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2010 IREP Symposium- Bulk Power System Dynamics and Control VIII (IREP), August 1-6, 2010, Buzios,

, RJ, Brazil

Bad Data Analysis Using the Composed Measurements Errors for Power System
State Estimation
Bretas, N.G.

Bretas, A.S.

Elect. Eng. Dept., University of Sao Paulo

Elect Eng.&Computer Dept., UFRGS

Abstract-In this paper, a topological/geometrical


based approach is used to define the undetectability
index (UI), which provides the position of a
measurement related to the range space of the
Jacobean matrix of the power system. The higher the
value of this index, for a measurement, the closer it
will be to the range space of that matrix, that is, the
error in measurements with high UI is not reflected in
their residuals, thus masking a possible gross error
those measurements might have. Using the UI of a
measurement, the possible gross error the state
estimation process might mask is recovered; then the
total gross error of that measurement is composed and
used to the gross error detection and identification
test. The gross error processing turns out to be very
simple to implement, requiring only a few adaptations
to the existing state estimation software. The IEEE-14
bus system is used to validate the proposed gross error
detection and identification test.
Index TermsState Estimation, Orthogonal Projections,
Gross
Errors
Analysis,
Recovering
Errors,
Undetectability Index.

I. INTRODUCTION
THE ability to detect and identify gross errors is one of the
most important attributes of the state estimation process
in power systems. This characteristic to deal with gross
errors makes the results of the state estimation process
preferable if compared to the SCADA raw data [1].
In order to mitigate the influence of gross errors on the
state estimation results, some robust estimators have been
introduced in power systems [2]. One of the first robust
state estimators applied to power systems was the
Weighted Least Squares (WLS) Estimator endowed with
the largest normalized residual test [3] for gross error
detection and identification. However, this combination is
not robust in the presence of single and multiple noninteracting gross errors [2]. Also, this estimator is not able
to reliably identify multiple interacting gross errors,
especially when the errors are conforming and/or occur in
Leverage Points, which are highly influential
measurements that attract the state estimation solution
towards them [4].

978-1-4244-7467-7/10/$26.00 2010 IEEE

Other alternative estimators, which are more robust than


the WLS Estimator, have been proposed. The Weighted
Least Absolute Value Estimator (WLAV), for example,
can deal better with multiple gross errors, but it is prone
to fail in the presence of a single gross error at a Leverage
Point [2].
The Least Median of Squares Estimator (LMS) is another
estimator alternative [2], [4]. It is a member of the family
of estimators known collectively as high-breakdown point
estimators. It is inherently resistant to outliers in Leverage
Points and can handle multiple interacting gross errors,
even when they are conforming. However it requires
excessive computing time for on-line applications [1].
The idea of exploring geometry to detect gross errors in
power systems is not new. Based on a geometric
interpretation of the residual estimation for single gross
errors, a method for the detection/identification of
multiple gross errors was developed in [5]. The authors
claim that their method is able to determine whether the
residual vector lies in a subspace defined by the suspect
measurements (suspect in terms of having gross errors)
and whether any portion of that subspace is orthogonal to
the residual vector. They also claim that their proposition
is able to find the suspect measurements of the
measurement set; however, applications of their
proposition are not known in a real environment.
In this paper, using the WLS Estimator, and based on the
concepts of references [10, 11], more insights related to
the detectability of gross errors in power system state
estimation using geometrical approaches are provided.
This is achieved decomposing the measurement error into
two parts: the undetectable part and the detectable one.
The ratio between the norms of those quantities, the
undetectability index (UI), provides a measure of how
difficult it is to detect errors in those measurements. As a
consequence the UI gives a more comprehensive picture
of the problem of gross error detection in power system
state estimation than the critical measurements and
leverage points concepts. Moreover, based on the UI
index, a technique to recover the error not reflected in the
state estimation residual, that is, the masked error is
proposed. Even more, a new measurement gross error
detection and identification test is proposed. In this paper,
instead of the classical normalized measurement residual
amplitude, the corresponding normalized composed

measurement residual amplitude is used in the gross error


detection and identification test.

