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Observability Theory Monticelli Wu 1985
Observability Theory Monticelli Wu 1985
5, May 1985
NETWORK OBSERVABILITY: THEORY
*
A. Monticelli Felix F. Wu
Department of Electrical Engineering and Computer Sciences
and the Electronics Research Laboratory
University of California, Berkeley CA 94720
Abstract -A complete theory of network observability is (1) Are there enough real-time measurements to make state estima-
presented. Starting from a fundamental notion of the observability of a tion possible?
network, a number of basic facts relating to network observability, (2) If not, which part or parts of the network whose states can still be
unobservable states, unobservable branches, observable islands, estimated with the available measurements?
relevancy of measurements, etc. are derived. Simple and efficient algo-
rithms can be developed based on these basic facts to (i) test network (3) How to estimate the states of these observable islands?
observability, (ii) identify observable islands and (iii) place measure- (4) How to select additional pseudo-measurements to be included in
ments for observability. the measurement set to make state estimation possible?
(5) How to guarantee that the inclusion of the additional pseudo-
measurements will not contaminate the result of the state estima-
I. INTRODUCTION tion?
State estimation processes a set of redundant measurements to
estimate the state of the power system. The result of state estimation The analysis which lead to the answers to these questions may be called
forms the basis for all real-time security analysis functions in a power observability analysis. The analysis includes observability test,
control center [1]. There are three types of real-time measurements. identification of observability islands, and measurement plicenient. It
(i) The analog measurements that include bus voltage magnitudes, real should be performed prior to the state estimation. In practice most of
and reactive power injections, and real and reactive power flows. (ii) the time the system is observable. The observability analysis becomes
The logic measurements which consist of the status of switches and valuable only in those rare situations when the system becomes unob-
breakers. (iii) The pseudo-measurements that may include forecasted servable.
bus loads and generations and zero-injections in passive nodes. Analog In this paper a complete theory of network observability is
and logic measurements are telemetered to the control center. Logic developed, which provides a theoretical foundation for the answers to
measurements are used in Topology Processor to determine the system all the questions raised above. A number of basic facts are derived.
configuration. The State Estimator uses a set of analog measurements, Based on these facts, algorithms can be developed for
along with the system configuration supplied by the topology processor,
network parameters such as line impedances, and perhaps some * testing observability
pseudo-measurements as its input. If the set of measurements is * identification of observable islands
sufficient in number an well-distributed geographically, the state estima-
* measurement placement for observability.
tor will give an estimate of the system state. When there is enough
redundancy in measurements, the state estimator will be able to process The design and testing of the algorithm, including computational
bad data [2]. considerations, are presented separately [3]. The algorithms are charac-
In the design stage, the following questions concerning the meas- terized by
urement set arise naturally.
(1) Are there sufficient measurements to make state estimation possi- * being extremely simple
ble? * using subroutines already in a state estimation program
(2) If not, where additional meters should be placed so that state esti- * incurring very little extra computation.
mation is possible?
Some algorithms for testing observability based on heuristic
If the set of measurements is sufficient to make state estimation possi- approaches were proposed earlier [4-71. Clerments, Krumpholz, Davis
ble, we say the network is observable. Observability depends on the in a series of papers [8-11] proposed a graph-theoretic foundation for
number of measurements available and their geographic distribution. network observability. The algorithms that have resulted from their
The first question raised here is concerned with the test of theory are combinatoric. These algorithms seem to be computationally
observability. The second question is meter or measurement placement complex.
for observability.
The organization of this paper is as follows. The state estimation
Usually a system is designed to be observable for most operating models are reviewed in Section II. A fundamental definition of net-
conditions. Temporary unobservability may still occur due to unantici- work observability is introduced in Section'III. Equivalent statements
pated network topology changes or failures in the telecommunication of network observability are then derived. Section IV discusses how to
systems. The following questions emerge naturally in conjunction with test observability. Section V deals with the questions of how to identify
state estimation in system operation. the observable islands and how to estimate the states of the observable
islands. The measurement placement problem is studied in Section VI.
A mathematical format (theorems, proofs) is adopted for the develop-
ment of the theory in this paper for the purpose of maintaining rigor
On leave from Departamento de Engenharia Eletrica, UNICAMP, Campinas, S. and precision. Physical interpretations of the results are provided
P., Brazil.
throughout.
ted February 2, 1984; made available for printing 1. WLS State Estimator
June 6, 1984. The non-linear equations relating the measurements and the state
vector are
z = h(x) + w (1)
0018-9510/85/0005-1042$01.00©1985 IEEE
1043
where z is the (mxl) measurement vector, h(-) is the (mxl) vector of {i= 0,k; 0 k = voltage angle at bus k.
non-linear functions, x is the (2nxl) true state vector, w is the (mxl)
measurement error vector, m is the number of measurements, and n is Ui = Qkim/ Vk; Qkcm
reactive power flow from bus k to m.
