State Estimation, Observability and

B dD Bad Data
EE 521 Analysis of Power Systems
Chen-Ching Liu, Boeing Distinguished Professor
Washington State University
Concept of State Estimation (Wood, Wollenberg)
2
1
100 MW
2
60 MW
M12 (meter)
65 MW
40 MW M13
M32
Use the measurements M
13
= 5 MW = 0.05 p.u. and M
32
= 40 MW = 0.40 p.u.
35 MW (TRUE VALUE)
5 MW
3
( )
1
( )
( ) p.u. 40 . 0
1
p.u. 05 . 0
1
2 3
3 1
13
=
=
u u
u u
x
x
ff f
10 . 0 , 002 . 0 find can we , 0
2 1 3
23
= = =
u u u
x
Two measurements are sufficient. This example assumes meters are perfectly accurate.
If all 3 meters have some errors. For example,
M
12
= 62 MW
M
13
= 6 MW
M
32
= 37 MW
If only M
13
& M
32
are used, use DC load flow to show
u2
9225MW
u2
u1
M12 58.25 MW
TRUE Values in parentheses)
92.25 MW
(100)
M13
M32
37 MW (40)
(MATCHED)
p )
64.25 MW
(65)
6 MW
(5)
MATCHED
0
3

u
31 MW
(35)
If M12 & M32 used instead, flows shown in boxes
2
(60)
1
(100 )
2
58.25 MW
M13
M12 (meter)
99
62
95.25
(60 )
64.25
37 MW
M32
37 (40 )
MATCHED
MATCHED
69.875
(65 )
6
7.875
(5 )
31
3
(35 )
29.125
We need a procedure that uses info available from all 3
t t d th **b t** ti t meters to produce the **best** estimate
Maximum Likelihood
+
X
true
l
r
1
-
volts
Want to estimate the value of the
q
1
1 1
+ =
z z
true meas
Want to estimate the value of the
voltage source x
true
Note {mean value of Z
meas
}=Z
true
if q Note {mean value of Z
1
meas
}=Z
1
true
if q
1
has zero mean
Normal Distribution with Zero Mean
Probability density function (PDF) is normal
q + =
z z
true meas
1 1
(random error)
Probability density function (PDF) is normal
- exp
1
) (
2
2
|
|
|
|

|
=
q
q PDF
i
deviation standard
2
p
2
) (
2
1
2
1
1
=
|
|
.

\
t
t
t
t
q
PDF( )
variance
1
=
t
PDF(q)
Small t
1
better measurement quality
q
t
1
0
So the PDF of Z
1
meas
| |
|
|
|
|
.
|

\
|
=

t
t
t
q
2
1
2
1
2
1
1
exp
2
1
) (
) (
z
z
true
meas
PDF
If r
1
is know, then
. \
|
|

|
2
) (
x
meas
|
|
|
|
|
|

=

t
t
t
q
2
1
1
2
1
1
exp
2
1
) (
) (
r
z
meas
PDF
|
|
.

\
Want to find an estimate that maximizes the probability
density that the observed measurement Z
1
meas
would occur
Therefore, we can
(
(
(

|
|

|

2
meas
1
1
) PDF( log max
z
x
z
meas
x
(
(
(
(
(
(

|
|
.
|

\
|
=
|
.

\
t
t
t
2
1
1
2
1
1
2
log - max
r
z
x
(
(
(
(

|
.
|

\
|

2
1
1
r
x
z
meas
or
(
(
(
(
(

. \
t
2
1
2
1
max
r
x
(
(
(
(
(

|
.
|

\
|

2
1
1
min
r
x
z
meas
or
(
(
(
(

t
2
1
2
min
x
Find x
est
by
r
x
z
meas
2
0
1
1
(
(
(
(
(

c
|
.
|

\
|

x
2
1
0
2
=
(
(
(
(

c
. \
t
z r x
meas est
or
1 1
=

State Estimation
R l ti t Real-time measurements:
* MW, MVAR line flows
* MW, MVAR bus injections
* B lt it d * Bus voltage magnitudes
* Line currents
D t E Data Errors:
* Failures in measuring or telemetry equipment
* Errors in the measuring instruments
* N i i th i ti t * Noise in the communication system
* Delays in the data transmission
B i S Basic Steps:
* Hypothesize a system model
* Estimate the state variables
* Detect the presence of bad data
* Identify the bad data
Benefits of State Estimation:
Can reduce # of transducers and remote
terminal units.
Bad data detection and identification.
State Estimation: Problem Formulation
STATIC STATE ESTIMATOR
Measurements z
Structure S
Estimated system state &
model
(Computer Algorithms)
Parameter Values p
Notation: t: continuous, t
n
: discrete (n=1,2,)
Unknown independent variables:
Node injection
Complex, nonstationary, environmentally dependent
vector-valued stochastic process
( ) t
y
~
True structure
Binary type stochastic process
( ) t