II.
II. BACKGROUND [10-11]
Consider a power system with n buses and m
measurements. The power system is modeled, for state
estimation purposes, as a set of nonlinear algebraic
equations that is:
z = h( x) + e ,
(1)
where z (mx1) is the measurement vector, x (Nx1) is the
state vector, h: RN Rm (m > N) is a continuously
nonlinear differentiable function, e is the (mx1)
measurement error vector with zero mean and Gaussian
probability distribution, and N=2n-1 is the number of
unknown state variables to be estimated. Since number m
of measurements is higher than number N, a common
solution to estimate the states variables is the well-known
WLS method, which searches for state x, minimizing the
functional J ( x) = ( z h( x))T W ( z h( x)) , where W is a
symmetric and positive definite real matrix. In power
system state estimation, the weight matrix W is usually
chosen as the inverse of the measurement covariance
matrix. Functional J is a norm in the measurement vector
space Rm that is induced by the inner product
<u,v>=uTWv, that is:

J ( x ) = z h( x)

2
W

= z h( x), z h( x) =
T

= z h( x )

W z h( x) .

operator P, which minimizes the norm J, is the one that


projects z orthogonally onto (H) in the sense of the
inner product <u,v> =uTWv, that is, the vector z = H x
is orthogonal to the residual vector. More precisely:
T
(4)
z, r = ( H x ) W ( z H x ) = 0 .
Solving

this

x = H T WH

equation

P = H H T WH

H TW .

(5)

Obs.: If W is a diagonal matrix given by W=cI, where


c>0 is a real number, and I is the identity matrix, then
P=PT and P is said to be an orthogonal projection.
In power system literature, matrix P is usually called Hat
matrix and it is also known as K matrix [4]. The residual
vector is found to be:
r = z z = z P z = ( I P ) z ,
(6)
where the idempotent matrix (I-P) is the operator that
projects z onto (H). Matrix (I-P) is given by

( I P ) = I H ( H T WH )

H TW ,

(7)

and is usually called residual sensitivity matrix; it is also


known as S matrix [4] in power system literature.
Figure 1 illustrates operator P acting on vector z.
z1
x1

z
z2

x*
x2

z*=P z

z3

Fig. 1- Operator P acting on the vector z: a


Geometric interpretation

III. UNDETECTABLE ERRORS AND


UNDETECTABILITY INDEX (UI)
PROPOSITION

an N-dimensional vector subspace into Rm and (H) is


its orthogonal complement, that is, if u ( H ) and
In the linear state estimation formulation, (3), the state
estimation solution can be interpreted as a projection of
the measurement vector mismatch z onto the (H). Let
P be the linear operator which projects vector z onto
(H), that is, z = Pz and r = z z be the
residual vector for the linearized model. The projection

obtains:

As z = H x , the projection matrix P will be the


idempotent matrix:

Let x be the estimated state, that is, the solution of the


aforementioned minimization problem, and define the
estimated measurement vector as z = h( x ) . The residual

v ( H ) , then <u,v>=uTWv=0.

one

H T W z .

(2)

vector is defined as the difference between z and z , that


is, r = z z .
The linearization of (1), at a certain operating point x*
(z*), yields:
(3)
z = H x + e ,
where H = h
is the Jacobean of h calculated at x*.
x
If system (2) is observable, that is, rank(H)=N [6], then
the vector space of measurements Rm can be decomposed
into a direct sum of two vector subspaces, that is,

R m = ( H ) ( ( H ) ) in which the range of H, (H), is

x ,

for

In this section, the decomposition of the measurement


vector space into a direct sum of (H) and (H) will be
used to decompose the measurement error vector e into
two components: the detectable and the undetectable one.
For that purpose, let xtrue be the vector of the true
unknown states and define ztrue = h ( xtrue ) . Consider the
state

estimation

linearized

model,

where xtrue = xtrue x * ; x* is the estimated state for


the operating point z * , and ztrue = H xtrue ; assuming
the available Jacobean matrix H is close to the one
obtained with measurements without gross errors, then
ztrue is close to (H) and ztrue ztrue z * . The
measurement
error
vector
is
given
by
e = z ztrue z ztrue , and can be written as

e = Pe + ( I P)e .
Denominating eU and e D as
eU := Pe ,

(8)

e D := ( I P )e ,
(9)
respectively, the undetectable and detectable components
of e, one has e = eU + e D . It is easy to see that eU

(H) while eD (H)

and as a consequence the


measurement error vector e can be composed by:
2

e W = eD

2
W

+ eU

2
W

(10)

