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Power System State Estimation and Contingency Constrained Optimal

Power
Flow - A Numerically Robust Implementation
by
Slobodan Paji´c
A Dissertation
Submitted to the Faculty
of the
WORCESTER POLYTECHNIC INSTITUTE
in partial fulfillment of the requirements for the
Degree of Doctor of Philosophy
in
Electrical and Computer Engineering
by
April 2007
APPROVED:
Dr. Kevin A. Clements, Advisor
Dr. Paul W. Davis
Dr. Marija Ili´c
Dr. Homer F. Walker
Dr. Alexander E. Emanuel

Abstract
The research conducted in this dissertation is divided into two main parts. The
first part provides
further improvements in power system state estimation and the second part
implements Contingency
Constrained Optimal Power Flow (CCOPF) in a stochastic multiple contingency
framework.
As a real-time application in modern power systems, the existing Newton-QR
state estimation
algorithms are too slow and too fragile numerically. This dissertation presents a
new and more
robust method that is based on trust region techniques. A faster method was
found among the
class of Krylov subspace iterative methods, a robust implementation of the
conjugate gradient
method, called the LSQR method.
Both algorithms have been tested against the widely used Newton-QR state
estimator on the
standard IEEE test networks. The trust region method-based state estimator
was found to be
very reliable under severe conditions (bad data, topological and parameter
errors). This enhanced
reliability justifies the additional time and computational effort required for its
execution. The
numerical simulations indicate that the iterative Newton-LSQR method is
competitive in robustness

Alexander E. I’m ever thankful to Dr. The second part of the dissertation combines Sequential Quadratic Programming (SQP)-based CCOPF with Monte Carlo importance sampling to estimate the operating cost of multiple contingencies. We also developed an LP-based formulation for the CCOPF that can efficiently calculate Locational Marginal Prices (LMPs) under multiple contingencies. Without her. The gain in computational efficiency has not come at the cost of solution reliability. I could not have imagined a better mentor than Dr.with classical direct Newton-QR. but also inspirational on a personal level. Marija Ili´c for encouraging me to pursue my graduate studies in electrical engineering. I am deeply indebted to Dr. Clements. iii Acknowledgements I would like to express my deepest appreciation and gratitude to my advisor. for their endless love. I gratefully acknowledge Dr. Davis’s revisions. Based on Monte Carlo importance sampling idea. Without Dr. support and understanding. His guidance and support were essential for the development of this dissertation. Homer F. I wish to thank my mother Ljiljana ˇColak and my sister Jelena Paji´c. Financial support for a part of this research was provided by the National Science Foundation under grant ECS-0086706. Walker for the numerous discussions and guidance over the course of this dissertation. I would like to thank Dr. From the bottom of my heart. clarity of the presented research would have not been the same. Emanuel for his tremendous assistance on many levels. Paul W. His insightful experience and editorial assistance have always been immensely helpful. Our rich collaboration was not only scientifically rewarding. the proposed algorithm can stochastically assess the impact of multiple contingencies on LMP-congestion prices. I am also obliged to Dr. this scientific journey may not have occurred. iv . Kevin A. Additionally. Dr. Walker for teaching me the art of numerical analysis. Clements. Davis for his invaluable comments while patiently going over drafts and drafts of my dissertation.

