Variable Parameter Kalman Filter Based Dynamic
Harmonic State Estimation for Power Systems with
Wind Energy Integration
Tianlei Zang Yan Wang
Department of Electrical School of Electrical
Engineering Engineering
Tsinghua University Southwest Jiaotong
Beijing, China University
zangtianlei@126.com Chengdu, China
wangyanchn_cd@163.com
Abstract—In order to improve the accuracy of harmonic state
estimation in power systems with wind energy integration, a
variable parameter Kalman filter model based on historical
harmonic information is proposed. In this model, the high
frequency and the low frequency components of the historical
harmonic wave is obtained through the wavelet filter. The Low-
frequency component of historical harmonic is used to calculate
the state transition matrix, and then a variable parameter
Kalman filter algorithm is adopted to solve the model. The
numerical experiment executed on the IEEE13-bus system
showed that the proposed method improved the accuracy of the
state estimation in the power systems with wind energy
integration compared with the classical Kalman filter method.
Keywords—power system;澔 wind energy integration; harmonic
state estimation; wavelet filter; variable parameter Kalman filter
I. INTRODUCTION
The harmonic state estimation can obtain the harmonic state
in the whole network by using the measurement data from a
small amount of measurement device, and it is the key
technology in the field of harmonic analysis of power system
[1-3].
In recent years, wind power has been developed rapidly in
the power system with its pollution-free, resource-rich and
renewable characteristics. Large-scale wind farm transmit
electricity through long-distance high-voltage direct current
transmission into the network, small-scale wind farms transmit
electricity in the form of distributed power supply to the
transmission and distribution networks. Wind power uses
inverter to integrate into the power grid, and the inverter causes
harmonic injection, so the grid-connected wind farm becomes a
new harmonic source in electrical power systems [4-5]. Wind
power is affected by geo-meteorological factors, which has
randomness and intermittence. The grid-connected inverter
works under the changing state, as a result, the harmonics
injected into the power grid also have randomness and
intermittence [6-7]. The stochastic and intermittent
characteristics of harmonics injected by the grid-connected
wind farm cause the randomness of harmonics and the increase
‹,(((
Hongbin Sun Zhengyou He
Department of Electrical School of Electrical
Engineering Engineering
Tsinghua University Southwest Jiaotong
Beijing, China University
shb@tsinghua.edu.cn Chengdu, China
hezy@swjtu.cn
of fluctuation amplitude in the whole regional power grid. Thus,
the estimation method of harmonic current is difficult to
accurately track the fluctuation of harmonic currents, which
brings great challenge to harmonic state estimation.
In the power systems with wind energy integration,
harmonics are changing because of the strong fluctuation
characteristics of the wind turbine harmonics [8]. So the
dynamic harmonic state estimation technique is used to track
the change of harmonic state over time to carry out accurate
evaluation. Compared with the static harmonic state estimation,
the dynamic harmonic state estimation has the capability of
short-term state prediction in addition to the harmonic state of
the moment, and the predicted state can be used to correct the
final result as a priori estimate in the next step [9-11].
The dynamic harmonic state estimation method is based on
Kalman filter (KF), which provides recursive solution by a
time domain optimal estimation. Beises and Heydt adopted KF
algorithm and selected active and reactive power as
measurements in [9], because of the controversy of the
definition of harmonic reactive power under waveform
distortion, it may result in erroneous estimation. A state
estimation model is presented in [10] where the harmonic
voltage is considered as state parameter, harmonic voltage and
current are considered as measurements. The basic structure of
harmonic measurement system is described, and the basic
problem of harmonic state estimation is introduced. An
adaptive Kalman filtering algorithm is proposed in [11], where
the system noise covariance matrix is switched between the
zero matrix and the unit matrix. The system state is judged by
the hypothesis test of the measured data, when the system is in
steady state, the system noise covariance matrix is set to the
zero matrix, when the system is in the transient state, and it is
set as a unit matrix. By changing the system noise covariance
matrix to reset the Kalman gain, it avoids the divergence of the
Kalman filter under the steady state switching to the dynamic
condition. However, in the power grid under the concept of
energy Internet, the majority network is in a transient situation,
the above method in improving accuracy is not significant.
 In these dynamic harmonic state estimation models, the
state parameters are assumed to be unchanged between two
estimated moments, which is the state transition matrix in the
state equation is set as a unit matrix. However, in reality the
harmonic state is changing all the time, so the assumption
makes the Kalman filter lose the predictive advantage of
dynamic state estimation. At the same time, the estimated error
is brought into the model [9-11].
The high frequency and the low frequency components of
historical harmonics are rich in dynamic information as in [12].
In order to establish a more accurate harmonic state estimation
model in this paper, the information of the historical harmonic
current is extracted as to models the state equation of KF. And
the model contains predictive function is achieved. The
variable parameter KF method is used to improve the
estimation precision. The validity of the proposed variable
Fig. 1. The proposed harmonic state estimation method based on variable parameter Kalman filter
parameter Kalman filter method is verified by numerical
experiments. Section II is the overview of the proposed method.
Section III introduced the basic principle of the variable
parameter Kalman filter algorithm based on historical
harmonic information. The numerical experiment is showed in
section IV.
II. OVERVIEW OF THE METHED
First, the historical harmonic current is filtered to obtain the
low frequency component and the high frequency component.
Then the low frequency component which reflects the
fluctuation regularity of the harmonic current is used as the
prediction of the harmonic current state in the next moment.
Meanwhile, the state transition matrix parameter is calculated,
and the harmonic current is estimated by a variable parameter
Kalman filtering algorithm.
z k H k ik  w k
III. VARIABLE PAREMETER KALMAN FILTERING ALGORITHM
BASED ON HISTORICAL HARMONIC INFORMATION
The classical dynamic harmonic state estimation technique
is commonly used Kalman filter model. Firstly, the classical
harmonic state estimation model is introduced, and then the
variable parameter Kalman filter model is presented in this
section.
A. Classical Dynamic Harmonic State Estimation Model
The dynamic harmonic state estimation model is consisted
of the state equation and the measurement equation, as (1) and
(2) respectively.
ik 1 Fk ik  vk
  