The next proposition shows that the undetectable part of


the error does not contribute to the residual vector.
Proposition 1: The residual vector, r, of the WLS state
estimation is not affected at all by the undetectable
component eU of the measurement error vector.
Proof: The measurement vector mismatch can always be
written as:
z ztrue + e ztrue + eU + eD .
As a consequence:

r = ( I P)z ( I P)ztrue + ( I P)e


ztrue ( H )

and

In what follows an index, UI, based on the detectable and


undetectable component of the measurement error vector
will be proposed. Also an algorithm to calculate the UI
for each available measurement will be presented.
For that purpose, suppose the existence of a single error in
the
i-th
measurement,
that
is,
ei = b i
i

with i = [0 1 0]T , and using equations (8) and

(11)

(9) define the corresponding undetectable eU i = P (b i )

eU (H ) ,

one

and detectable eDi = ( I P )(b i ) components of that

( I P)ztrue + ( I P)eU + ( I P)eD


Since

can affirm, with a certain degree of confidence, the


existence of gross error in the i-th measurement.
However, the operator (I-P) is not invertible and, as a
consequence, the backward implication is not true, that is,
small normalized residuals do not imply small errors in
the measurements due to the presence of undetectable
components of the errors. More precisely, the residual
does not change if an extra error that lies in the vector
space (H) is added to the measurement vector. In other
words, when the largest normalized residual riN is not
larger than a threshold value, one can affirm, with a
certain degree of confidence, that only the detectable
components of the errors in all the available
measurements are small. As a consequence, the largest
normalized residual test can often fail in the detection of
gross errors for the measurements that have a large
undetectable error component. However, if additional
information is provided, it is possible to obtain more
about the relationship between residual and the
components of the errors in the measurements.

has ( I P)ztrue = 0
and
also
( I P )eU = 0 .
Consequently,
equation
(11)
becomes: r = ( I P)z ( I P)eD eD

The previous proposition shows that the difficulty of


detecting gross errors in some measurements is due to the
fact that their errors have a significant undetectable
component when compared to the detectable one. As a
consequence, their residuals are small even when those
measurements are contaminated with gross errors. The
largest normalized residual test is often employed to
verify the existence of gross errors in the measurement
set. If the random error vector e has a normal distribution
with expected value equal to zero, then it is well known
that the normalized residual riN of the i-th measurement is
a random variable with normal distribution, expected
value equal to zero, and variance equal to one. Given a
snapshot of measurements, one can calculate the
normalized residual of each measurement and verify the
existence of gross errors. More precisely, if the largest
normalized residual riN is larger than a threshold value we

error.
With that in mind, the following definition of error
undetectability index for the i-th measurement is
proposed:

UIi =

eU i

eDi

(12)

A critical measurement is the limit case of a


measurement with high UI, that is, it belongs to the
range space of the Jacobean matrix, has an infinite UI
index, and its error is totally masked, and as a
consequence, in these cases, the state estimation results
will have a low quality.
Remark 1: As can be seen from the equations for the
detectable and undetectable error vectors of the ith
measurement, the UIi does not depend on the error
magnitude b but only on the projection matrix P as well
as on the measurement topology.
III.A. Algorithm to compute the measurement UI

(i). For the ith measurement, suppose the existence of


a known error vector given by ei = b i .
(ii). Compute the undetectable (eUi) and detectable
(eDi) components of the error vector ei as previously
defined. With these vectors in hands, compute the ith
measurement undetectability index using (12).
(iii). Perform steps one and two of this algorithm for
all available measurements.
This algorithm uses the estimated state vector obtained
from the available measurement set.
Using (12), which defines the measurement UI, it is easy
to understand that a measurement with UI equal to one
will present the detectable error vector amplitude just
equal to the corresponding undetectable component. That
is, the measurement residual obtained from the state
estimation does not show the total measurement error
amplitude.

in power system state estimation the masking effect exists


in a significant way.

IV. NUMERICAL TESTS


For the numerical tests, the IEEE -14 bus system will be
used (Figure 2). The parameters of this system are
available in www.ee.washington.edu/research/pstca/.
The power measurements values (zif) used in the tests
were obtained from a load flow solutions to which
normally distributed noises were added. The
measurements noise was assumed to have zero mean and
pr * z lf
a Standard Deviation, , given by =
; with
3
pr, the meter precision, equal to 3%.
Scenario-I:
In this measurement scenario the
measurement set shown in Table I will be used.