~
True parameter values
Line, transformer, meter data
( ) t

~
Unknown State Variables:
Node Voltages
The power flow equation now reads
K titi
( ) ( ) ( ) ( )
|
|
.
|

\
|
= t t t t
x
f y
~ ~
~
_ ~
, ,
Known quantities:
Measurements
line flows bus injections voltage magnitudes
( ) tn

_
line flows, bus injections, voltage magnitudes
Pseudo measurements
nontelemetered information on line flows, injections, , j ,
voltages.
Parameter values
( ) n t
p
_
note that
: Parameter value error
S
( ) ( ) ( )
n z n n
t v t t
p
~
_ _
+ =

( )
n
t
z
v
_
( )
S
Structure
( )
n
t
S
_
( ) ( ) ( )
n n n
t t t
C S
_
_
_
+ =

(error)
Model for measurement:
) ( ) ( ) ( ), ( ), ( ) (
_ _
~ ~
~ ~ ~
t t t t t t
n n
z
n n n n
b v x h z + +
(

=
Where : Error due to meter constraints, difference

) (
t
n
z
v
between [ ] and the actual power
system, meter nonlinearities, miscalibration
noises A/Dconversion errors
) (
_
t
n
z
_
h
noises, A/D conversion errors,
communication noises, etc.
: bad data due to transient swings, major
) (
t
n
b
g , j
meter-communication failures.
) (
_
t
n
Static State Estimator:
1 Hypothesize model: determine 1. Hypothesize model: determine
)) ( ), ( , ( ) (
_ _ _ _
t t
n n
x h x h

=
p
s
_ _
_
_
=
=

and the measurement error covariance matrix

_ _
(
(

) ( ) (
t t
T
E R
2. State estimate value of which minimizes the
(

= ) ( ) (
_ _
t v t v
n
z
n
z
E R
: ) (
^
t x
n
x
residual
_ _
)) ( ( ) ( ) (
_ _ _
t x h t z t
n n n
=

3. Detection: Test to decide if bad data or structural

error exist
_ _
_
4. Identification:Test to decide which measurements
or structural data are incorrect
Four Basic Operations of Static State Estimation
SCADA
Measurement
z
_
Parameter
Structure
s
_
p
_
Hypothesize model
assume
v b c p
, ,
_ _ _ _ _ _
0 0 0
= = =
obtain
R
x h
), (
_ _
E i i Fi d ( i i i )
^

Modify
Estimation: Find (minimize )
x
_

_
Detection: Check assumptions
b i if i
Y
y
input
, by testing if is
small enough
END
No

_
0 0
_ _ _ _
, = =
b c
Identification: Logic to determine
location of bad data & structural error
Estimation:
Weighted least Square (WLS)Algorithm
M t M d l Measurement Model
(sym)

) (
z
_ ~ _ _ ~
R E
T
z
z
v v
b v x h z
=
(

+ + =
Suppose no bad data b=0, then
~
z
~
v v (

z v x h z
~ ~
) ( + =
To minimize the residual
We minimize
_ _
) (
_ _ ~
~
x h z
=

)] ( [ )] ( [ ) (
_ _ _
1
_ _ _ _
x h z x h z x
R J
T
=

Why: Assume that the n components of are jointly
Gaussian, then the joint probability density
function is given by
y
~
function is given by
(
(
(

=

) ( ) (
1
exp
1
) (
1
1/2 2 /
y
y R
y
y f m m
y
T
(

) ( ) (
2
p
R) (det ) 2 (
) (
_
_
_
_
1/2 2 /
_
~
y
y
y
y
y
f m m
y
n
t
where R is the covariance matrix and
is the mean of y
m
~
y
~
Consider
(
z
~
(

=

)) ( ( )) ( (
2
1
exp
R) (det ) 2 (
1
) (
_ _
_
1
_ _
_
1/2 2 /
_
~
x h x h z
z R z
v
f
T
n
z
t
To maximize , we need to minimize
) (
_
~
z
z
v
f
)] ( [ )] ( [ ) (
1
x h x h x
R J
T
=

(max likelihood estimate)
)] ( [ )] ( [ ) (
_ _ _ _ _ _ _
x h z x h z x
R J =
( )
PDF PDF
x
^
_
0 )) ( ( 2
) (
_
_ 1
_ _ _
_
_
c
=
c
c
=
c
c

h
x
h
x h z
x
x
R
J
T
0 )) ( (
H where 0 )) ( ( 2
_ _ _
1
_
_ 1
_ _ _
=
c
c
= = =

x h z
x
h
x h z
R H
H R
T
T
Necessary condition for optimality
(1) 0 ) ( ) ( 2
) (
1 _
=
(
(

=
|
|
|

|
c

x h z x
x
R H
J
T
T
Where is the J acobian
(1) 0 ) ( ) ( 2
_ _ _ _
_
(

|
|
.