. . . . . . . .3 Optimal Power Flow (OPF) . .2. . . . . . . . . . . . . . . . . 82 3. 7 1. . . . . . . . . . . . . . . . . . . . . . . . . . . .2 The LSQR Algorithm . . . . . . . . . . .3 Criteria for Global Convergence . . . . . . .1 The Backtracking (line search) Method . . . . . .2 Trust Region Method . . .2. . . . . . . . . . .2 Krylov Subspace Methods . . . . .2 State Estimation . . 51 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .problem formulation . . . . . . . . 30 1. . . . . . . . . . . . .1 Golub-Kahan bidiagonalization process . . . . .6 Simulation Results . . . . . . . .1. . . . . .1 Introduction . . . . . 67 3. . . . . . . . . . . . 89 4 The Use of Importance Sampling in Stochastic OPF 90 4.1 Nonlinear CCOPF formulation . . . . . . . .2 Historical Notes and Background . . . . . . . . . . . . . .1. . . .Remarks . . . 26 1. . . . . .5 Trust Region Algorithm . . . 5 1. . . . . .1 Challenges in Power Systems Computation Applications . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . .2. . . .our research direction . .2. . . 80 3. . . . . .3 Contents . . . . . . . . . . . . . . .3 Orthogonal transformation . . . . . 69 3. . . . . . . . . . . .our research direction . . . . . . . . . . . . . . . . . . . . . . 7 1. . . . . . . . . 43 2. . . . . . 60 2.1 Power System State Estimation . . . . .2. . . . . . . . . . . . . . . . . . . . 38 2. . . . . . . . . . . . . . . . . . 4 1. . . .1. . . . . . . . .1 State Estimation . . . . . . .2 Globally Convergent Methods .2. . . . . . . . . . . .1. . . . . 18 1. . . . . . . . . . . . . . . . . . . . .2 Reliability criteria . . . . . . . . . . . . 60 3 Newton-Krylov Methods in Power System State Estimation 64 3.2. . . . .4 OPF Solution Techniques . . . . . . . . . . . . . . . . 17 1. . . . . . . . . . . . .3 Condition Number Analysis . .2 Test Results . .Contents List of Figures vi List of Tables vii 1 Introduction 1 1. . . . . . . . . . . . . . . . . .1 Orthogonal transformation . . . . . . . . . . . . .1 Power System State Estimation . . . . .Introduction . . . . .3. . . . . . .Problem Formulation . . . . . . . . .2 The CG for the solution of the Normal Equation . 1 1. . . . . . . . . . .1. . . . . . . . . .Problem Formulation . . . . . . 75 3. . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 2. . . . . . . . . . . . . . . . . .2. .1 Introduction . . . . . . . . . . . . . . . . . . . . . 68 v 3. 51 2. . . . . . . . . . . . . . . . . . . . . . .The Problem of Fill-in . . .4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 3. . . . . . . 35 2. . . . . . . . .2. .3. . . .2. . . . . . 44 2. .7 Conclusion . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . 86 3. . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 3. . . . .5 Contingency Constrained OPF . . . . . . . . . . . . . . . . . . . .2. 37 2. . . . .7 CCOPF . . . . . . . . . . . . . . . . . . . . 91 . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 1. . . . .1. . . . . . . 90 4. . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. 73 3. . . . . . . .1 The Conjugate Gradient Method . . . .2. . . . . . . . . . . 41 2. . . . . . . . . . . . . . . . . . . . . . .3 The LSQR Method . . . . . . .3 Preconditioning . . . . . . .8 Historical Notes and Background . . . . . . . 75 3. . . .4 The backtracking algorithm . . . . .2. . . .1. . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78 3. . . . . . .3 The LSQR Simulation Results . . .1 Blackout Lessons . 49 2. . . . 29 1. . . . . . 30 2 Power System State Estimation via Globally Convergent Methods 32 2. . . . . . . . . . . . . . . . . . . . . . . . 51 2. . . . . . . . . . . . . . . . . .6 CCOPF in Today’s Market . . . . . . .2 Sparse matrix computation . . . . . . .2. . . . . . . . .

122 5. . . . . . . . 127 5. . . . .6 Importance sampling for LMP-based congestion prices . . . . . . . . . . . . . . . . 133 A. . . . . . . . . . . . . . . . . . . . . . . .2 Future Work . . . . . . . . . . . . .2 Initial problem formulation . . . .4. . . . . . . . . . . . . .3.3 Numerical example . . . .3. . . . . . . . . . . . . . . . . . . 114 5. 135 A. . . . . . . . . . . 112 5. . . . . . . . . . . . . . . . . . . . . .4 An Interior Point Solution Algorithm . . . . . . . . . . 108 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Non-converging cases . . . . . .5. . . .2 Importance Sampling . . . . .3 Modeling of Inequality Constraints . . . . . . . . . . . . . . . . . . .1 Introduction . . . . .1 Transmission line flow limits using distribution factors . . . . . . .5 Formulation of the DC Contingency Constrained OPF . .3 IEEE 30 bus network case . . . . . . . . . . . . . 137 B B Matrix Theorems 139 Bibliography 146 vi . . . . . . . . . . . . . . . . . . 102 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 5. . . . . .1 Conclusions . . . . . . .1.1 Solution of the upper Bordered-diagonal system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Ramp-rate constraints . . . . . . . . . . . . . . . . . . . . . . . . . 103 5 A Formulation of the DC Contingency Constrained OPF for LMP Calculations104 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 5. . . . . . . . . 129 6 Conclusions and Future Work 131 6. . . . . . . . . . . . . . . . . . . .3 Load shedding limits . . . .1. . . . . 121 5. . . . . . . . 113 5. . . . . . . . 97 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 6. . . . . . . . 133 A. . . . . 114 5. . . . . .2 Generator output limits . . . . . . . . . . .1 Introduction .1 Solution of the reduced system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 Conclusion . . . . . . . . . . . . . . 132 A Network Test Cases 133 A. . . . .4. . . . . . .1. . . . . . . . . .3. . .2 IEEE 14 bus network case . .3. . . . . . . . . . . .