III.B. Recovering of the masked errors and gross


error detection and identification test
For the purpose of estimating the measurement total error
amplitude, the following algorithm is proposed:
(i)
(ii)

Process the state estimation and compute the


residual vector r , (r i= eDi);
Using the UI index of each measurement
compute the undetectable error vector eUi ,
that is: eU i = UI i e Di. ;

With those two vectors in hands, and


knowing they are orthogonal to each other,
compute the ith measurement composed
normalized error (CNE) amplitude, using for
that purpose the following equation :
|| ei || 2 =|| e D i || 2 + || eUi || 2 = (1 + UI i2 ) || e Di || 2
(13)
2
= (1+UIi2)ri
where ri is the ith measurement estimated residual.
(iv)
Then apply the gross error detection and
identification test (HTI), as in the Appendix,
but using the composed normalized
measurements error (CNE), as in (13),
instead of the normalized measurements
residual.
(v)
Once a gross error was detected and
identified perform the measurement
correction, using the estimated measurement
error, and then again estimate the power
system states.
(iii)

Remark 2: The understanding of this papers authors is


that Schweppe et al. [7]-[9], and many others, have
wrongly applied the classical Statistical Hypothesis Test
(HTI) in power system for gross error detection and
identification. The reason is that the HTI requires the non
existence of masking effect in the estimation process and

Fig. 2 IEEE-14-bus system.


Remark 3: For the next Tables the following
nomenclature is used: Ii injection measurement at bus
i; Fi-j flow measurement from bus i to bus j; Vi
voltage magnitude measurement at bus i; UI(A) and
UI(R) the UI for the active and reactive power
measurements respectively.
In Table I, using the paper proposition, the UI for each
measurement was calculated, as well as the measurements
gross error detection level by means of the largest
normalized residual test, considering a threshold value
of = 3 (see the Appendix).

The measurement detection level was obtained increasing,


step by step, the gross error of that measurement until that
measurement gross error is detected.
As seen in that table, there is a close relation between the
measurement detection level and the corresponding UI.
Measurements with small UIs, in general below one, have
gross errors detected and identified, with the normalized
gross error detection level close to 3.0 (average values
for thirty different cases).
Table I - Measurements Scenario: Gross Error
Detection Level.

I:3
I:8
I:9
I:10
I:11
I:13
I:14
F:1-2
F:2-1
F:1-5
F:5-1
F:3-4
F:4-5
F:5-4
F:4-7
F:4-9
F:9-4
F:11-6
F:6-12
F:7-8
F:8-7
F:7-9
F:11-10
F:13-14
V:1
V:3
V:8

Active
Power

UI(A)

0.942
0.000
0.295
0.090
0.035
0.135
0.149
1.569
1.526
0.755
0.727
0.233
0.612
0.617
0.281
0.161
0.161
0.073
0.078
0.000
0.000
0.281
0.038

0.63
--0.11
3.58
2.33
4.38
1.05
0.76
0.74
0.39
0.39
2.29
0.96
0.98
0.90
0.43
0.43
0.67
7.47
----1.01
1.74

Detec
Level
( )
3.5
--4.4
10.7
7.80
11.7
4.8
3.9
3.7
3.4
3.2
7.8
4.4
4.6
4.0
3.2
3.4
3.7
22.7
----4.2
5.9

0.056

1.17

5.1

Magnitude
1.060
1.010
1.090

React
Power

UI (R)

0.061
0.0176
-0.166
-0.058
-0.018
-0.058
-0.050
-0.204
0.277
0.039
0.022
0.045
0.158
-0.142
-0.097
0.040
0.017
-0.034
0.025
-0.172
0.176
0.058
0.016

1.475
0.72
0.96
2.60
2.10
3.92
1.12
1.41
0.86
4.38
4.56
1.01
0.89
1.07
0.35
4.80
0.86
0.66
10.15
0.69
0.72
2.79
1.82

Detec
Level
( )
5.9
3.8
4.2
7.7
6.7
11.7.7
5.1
5.2
3.9
12.4
13.6
4.4
4.2
4.5
3.7
14.4
4.2
3.7
31.5
3.9
3.8
10.1
5.8

