2011 International Conference on Mechatronic Science, Electric Engineering and Computer
August 19-22, 2011, Jilin, China
A New Algorithm for Power System State
Estimation with PMU Measurements
Defu Ni
Electric Engineering Department
Electrical Engineering Northeast Dianli University
Jilin, China
e-mail: nidefu-84@163.com
Weimin Zhang
Power Education Center
Electric Power Company of Yunnan
Yunnan, China
e-mail: ksks66@163.com
Abstract—With the development of power systems, the scale of
grids has become more and more complex. Real-time
monitoring and control of the grid are also becoming more and
more difficult. GPS-based synchronous Phasor Measurement
Unit (PMU) is a new high-precision measuring device, which
can measure the bus voltage vector. The use of PMU has made
great changes in the power system. However, how to use the
PMU measurement data reasonably, is the scholar most
concerned about. A new algorithm has been put out based on
the high precision of the PMU measurements as the equality
constraints to the power system. The experimental results show
that the algorithm improved the accuracy of state estimation of
power system, there is a strong practical.
Keywords- State Estimation; Phasor Measurement Unit;
Equality Constraints; power system
I. INTRODUCTION
The current power system state estimation which is
usually the weighted least squares (WLS) method as the
criterion. The main algorithms: Basic weighted least squares
state estimation, the weighted least square state estimation,
based on the rapid decomposition least squares, orthogonal
transformation method, and the state estimation of equivalent
measurement transformation. This series of algorithms are
based on the least square method. Weighted least squares
method it has a big advantage is that its coefficient matrix is
symmetric and positive definite, it make a big convenience of
the after work [1].
But the traditional basic weighted least squares have so
many deficiencies. At each iteration process, the Jacobian
matrix needs to re-form every time, so the efficiency of the
algorithm is not high. To improve these shortcomings,
optimize algorithm, many experts and scholars have made
some improvements in the algorithm. However, they are
more or less has some shortcomings. Paper [2] proposed a
full use of PMU measurements in state estimation, although
this method is simple, fast, but considering the economics of
the power system, it cannot be realized in a long period of
time in China. Paper [3] proposed an algorithm that put the
978-1-61284-722-1/11/$26.00 ©2011 IEEE 114
Bing Yu
Luoyang Power Supply Company
Electric Power Company of Henan
Luoyang, China
e-mail: yubingdream@sohu.com
Weiguo Gong
Electric Research Department
Xuji Transformer Co. Ltd
Henan, China
gwgssh@xjgc.com
angle measurements from PMU into vector set of the
traditional state estimation. Although just made a less
changes of the program and easy to implement. However, for
the use of PMU measurements is not high, PMU's advantage
cannot be fully realized. Paper [4] takes boundary conditions
as an equality constraint to improve the velocity of the state
estimation in distributed state estimation. In this paper, we
take the PMU measurements as an equality constraint in state
estimation of the power system for it high precision and high
reliability. This algorithm can improve the accuracy of the
state estimation, and do not have to change the original state
estimation module, simply on the basis of the original plus a
module, and it has a strong compatibility.
II. MATHEMATICAL MODEL
A. The weighted least squares state estimation model
For an N node system, given the frame of network, line
parameters and measurement system, power system state
estimation measurement equation can be expressed as
z = h( x ) + v (1)
Where z is the m×1 measurement vector, h(x) is a m×1
vector of nonlinear functions, x is the n×1 state vector, and v
is the m×1 measurement error vector, with zero mean E(v)=0,
and diagonal covariance matrix R=Cov(v)E(vvT). And m is
the number of the measurement, n is the number of the state
values, n=2N-1.
The objective function of the weighted least squares
(WLS) state estimation is
J ( x) = [ z − h( x)]−1 R −1[ z − h( x)] (2)
For the minimization of the objective function, from (2)
we can obtain that
­Δx ( k ) = ( H T R −1H ) −1 H T R −1ΔZ
® (3)
¯ X ( k +1) = x k + Δx k
Where H is the Jacobian matrix, and
 ∂h( x) ªGA BT º ªΔx º ª H T R −1Δz º
CT
H ( x) = (4)
∂x « » « »
«C 0 0 » ««Δc »» = « Δc » (14)
B. Take the measurement of PMU as equality constrain «B
¬ 0 E »¼ ¬« 0 ¼» «¬ 0 »
¼
The values of voltage magnitudes and Phasor angles from
the PMU, for its high precision and reliability, can be used as Where μ = − BΔx = − Δx p , is the correction vector, and
an constraint of the estimation to correct the state variables. E is the identity matrix.
So the state estimation problem is formulated as an equality
constrained WLS minimization problem. Constraints are: G A = G + BT B (15)
c( x) = Ax = zc (5) Absolutely, the matrix GA is positive definite and
nonsingular and its Cholesky decomposition is:
Where A is the l×n matrix, l is the number of the PUM. So
the objective function is come to GA = L11LT11 (16)
min{J ( x) = [ z − h( x)]−1 R −1[ z − h( x)]} (6) ª L(′n − p )×( n − p ) 0 ( n − p )× p º
L11 = «
S .t. c( x) = zc (7) ¬ L′p′× ( n − p ) E p × p »¼
The extreme value function of (6) and (7) is
ª0 ( n − p ) × ( n − p ) 0( n − p ) × p º
L( x) = J ( x) + λT c( x) (8) =L+« (17)
We can obtain the minimization with equality constraint ¬ 0 p×( n − p ) E p× p »¼
by Lagrange multiplier method. We need to make a Cholesky factorization to the
Where L(x) is the objective function with equality coefficient matrix
constraint, Ȝ is the l×1 Lagrange multiplier. According to the
steps for solving extremum, we can obtain that
ªGA CT BT º ª L11 0 0 º
« » «
ª H T R −1H C T º ªΔx º ª H T R −1Δz º «C 0 0 » = « L21 − L22 0 »»
« »« » = « » (9) «B 0 E »¼ «¬ L31 − L32 L33»¼
¬ C 0 ¼ ¬ λ ¼ ¬ − Δc ¼ ¬
Or ª LT11 LT21 LT31 º
­ H T R −1H ⋅ Δx + C T = H T R −1Δz « »
(10)
⋅ « 0 LT22 LT32 » (18)
®
¯ C ⋅ Δx = −Δc «0 0 LT33 »¼
¬
∂c( x) From (18) we can get
Where C is the l×n matrix, and C = , − Δc is
∂x ªG C T º ª L11 0 º ª LT11 LT21 º
residual vector of the PMU measurements. U =« A =
» « »« » (19)
¬C 0 ¼ ¬ L21 − L22 ¼ ¬ 0 LT22 ¼
∂h( x)
Δz = z − h(x) , Δc = zc − c(x) , H= Combining (12) and (16) we have
∂x −1 T
L11 B = BT (20)
∂c( x) Since the rows of B are linearly independent from the
C= is the Jacobian matrix, we set
∂x rows of H, we have the following properties
−1 T
ª H T R −1H C T º LT31 = L11 B (21)
T −1
U =« », G = H R H . T −1 T
L =L L L (22)
¬ C 0¼ 32 22 21 31
T T
For an observable system, the coefficient matrix is L L =L L
33 33 32 32 (23)
nonsingular. To get the solution of (8), we need to make a Combining (19) (20) (21) we have
Cholesky of HTR-1H .
T LT31 = BT (24)
G = LL (11)
T −1 T
The L has following form: L = L L21B
32 22 (25)
ª L(′n − p )× ( n − p ) 0( n − p ) × p º The linear system (13) can be solved by a forward and a
L=« (12) back substitution as follows:
¬ L′p′×( n − p ) 0 p× p »¼
ª L11 0 º ª y1 º ª H T R −1Δz º
We define the matrix as:
»« y » = « » (26)
[
B = 0 p ×( n − p ) E p× p ] (13)
«L
¬ 21 − L22 ¼ ¬ 2 ¼ ¬ Δc ¼
From [5] we know that (8) is equal to: L33 y3 = L32 y2 − By1 (27)
L μ = y3
T
33 (28)