\
c
x h z x
x
R H
x
h
_
H
c
c
=
To solve (1), the following iterative algorithm is used
x
_
_ _ _
1
_ _
1
_
(3) )] ( [ ) ( ] [ x h z R x H x x G
i i
T
i i i
=

+
Note that if i=1 converges to then
_
^
_
1
_
, x x x
i i

+
x
^
x Note that if , i= 1,,converges to then
i
x
_ _
x
) 2 ( 0 )] ( [
_ _ _
1
=

x h z
R H
T
Question: How to choose G
i
(Gain matrix)
^ ^
Suppose , then (3&4) yields
series Taylor (4) ) )( ( ) ( ) (
_
_
_
_
_
_ _ _
i i i
x x x H x h x h + =
) ( ) (
^
x H x H
i
~
_ _
_
_
) )( ( ) (
_
^
_
_
_
1
_
_
i i i
T
x x x H R x H

C ith (3)
)) ( ( ) (
_
_ _
1
_
_
i i
T
x h z R x H =

Compare with (3)
) ( ) (
1
i i
T
i
x R x
H H G

=
(Information matrix)
_ _
An Example of Weighted Least Square Algorithm
2
1
100 MW
2
M13
M12
35 MW
65 MW
M13
M32
X
12
=0.2
3
12
X
13
=0.4
X
23
=0.25
Meter Characteristics: full scale value 100MW
3MW accuracy 3MW
Interpretation: Normal distribution density N(0,1)
Prob{3t s s 3t}=0 99
Mean
-3t
-3MW
3t
+3MW
Prob{-3t s s 3t}= 0.99
The meter will give a reading within interval for g g
~ 99% of the time.
t = 1MW = 0.01 (p.u.)
DC Load Flow
( )
=
=
1 13 13
2 1 12 12
u
u u
B z
B z
(
(

(
(
(

(
(
(

=

B
B B
1
12 12 12
2 32 32
0
-
u
u
z
B z
(
(
(

(
(

(
(
(

=
(
(
(

B
B
2
32
13
32
13
5 - 5
- 0
0
u
u
z
z
(
(

(
(
(

=
2
1
Matrix Covariance
4 - 0
0 2.5
u
u
(
(
(
(

=
(
(
(
(

=
10
10
4 -
4 -
2
13
2
12
0 0
0 0
0 0
0 0
R
Matrix Covariance
t
t
(
(

(
(

10
10
4 -
2
32
13
0 0
0 0
t
t
WLS Estimate
f (1)
0 )) ( (
1
h
R H
T
from eq(1)
0 )) ( (
_ _ _
1
=
x h z
R H
T
( ) = =

1
1
1
^
0
z x
R H H R H
T T
(
(
(
(

(
(
(
(

(
(
(
(

(
(
(
(

(
(
(
(

4
4
1
4
4
_ _
0.06
0.62
0 0
0 0
4 - 0 5 -
0 2.5 5
0 2.5
5 - 5
0 0
0 0
4 - 0 5 -
0 2.5 5

10
10
10
10
(
(
(

=
(
(

=
(
(

(
(

(
(

(
(

(
(

^
1
4 4
028571 . 0
0.37
0 0
4 - 0 5 -
4 - 0
0 0
4 - 0 5 -
10 10
u
R id l
(
(

^
2
094286 . 0

u
Residual
] [ ] [ ) , (
^
1
^
2 1
=

x H z x H z
R J
T
u u
2.14
_ _ _ _ _ _
=
Reading: Reading:
Power Generation, Operation & Control
J ohn Wiley &Sons A Wood J ohn Wiley & Sons, A. Wood,
B. Wollenberg, 1996, Chapter 12.
Network Observability (Wu and Monticelli)
DC load flow
Line flows
) (
_
_

B p
B
f
=
Line flows
Let Y=diag{B
ij
}, then the vector of line flow
) (
j i
ij
ij