where ik  R represents the injected harmonic current
n
corresponding to the k-th estimate moment, that is, the state
parameter. zk [uk , bk ]  Rm represents the measurement, and
uk is the node harmonic voltage while bk is the branch
harmonic current respectively. Fk represents the state
transition matrix and H k represents the measurement matrix.
vk  Rn denotes the noise from the system while wk  R m 
denote the noise from measurement.
The covariance matrices of v k and w k are as (3) and (4)
Qk =E[vk vkT ] (3)
  
 Rk E[ wk wkT ] (4)
where, E[ ] is the expectation. Qk and Rk represents the
covariance matrix of system noise and measurement noise
respectively.
Presently, it is considered that the interval between two
consecutive estimate moments is short, so the state parameter
remains unchanged. As a result, the state transition matrix is
set as a unit matrix. However, the unchanged assumption of
harmonic state ignored the fluctuation characteristics of
harmonics injected by wind farm.
B. The Extraction of Historical Harmonic Information
Measurement data of harmonic source contain rich
harmonic dynamic information, which is usually consisted of
two parts, low frequency component and high frequency
component [12]. The low frequency component is
characterized by the variation of the wind energy with the
seasons and the time in a day. It is also influenced by the grid-
connected control strategy of the wind farm. The high
frequency component is characterized by the random
fluctuation of the harmonic wave, which is caused by the
randomness of wind speed, electrical behavior and equipment
state.
The low frequency component contains the regularity
information of the harmonic wave, because the regularity of the
electricity behavior causes the electric power load operation
also have certain rule, namely the ordinary harmonic load
fluctuation has the daily periodicity. The harmonics caused by
wind power also have certain periodicity for the wind speed
existence regular law [13].
The historical harmonic current data in a day 0:00-24:00
from each node is divided by five-layer discrete wavelet filter
using Meyer wavelet basis function [14]. The i-th layer wavelet
filter can decompose the original signal into the trend
component cAi and the detail component cDi. After the five-
layer wavelet filter, the cA5 is the low frequency component,
¦
5
and the sum of the detail components of each layer cDi is
i 1
the high frequency component.
ik iks  ikf (5)
s f
where, i k is the historical harmonic current, ik and ik are the
low frequency component and high frequency component
respectively.
The state transition matrix is calculated according to the
low frequency component:
Fk iks1 / iks (6)
The state transition matrix of the edge of the data segment
is computed with the starting point and the end point as
FN i1s / iNs , where N is the sampling number in a day.
C. Variable Parameter Kalman Filter Algorithm
The above described model is solved by the variable
parameter KF algorithm, the covariance matrix of measurement
noise and the covariance matrix of system noise need to be set
beforehand. The covariance matrix of measurement noise is
usually obtained by calibrating the harmonic measuring device
[15]. The covariance matrix of system noise is estimated by
high frequency component as in (7).
Qk E[ikf ikfT ] (7)
The calculation process can be divided into two parts: Time
update step and measurement update step as in [16].
1) Time update step
a) Prediction of state as in (8).
 iˆ  F iˆ 
k 1 k k (8)
b) Prediction of error covariance matrix as in (9).
 Pk1 Fk Pk FkT  Qk (9)
2) Measurement update step
a) Calculation of Kalman gain as in (10).
 Gk Pk H kT ( H k Pk H kT  Rk )1 (10)
b) Update state according to the measurement as in (11).
iˆ iˆ   G ε (11)
k k k k
c) Update the error covariance matrix as in (12).
Pk ( I  Gk H k ) Pk (12)
where ɾ iˆk is the estimate of state parameter; Pk is the
estimate of error covariance matrix; εk zk  H k iˆk is the
new information contained in the measurement. I
represents the identity matrix.
IV. NUMERICAL EXPERIMENT
The proposed approach is tested on the IEEE13-bus test
system. The system is powered by 69kV bus, and the rated
voltage of local bus is 13.8 kV and system reference capacity is
10000kVA. The main parameters are set according to [17].
The system harmonics measurement data are obtained by
the harmonic power flow. The real load fluctuation is simulated
with a set of normalized real load, and the harmonic source
namely the nonlinear load is modeled as the constant power
load, and after obtaining the result of the fundamental current,
the six pulse wave rectifier [17] is employed as the harmonic
injection device. The nonlinear loads are connected to bus 7
and 10 while the wind farm is integrated to bus 13, the
geographical and electrical distance of each harmonic source is
far, which agree with the actual situation in the grid.
The results of the harmonic power flow corresponding to
the measurement node are regarded as measurement dada while
the "noise measurement" is obtained by adding random noises.
Use 5 minutes as the data interval, simulated 288 data in a day.
In the harmonic state estimation process, the information about
the harmonic source expect for the measurement data are
assumed to be unknown.
Fig. 2. The IEEE 13-bus test system Fig. 5. The actual value and the estimation value of harmonic current at bus 10