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 In order to verify the performance of this algorithm,
ª LT11 LT21 º ªΔx º ª y1 − BT μ º comparing with the result of properties of the traditional
« »« » = « » (29)
¬0 LT22 ¼ ¬ λ ¼ ¬ y2 − l32
t
μ¼ weighted least squares (WLS) method.
It is to be noted that G has full rank, then B = 0, ȝ=0, and
(13) equal to (8), the solution of (8) would be obtained. TABLE III. THE COMPARATIVE RESULT OF PROPERTIES OBTAINED BY
THE TWO DIFFERENT ALGORITHM (IEEE-14 NODE NETWORK)

III. NUMERICAL SIMULATION P. deviation

Run time Iterations
The IEEE 14-bus system is used as the test bed for our P Q
algorithm. IEEE 14-bus system and associated measurement
Est. 113 5 0.0041 0.0225
configuration as follows: WLS 99 4 0.0002 0.0009

Table 2 shows that the algorithm has great improved the

. and indefinite, but has a unique singed-Cholesky
Figure 1. IEEE 14-bus system configuration
The bus 5, 7 and 11 has equipped with PMU device. We
compared this algorithm with the weighted least squares
(WLS). Table 1 shows the values of the bus measurements
in IEEE 14-bus system. Table 2 shows that it takes PMU
measurements as equality constraint has more high-precision
compared with traditional weighted least squares in Phasor
angle of the bus line. Table 3 shows comparative result of
properties obtained by the two different algorithms.
precision for the use of measurements from the PMU as the
equality constraint, because of the high-precision of the PMU
measurements. From the table 3 we know, for the increasing
number of measurements, result to the increase of the system
redundancy. It makes the run time longer for the increase of
the dimension of the Jacobian matrix. Although, we got the
power deviation decreased clearly. So it is worth to sacrifice
a little time to get more high-precision in the system.
IV. Conclusion
In this paper, we presented a method by use of the high-
precision of the PMU measurements to solution of the WLS
state estimation problem with equality constraints. In the
proposed method the coefficient matrix is sparse, symmetric
factorization. The proposed algorithm is numerical stable,
simple to implement. The algorithm is illustrated with the
IEEE 14-bus system.
The established algorithm for use of PMU measurement
data as an equality constraint in power system state
estimation, can improve the system precision at the expense
of less efficient. And it does not change the original state
estimation module, simply on the basis of the original plus a
simple module. The algorithm also has a high flexibility.
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