=
the number of buses.
The estimate of the unknown state vector x is designated byx and Ki = Qk/ Vk; Qk = reactive power injection into bus k.
is obtained by minimizing the weighted least squares function E, = Vk; Vk = voltage magnitude at bus k.
J(x) = [z-h(x)] TW[z-h(x)] (2) The state vector x is given by
where W is a diagonal (mxm) matrix whose elements are the measure- x= (O,V) (12)
ment weighting factors.
The condition for optimality is that the gradient of J vanishes at where V is is a (nxl) vector whose elements are the bus voltage mag-
the optimal solution x i.e., nitudes, and 0 is the (nxl) vector whose elements are the bus voltage
angles, including the angular reference (or angular references).
H T (x)W[z-h(x)] = 0 (3) The Jacobian matrix is
Thus,
k m (26)
81= 1 0. (21)
On the other hand, given the state vector 0, the set of measurements is
written as
where the shaded area corresponds to possibly nonzero elements.
0= HO (22)
Proof. (i) <=# (ii). Because ATo = 0 if and only if 0 = a 1 where
For the real power model there are two types of measurements 1 = (1,...1) and a is any real number, we have (i) <=> (a)HO = 0
(i) line flow. If measurement i is the line flow from bus k to bus m, iff 0 = a 1. Now we show (a) <= (ii).
then
(a) => (ii). Let H be obtained from H by deleting the k-th column h.
k m Suppose HO = 0. Let 0 = (-,0). We thus must have 0 = 0, which
says H is of full rank.
h. -h. 0 (23)
fii) => (a). Since the column sum of H is always zero, i.e.,
HI = -h. Thus (HjTjj)-1fjTi= -1. Now suppose HO = 0 or
(ii) injection. If measurement i is the injection at bus k, where there HO+hOk = 0. Then 0 =-(H HT)-l HT0k = lOk.
are branches connecting bus k to buses m, n, l, then
(ii) <=# (iii). Let H = (H,h), we have
_ k rm n
(i= 1-hz -hm -h 0 (24) G= HTH= |THH jThi
[hTR hThJ
(9a 0. (27)
where
For any arbitrary O,, for example, Ob = (0,1,2,...) T, solving the upper
half of the above equation (27) yields a Oa) then (0a,O,,) is an unob-
p = h2Th2-h2TH1(H/THI)-1H/Th2 (31)
servable state.
An alternative way to obtain the same unobservable state (Oa,Ob) q= h2TH3 - h2TH1 (HlTH)-'HTH3 (32)
is (i) replacing the diagonal elements of the lower right matrix by 1's,
and (ii) replacing the corresponding right-hand side of (27) by
(0,1,...) T, (iii) solving the resulting equation The situation here is that we have p = 0. The following claim is first
proved.
HIH1l nonsingular and
p =
h2Th2-h2THI(H/TH1)-lHITh2= 0
ea 0 if and only if
(28) columns of H1 are linearly independent and
h2 = H1a for some vector a.
I'
1
0 regul ar
measurements
m-Q
2
(37)
Os m-Q+l
. 0-pseudo
measurements
The rows of Ha, Hp, and H. correspond to the measurements (i) and m
(ii) of subnetworks a, /3, and y respectively, and the rows of Hap,P
correspond to the measurements (iii). Also if we group branches in the
same network together, AT becomes:
I
voltage angle
at other nodes
Oat n-Q.
[S 0 0= (38)
n-)+l voltage angle at
(35) as nodes with 0-pseudo
n
measurements
Accordingly, the gain matrix and the Jacobian matrix can be partitioned
as follows:
where A,, Ap, and A., correspond to the branches in the subnetworks
a, /, and y, respectively, and AaB correspond to the branches con-
necting different components. In other words, the rows of Aa#v,,
correspond to the set of unobservable branches.
1047
* would the additional measurements contaminate the state estima-
.
tion of the observable islands?
Theorem 5 below can be proved mathematically. Due to space
limitation the proof is omitted here.
Hr H*a
Theorem 5. If a minimal set of additional non-redundant (pseudo)-
m-Q measurements is so selected that they make the network barely observ-
able, then the estimated states of the already observable islands will not
H= m-Q+l be affected by these pseudo-measurements.
It is clear that the candidates for these additional measurements
I. are (i) injection pseudo-measurements for which the nodes it is con-
m nected to belong to different observable islands, and (ii) line flow
pseudo-measurements for lines connecting different observable islands.
The second type of pseudo-measurements are seldom available. We
shall concentrate on the first type.
This set of pseudo-measurements may be obtained sequentially by
HTH
rr r HTrtt adding a pseudo-measurement from the candidate list one at a time.
