

Assumes state change is based on load

change
B[t]u[t] is based linearization of LoadFlow equations to determine the
relationship between the respective
incremental changes of u[t] and x[t]
[4] Ellery Blood, Marija Ilic, Bruce Krogh, and Jovan Ilic, A Kalman Filter Approach to Static State
Estimation in Electric Power Systems, North American Power Symposium 2006 Conference Proceedings

28

Incremental change in state

corresponds to an incremental
change in power injections
The Load-Flow
equations describe
the relationship
between the power
injections and the
state of a power
network
At steady state, the
equation is balanced
29

Load-Flow equations
Starting with the load-flow equations,
we lineralize around an operating
point and look at the incremental
changes to state and injections.

~ P
~
~
f (V , ) = Vi Vk Yik Pi + jQi = 0
k
Q
~ P
~ P
f (V , )
f (V , )
Q V~ +
Q P + e = 0
~
Q f
P
V


Q

Solving for the incremental change in

the state, we see that it related to the
injections through the power
injection Jacobian.

P
~
JV I + e f = 0
Q
P
~
V = J 1 + e f 2
Q

We identify the incremental change

in injections as the input, lump the
linearization error (ef) in with the
process noise, and we have our
dynamic model.

P (t + 1) P(t )
u(t + 1) =

Q(t + 1) Q(t )
~
x(t ) = V (t )
x(t + 1) = x(t ) + J 1u(t + 1) + w (t )
30

Load-flow based dynamics vs.

base-case
Simulation on a decoupled 4-bus system showed that the loadflow based dynamic state estimator (blue) generated
consistently smaller squared error than the base-case dynamic
estimator (red).

31

Conclusion
Static state estimation in electric power
systems provides useful and reliable
information to operators.
State estimation results can be improved
through Kalman filtering with a pseudodynamics of the system.
Basic dynamic state estimators can be
improved through careful selection of the
dynamic model and handling of suspect data.
32

Questions?

33

Measurement Model: h(x)

Pi = Vi V j (Gij cos ij + Bij sin ij )
j

Qi = Vi V j (Gij sin ij Bij cos ij )

j

Pij = Vi (Vi ( g si + g ij ) V j ( g ij cos ij + bij sin ij ) )

Qij = Vi ( Vi (bsi + bij ) V j ( g ij sin ij bij cos ij ) )

I ij =

Pij2 + Qij2
Vi

ij=i-j

Gij+jBij=Yij Bus admittance matrix element

gij+jbij=series branch admittance between bus i and j

gsi+jbsi=shunt branch admittance at bus i

34

Measurement Jacobian: H
Power Injections
Pi
= Vi V j ( Gij sin ij + Bij cos ij ) Vi Bii
i
j

Qi
= Vi V j (Gij cos ij + Bij sin ij ) Vi Gii
i
j

Pi
= ViV j (Gij cos ij Bij sin ij )
j

Qi
= ViV j ( Gij cos ij Bij sin ij )
j

Pi
= V j (Gij cos ij + Bij sin ij ) + Vi Gii
Vi
j

Qi
= V j (Gij sin ij Bij cos ij ) + Vi Bii
Vi
j

Pi
= Vi (Gij sin ij + Bij cos ij )
V j

Qi
= Vi (Gij sin ij Bij cos ij )
V j

35

Measurement Jacobian: H
Power Flows
Pij
i
Pij
j
Pij
Vi
Pij
V j

= ViV j (g ij sin ij bij cos ij )

Qij

= ViV j (g ij sin ij bij cos ij )

Qij

= V j (g ij cos ij + bij sin ij ) + 2Vi ( g ij + g si )

Qij

= Vi (g ij cos ij + bij sin ij )

Qij

i
j
Vi
V j

36

= ViV j (g ij cos ij + bij sin ij )

= ViV j (g ij cos ij + bij sin ij )
= V j (g ij sin ij bij cos ij ) 2Vi (bij + bsi )
= Vi (g ij sin ij bij cos ij )

Measurement Jacobian: H
Voltage and Current Magnitudes
Pij
i
Pij
j

=0
=0

Vi
=1
Vi
Vi
=0
V j

I ij
i
I ij
j
I ij
Vi
I ij
V j

g ij2 + bij2
I ij

=
=
=

37

V iV j sin ij

g ij2 + bij2
I ij

g ij2 + bij2
I ij
g ij2 + bij2
I ij

V iV j sin ij

(V V
i

cos ij )

(V V cos )
j

ij

Appendix 1:
Least Squares Eqs
z = h(x) +
1
T
C (x) = [z h(x)]R 1 [z h(x)]
2
C (x)
= H (x )R 1 [z h(x )] = 0
x x=x

h(x)
H=
x

H T (x )R 1H(x )[x i +1 x i ] = H T (x )R 1 [z h(x )]

x i +1 = x i + pinv (H (x ), R )[z h(x )]

pinv ( H ( x ), R ) = H T R 1 H ( x )

H T (x ) R 1

38

Appendix 2:
Prediction (Pseudo-Dynamic) Eqs
~
~
~
V (V Y ) = P + jQ
V =V e
f
f

k ik

Inj = [P1

j i

P2 L Pn

f (x, Inj)
=
f
x
Q

Q1 Q2 L Qn ]

x = [ 1 2 L n V1 V2 L Vn ]

g i (x, Inj) = Vi e

j i

(V e
k

j k

Yik

) (P + jQ ) = 0

f (x, Inj) = f P (x, Inj) f Q (x, Inj)

[real ( g1 (x, Inj))

V = J
f Q

f P
f (x, Inj) P
=
u
f Q
P

L real ( g n (x, Inj))

imag ( g1 (x, Inj)) L imag ( g n (x, Inj))]

f P
Q I 0
=
=I
f Q 0 I
Q

u(t ) = Inj(t ) Inj(t 1)

f (x, Inj)
f (x, Inj)
x +
Inj + e f = 0
x
u
39

x(t + 1) = x(t ) + J 1 [u(t )] + w (t )

Appendix 3:
Kalman Filter Eqs
x(t + 1) = x (t ) + J 1 [u(t + 1) u(t )]

( ) ]H

L(t + 1) = S(t ) + J W J

1 T

{H[S(t ) + J W[J ] ]H
1

1 T

x (t + 1) = x(t + 1) + L(t + 1){z (t + 1) h( x(t + 1))}

[ ] ][I L(t + 1)H]

S(t + 1) = [I L(t + 1)H ] S(t ) + J 1W J 1

+ L(t + 1)RLT (t + 1)

40

+R