The harmonic state estimation is executed by the proposed

variable parameter KF method on the IEEE13-bus system just
mentioned. The historical harmonic extraction result of bus 7 is
shown in Fig 3.

Fig. 6. The actual value and the estimation value of harmonic current at bus 13

It can be seen from the above Figures that the proposed

Fig. 3. The historical harmonic and its low frequency component at bus 7
From the Fig. 3 above, it can be seen that the low frequency
component reflects the main trend of the historical harmonic.
Wavelet filter method can effectively extract the information
from historical harmonics. The actual harmonic current value
and the estimation result of the proposed method are shown in
Fig. 4~6.
method have satisfactory estimation results. Fig. 4~5 exhibit
good results for nonlinear load connected while Fig.6 exhibit
good results for wind farm integration. The harmonic form
wind farm show intermittent characteristic for the intermittent
work of wind turbines. The proposed method can track the
trend of harmonic fluctuation and consistent with the actual
value of harmonic current. . Classical Kalman filter method is
also used in dynamic harmonic estimation. It is compared with
the variable parameter Kalman filer to demonstrate the validity
of the proposed method. The estimation accuracy of harmonic
current is quantified by mean absolute percent error (MAPE),
mean absolute error (MAE) and mean square error (MSE)
respectively. The MAPE, MAE and MSE between the
estimation results and the actual value are shown in Table I.

TABLE I. TABLE OF ERROR BETWEEN THE ESTIMATION RESULTS AND

THE ACTUAL VALUE OF HARMONIC CURRENT

Bus Estimated error

Method
Number MAPE MAE MSE
Classical KF 0.0105 2.2375e-4 2.9790e-6
7 Variable
0.0077 1.6385e-4 2.9260e-6
Parameter KF
Classical KF 0.0099 2.0613e-4 2.7946e-6
10 Variable
0.0076 1.5832e-4 2.7579e-6
Parameter KF
Classical KF 0.1161 1.3355e-4 5.9665e-8
13 Variable
Fig. 4. The actual value and the estimation value of harmonic current at bus 7 0.0356 0.3723e-4 0.6541e-8
Parameter KF
 It can be seen from the table that the proposed method have
a smaller error under three kinds of error indicators. That is the
proposed method possess better harmonic estimation ability
under power systems with wind energy integration.
V. CONCLUSION
In order to take full advantage of the prediction ability of
dynamic harmonic state estimation and solve the problem of
harmonic state estimation under the condition of power
systems with wind energy integration, this paper established an
dynamic harmonic state estimation model based on historical
harmonic information. The historical harmonic information is
extracted by a wavelet filter method. And it is used to predict
the harmonic state and calculate the state transition matrix for
the next step. The variable parameter KF method is adopted
and the following conclusions are summarized.
1) The low frequency components which is rich in
harmonic dynamic information are obtained by wavelet filter.
These information are used to predict the harmonic state and
improve the precision of the model.
2) The variable parameter Kalman filtering method is
proposed to update the state transfer matrix according to the
historical information. The proposed method improve the
adaptability under the power systems with wind energy
integration.
3) The dynamic harmonic state estimation model based on
historical harmonic information is applicable to the wind
energy integrated power system. It is also suitable for the
harmonics injected by photovoltaic and other distributed
power source which is connected to electrical power systems
through inverter.
ACKNOWLEDGMENT
The authors acknowledge the support by the National
Natural Science Foundation of China under Grant 51407150,
and the Innovative Think-tank Foundation for Young Scientists
of China Association for Science and Technology under Grant
DXB-ZKQN-2017-042.
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