The additional pseudo-measurement will make some unobservable
I branches observable, thus coalescing observable islands into larger
ones. Computationally this selection process can be accomplished by a
0) scheme which adds a pseudo-measurement from the candidate list and
then recalculates the observable islands at each iteration until the whole
network becomes one observable island.
.HTHIir
VII. CONCLUSION
A complete theory of network observability is presented. The
major points are summarized below:
where II is the unit matrix of order 1. Performing Gaussian elimina- * A network is said to be observable if, whenever there is any
tion in (40) we get nonzero flow in the network, at least one of the measurement
shuld read nonzero. In other words, a network is observable
when, all measurements are zero implies that all flows are zero.
* A network is observable if and only if the state estimation can be
solved with a unique solution.
* An observability test can be performed based on the triangular
factorization of the gain matrix. It goes as follows. In carrying
out triangular factorization of the gain matrix G. whenever a zero
pivot is encountered, we add a 0-pseudo-measurement for the
n-Q corresponding node, the effect of that is that the 0 is replaced by a
n-k+l I in the triangular factor. The network is observable if only one
iero pivot is encountered in the process and not observable if
more than one zero pivots are encountered.
n * By setting the 0-pseudo-measurements of the nodes of zero pivots
to different values and all the other measurements to zero, the
solution of the state estimation equations yields an unobservable
where state of the system.
* Consider the subnetwork formed by the set of nodes having
A = HITHa - HaTHr (HrTHrY)71HrJRa =0 identical value in the unobservable state, together with the
The estimate is given by
branches connecting them. For the measurement set, consider
the line flow measurements for which all the nodes connected to
Go = HTC the injection node belong to the same subnetwork. This subnet-
work along with the measurement set is a candidate for an observ-
Introducing (37)-(42) into (43), and inverting G-1, we get: able island.
O= (HjTHr-HHaOS (44) * Branches between two candidates of observable islands are unob-
servable branches.
#4 =es (45) * Those injection measurements for which there is an unobservable
branch connected to the injection, are irrelevant as far as observa-
and from (36) we get: bility of the network is concerned and may be discarded for the
purpose of identifying observable islands.
rt = [ Hr(HrTHr)-IHrTHa + HJIs
- (46)
* Using the relevant measures and the 0-pseudo-measurements, the
states of the observable islands may be estimated. The 0-pseudo-
rS =0 measurements do not affect the state estimation results on line
flows.
Now consider * If a minimal set of additional non-redundant (pseudo) -
VI. MEASUREMENT PLACEMENT The actual design and testing of efficient algorithms based on
Given an unobservable network, we would like to know these results are presented in a companion paper [3].
* what is a minimal set of additional measurements whose inclusion
will make the network observable?
1048
ACKNOWLEDGEMENTS [8] G. R. Krumpholz, K. A. Clements, and P. W. Davis, "Power Sys-
Research sponsored by the Electric Power Research Institute, tem Observability: A Practical Algorithm Using Network Topol-
Power System Planning and Operations Program, under contract RP ogy," IEEE Trans. Power Apparatus and Systems, vol. 99, pp.
1999-6. 1534-1542, July/Aug. 1980.
[9] K. A. Clements, G. R. Krumpholz and P. W. Davis, "Power Sys-
tem State Estimation Residual Analysis: An Algorithm Using Net-
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Discussion A. Monticelli and F. F. Wu: We thank Prof. Alvarado for his comments.
F. L. Alvarado (University of Wisconsin, Madison, WI): This work is We do not see much relation between our paper and Ref. [Al]. Ref. [Al]
important, comprehensive and well presented and is bound to become has two parts in it. The first part is an attempt to derive network obser-
an important reference. A few years ago, Fetzer and Anderson [Al] vability condition (H full rank) from the observability condition in Linear
presented a paper on dynamic observability. The static case of [Al] System Theory for linear dynamical systems. The derivation in [Al] is
resulted in not only topological but quantitative measures of degree of not correct. The steady-state of a dynamical system x = Ax + f is reach-
observability of a system with a given set of measurements, and was based ed when x = 0, which does not imply A = 0, at the starting point in
on a HHT matrix much like the gain matrix G. Can the authors com- [Al]. The second part suggests the use of "well-conditioning" of the
ment on the relationship (if any) between the two papers? gain matrix as the interior for selecting the "best" set of measurements.
The relation between this criterion and the objective of state estimation
is questionable. There are other proposed criteria for measurement place-
REFERENCE ment cited in Refs. [10-15] in the companion paper [3].
[Al] E. E. Fetzer and P. M. Anderson, "Observability in the State
Estimation of Power Systems," IEEE Trans. on Power Apparatus and Manuscript received December 26, 1984.
Systems, vol. PAS-94, no. 6, Nov./Dec. 1975.
Manuscript received July 26, 1984.