1.42

5.9

0.017
UI

0.24
0.25
0.23

Detection Level
3.2
3.2
3.2

On the other hand, measurements with high UI require


very high gross errors in order it can be detected and
identified, that is, the masked error due to the estimating
process is high. As a consequence, this Table results show
that the largest normalized residual test, as performed
today, as an identification procedure of measurement with
gross error, may fail significantly when the gross errors
are in those measurements with high UI.
As can be seen at Table I, the masking measurement error
in power system state estimation is a significant fact, that
is, the measurement gross error detection level is related
to the measurement UI; or, in another words, it is related
to the measurement masked gross error.
With that in mind, in the next test, Table II, gross error of
10 is added, in an isolated way, to each measurement;

then the classical gross error detection identification test


is performed and the corresponding normalized residual
computed. Also the corresponding measurement CNE
will be computed, using (13).
Table II Measurements Scenario I:
Measurements Gross Errors Composition

UI
(a)
I:3
I:8
I:9
I:10
I:11
I:13
I:14
F:1-2
F:2-1
F:1-5
F:5-1
F:3-4
F:4-5
F:5-4
F:4-7
F:4-9
F:9-4
F:11-6
F:6-12
F:7-8
F:8-7
F:7-9
F:11-10
F:13-14

0.56
--1.09
3.58
2.33
4.38
1.05
0.76
0.74
0.40
0.39
2.29
0.97
0.98
0.89
0.42
0.42
0.67
7.48
----1.00
1.74
1.16

rN

CNE(a)

( )

( )

8.52
--6.82
2.82
3.90
2.64
6.62
7.90
8.06
9.18
9.41
3.91
7.14
7.11
7.48
9.25
9.25
8.25
1.31
----7.10
5.08
6.22

10.08
--10.1
10.51
9.89
11.8
9.62
9.93
10.1
9.89
10.1
9.80
9.97
10.0
10.0
10,0
10.0
9.94
9.92
----10.0
10.2
9.56

rN

UI
(r)

( )

1.75
1.75
0.96
0.96
2.04
3.92
1.12
1.42
0.87
4.35
4.55
1.013
0.890
1.07
0.35
4.78
0.88
0.5
10.15
0.68
0.71
2.79
1.82
1.42

5.00
5.00
7.21
7.21
4.32
2.83
6.29
5.80
7.65
2.48
2.23
6.97
7.38
6.77
8.95
2.11
7.38
8.26
0.57
8.07
8.04
2.99
5.02
5.37

CNE(r)
( )

10.0
10.0
10.0
10.0
9.84
11.4
9.45
10.1
10.1
11.1
10.4
9.93
9.90
9.93
9.51
10.3
9.88
9.90
5.86
9.79
9.90
8.89
10.4
9.35

CNE
rN
UI
V:1
0.24
9.68
9.95
V:3
0.25
9.64
9.95
V:8
0.22
9.72
9.97
V:13
0.24
9.67
9.96
The UI indexes were obtained using the estimated states.

As can be seen in Table II, for the measurements with low


UI, their normalized residual and the corresponding CNE
are close to each other; however for measurements with
high UI they are quite different. As a consequence, for
those measurements with high UI, the classical
measurement gross error detection, identification, and
amplitude correction will fail in a significant way. They
will require first the measurement masked error
estimation, then the composition of the total measurement
error as proposed in paper through equation (13). Table II
shows, in a clear way, that when the step of recovering
the gross error is performed and the measurement gross
error is composed, the HTI procedure will be very
reliable.
In the paper tests it was observed, as expected, that when
the measurement redundancy level increases the
measurements undetectability indexes decreases in
general. The reason is that the increase in the

measurement redundancy level means that more


information is given and then less masking effect will
happen.
Remark 4: The numerical tests have shown that further
studies must be made when gross errors occur in
redundant measurements. Suppose for example a case of a
measurement critical pair. Since that measurement pair
have the same normalized residual, when their errors are
composed, the measurement with larger UI will have
larger CNE. As a consequence applying the largest
normalized error test, when the error is on the
measurement with larger UI, the conclusion of gross error
on that measurement will work correctly. However when
the error is on the measurement of lower UI, some extra
work in order to lead to correct gross error identification
test must be made.