B
f
=
measurements can be written as
The true line flows are given by
_ _
H z =
T
YA f =
The true line flows are given by
Where Y=diag{B
ij
}
_
_
YA f =
j
H, A include the datum node (unreduced)
A network is said to be observable if any flow in
the network can be observed by some sort of
i di i i h f indication in the set of measurements.
Inother words, whenever thereisanynonzero In other words, whenever there is any nonzero
flow in the network, at least one of the
measurements should be nonzero.
Definition: A network is said to be observable
if for all such that the line flows
_
u
0 0 = = f z
0
_ _
= = u H z
_ _
_
_
_
_ _
0 = = u
T
YA f
Any state for which
Is called an unobservable state .
_
*
_
T
_
*
_
0 A , 0 = = u u H
*
_
u
For an unobservable state
*
u
Let then branch (i, j) is an
unobservable branch.
_
0 , A
*
ij
*
_
T
*
_
= =
o
u o if
unobservable branch.
Q:How to check the observability of the
t k? network?
We will show that
The network is observable if and only if has a full rank,
where is obtained from H by deleting any column.
_
H
_
H
Why: (A:unreduced)
_ _ _ _
1 0 o u u = =
A
T
where o any real number and = [1,1,1]
T
(1) If th t k i b bl th
_
1
(1) If the network is observable, then
_ _ _ _ _
0 0 = = = u u
T
A H z
So we obtain
(i (th l i ))
1 0
_ _ _ _
o
u u
= = H
(i.e., (the column sum is zero))
_ _
0 1= H o
Define H= To show has a full rank
_
H
_
h
_
H
_ _
_
Now suppose
0 0
_ _ _ _
= =
u u
H
0
_
_
_
_
=
u
H
(
Let then
(
(
(

=
_
_
_
0
u
u
0
0
_
_ _
0
=
= =
u
u
o
or
H
Hence is of full rank.
0
_ _
=
u
or
_
H
(2) On the other hand, if is of full rank, and
, then
H
_
0
_ _ _
= =
u
H
Z
u
_
(
(

(
u u
u u
u
u
k
k
k
h H
h H h H
_ _
_
_
_
_
_
_
_

0
=
= + =
(
(
(

Now
u u k
T T
h H H H
_
_
1
_ _ _
_
_ _

|
|
.
|

\
|
=
Now
the column sum of H is always equal to zero
(why)
1(
( y)
hence
0
1
1
_
_
=
(
(
(
(

h H

or
1
1
_ _
_
1
_ _
_ _
_
=
(
(

h H H H
h H
T T
ity observabil
therefore,
0 1
_ _ _
_
_
_ _
= =
(

u u u A
T
k
0
_ _
= + h
k
H u u
_
_
k
H u u
=0
u
k
+
_
_
_
_
_ _
0 h H H H
T T
k
T T
u u
= +
_
_
_
_
_ _
h H H H
k
T T
u u
=
=
-
u
k
Square Square
0
_
1
_ _
_
=
|
|
|

|
=

u u
k
T T
h H H H
_
_
|
.

\
u u
k
Example
Li 1 2
1
Line 4
Li 2
Line 1 2
Line 2
i Line 3
4 3
|
|
|

|
|
|
|

|

|
|
|

|
1 0 0 1
1 0 0 1
1
14
z
z
u
u
|
|
|
|
.

\
|
|
|
|
.

=
|
|
|
|
|
.

\
=
0 1 1 0
0 1 1 0
1 0 0 1
4
3
2
32
23
41
z
z
z
z
u
u
u
Node Incidence
Matrix
(
(
(
(

=
. \
0 1 1 0
0 0 1 1
1 0 0 1
32
A
(
(

1 1 0 0
0 1 1 0
Delete one column of H
(
(
(
(

=
0
0
0
0
1
1
_
H
(
(

1
1
1
1
0
0
H
Rank = 2 H
_
is not of full rank
H
_
x
3
(-1 0 0) (0 -1 1)
x
2
( ) ( )
x
1
(1 0 0)
(0 1 -1)
(
(
(
(

=
1
0
0
1
0
0
0
1
1
_
H
has a rank of 2
(
(

1
1
1
1
0
0
H
H
_
has a rank of 2 H
| |
=
*
_
*
*
o
u
T
A
|
|
|
|
|
|

|
|
|
|
|
|
.
|

\
|

=
|
|
|
|
|
|
|

|
*
3
*
2
*
1
*
34
23
12
1 0 0 1
1 1 0 0
0 1 1 0
0 0 1 1
*
*
*
u
u
u
o
o
o
Now suppose (zero measurements)
|
.