V. CONCLUSIONS
In this paper, more insights related to detectability of
gross errors in power system state estimation, using
geometrical approaches has been provided. This is
achieved decomposing the measurement error vector into
two components: the undetectable part and the detectable
one. The ratio between the w-norm of those quantities, the
undetectability index, gives the distance of a
measurement from the range space of the Jacobean
matrix. In other words, the UI is a measure of how
difficult it is to detect errors in those measurements.
According to the papers results, it is possible to conclude
that the higher a UI of a measurement the higher the
masked error. Based on the UI index, a way to recover the
masked errors, resulting from the measurement residual
estimating process has been proposed.
The total measurement residual is then composed. Also
the proposed measurement gross error detection and
identification test, using the measurement composed gross
error, as proposed in this paper, works very well. This
results show the gross error test as used in the existing
literature is not correct. It does not consider the masking
effect existing in the power system state estimation
Using the papers approach, we are working on a multiple
gross errors detection/identification test in power system
state estimation.

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part I: Exact model, IEEE Transactions on Power Apparatus and
Systems, Vol. PAS-89,N1, p. 120-125, Jan., 1970.
[8] F. C. Schweppe; B. R. Douglas, Power system static-state
estimation, part II: Approximate model, IEEE Transactions on Power
Apparatus and Systems, Vol. PAS-89,N1, p. 125-130, Jan., 1970.
[9] F. C. Schweppe, Power system static-state estimation, part III:
Implementation, IEEE Transactions on Power Apparatus and Systems,
Vol. PAS-89,N 1, p. 130-135, Jan., 1970.
[10] N.G. Bretas, J.B.A. London Jr., L.F.C. Alberto, and R.A.S.
Benedito, Geometrical Approaches for Gross Errors Analysis in Power
System State Estimation. PowerTech09, Bucharest, June 2009.
[11] N.G. Bretas, J.B.A. London Jr., L.F.C. Alberto, and R.A.S.
Benedito, Geometrical Approaches on Masked Gross Errors for Power
Systems State Estimation. PES-GM09, Calgary, July 2009.
[12]

APPENDIX: DETECTION AND IDENTIFICATION


OF MEASUREMENTS GROSS ERRORS

Given a measurement vector z, the estimated state x will


depend on the projection operator P, which depends only
on the inner product choice (W) and matrix H.
Matrix W is given by the inverse of the measurement
covariance matrix. After finding x , it is interesting to
verify the existence of gross errors in the measurements.
Therefore a routine for error detection is required. At this
point only statistic concepts are needed.
Assuming that measurement errors have a normal
distribution, it is easy to show that index J (x ) , i.e., the
function to be minimized in (2), has a Chi-square
distribution (2) with (m-n) degrees of freedom.
Choosing a probability 1- of false alarm and being
the significance level of the test, a number C is
obtained (via Chi-square distribution table for m n ,1 )
2

such that, in the presence of gross errors J (x ) > C.


Another way to detect the presence of gross errors is by
the largest normalized residual test. Based on the same
assumption about measurement errors, the vector of
residuals r is normalized and subjected to a validation
r (k )
test:
r (k ) N =
value),
r (k ) (threshold
where r (k ) N is the

largest, among all r (i )N , i = 1,, m ; r (k ) = (k , k ) is


the Standard Deviation of the kth component of the
residuals vector, and is the residual covariance matrix
given by

= W 1 H ( H T WH ) 1 H T .

If r (k ) N > , then the measurement with gross error is


detected and the kth measurement will be the one with
gross error (usually = 3 [4]).
BIOGRAPHIES
Bretas, N.G. received the Ph.D. degree from University
of Missouri, Columbia, USA, in 1981. He became Full
Professor of the University of Sao Paulo, Brazil, in 1989.
His work has been primarily concerned with power
system analysis, transient stability using direct methods,
as well as power system state estimation. Dr. Bretas has
also interest in energy restoration using ANN and GA for
distribution systems.
A. S. Bretas (M 1998) received the Ph.D. degree from
Virginia Tech, Blacksburg, in 2001. Currently he is an
associate professor of the Federal University of Rio
Grande do Sul. His main areas of interest are power
systems protection, restoration and analysis.
E-mail: abretas@ece.ufrgs.br

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