\
|
.

\

|
|
.

\
4
*
14
1 0 0 1
*
u
o
_
*
0 =
u
H
Then , and
Line flows
_
0
*
4
*
1
=
u u
0
*
3
*
2
=
u u
0
*
*
3
*
2
*
23
2
*
1
*
12
= =
=
u u
u u
o
o
Unobservable branches
0
*
*
4
*
1
*
14
4
*
3
*
34
= =
=
u u
u u
o
o
Unobservable state: u
1
= u
4
, u
2
= u
3
Solvability of state estimation vs Network
Ob bilit C id l t l ith Observability. Consider least square algorithm
) ( ) ( ) ( H z H z J
T
= u u u
_ _
_
_ _ _ _ _
0 ) ( 2
) (
H z H
J
T
T
= =
|
|
|
.
|

\
|
c
c
u
u
u
_
_
^
_
z H H H Or
T T
=
. \
u
Now if
(
(

(
(

= |
_
_
_
_
T T
T
T
h H H H
H
h H H
(
(
(
(
(

=
(

(
(

= |
_ _
_
_
_
_
_
u
T
T
T T
T
T
T
h h H h
h H H H
h H
h
H
H H
(
(
(

=
=
0
1
^
_
u
u
u
n

ref
0
1
_
_
_
_ _ _
h h h
h H H H
H
T T
T T
T
H
(
(
(
(
(
(

(
(
(
(
(

=
.
.
u
u

1

0
_
_
_ _
_ _ _
_
z
H
H H
h h H h
T
T
T
T T
(
(
(

=
(
(
(
(

=
(
(
(

(
(

.
u
1

1
_
_
_
_ _
_
_
_
_
_
z H H H
z
h
H h
T T
T
T
=
(
(

(
(
(

.
.
u
u
Now suppose the network is observable, then
is of full rank, therefore exists, and


_
H
1
_ _

|
|
.
|

\
|
H H
T


. \
z H H H
T
_
_
1
_ _
_
1

.
|
|
.
|

\
|
=
u
is solved uniquely. (Solvability)
* Pseudo measurements are often used for
estimation of unobservable states.
Identification of Bad Data
Weighted Least Square
(
T
_ _ _
1
_ _ _
_ _

(
(
(
(
(

|
|
.
|

\
|

(
(
(
(
(
(

|
|
.
|

\
|
=
T
x h z R x h z
r r
J
T

The WLS estimate satisfies
2
1

=
|
|
.
|

\
|
=

m
i
i
i r
t
x
.
The WLS estimate satisfies
2
_
_ _ _
1
x
x h z R H
x x
d
dJ
T
(
(

|
|
.
|

\
|
=
=
.

.
x
_
J bi th i h
2
_ _
1
0
_ _
h
H
r R H
d
x x
T
= =
.

now
J acobian the is where
_ _ _ _
_
_
_
v x h z
x
H
d
+
|
|
.
|

\
|
=
=

(
(
(
(
(
(
(

=
1
0
0
_

b
d
I
th
meter is bad


_
_
_
b
v
v
z
+ =
(
(
(

d: size of bad data

Define the state estimation error
x x
x
.
=
o
Suppose is small, and
x
_ _
_
x
o
_
.
+
|
|
|

|
=
|
|
|

|
x h x h
H
o
1
_
_ _ _ _
& , Then
0
.

=
(
(
(

|
|
|

|
+
|
|
|

|
+
|
|
.

\
=
|
|
.

\
T
x h v x h R H
x h x h
x
H
o
1
,
_ _ _ _ _ _
,
0
0
.

(
(
(

|
|

|
|
|
|

|
.
(
(

|
.

\
|
.

\
T
h h
x h v x h R H
o
| |
1
1
_ _ _ _
_
_
1
_
0

=
(
(
(

|
|
.
|

\
|
+ +
|
|
|
.

\
T
T
x h v H
x
h R H
x
o
Also, for ,covariance matrix
| |
1
1
where

=
x
T
H R H
z
v
v
_
=
_
(why?) E
_
_

=
(
(

x
T
X
x
o
o
Now for the residual vector
z z r
_ _ _
. A .
| |
=
x h v
x
h
_ _ _ _

.
|
|
.
|

\
|
+
|
|
|
|
.
|

\
|
=
x h v H
x
h
x
_ _ _
_
_

.
|
|
.
|

\
|
+ +
|
|
|
|
|

|
.
=
. \
o
v
v
R H x H
T
_
1
_

_

=
|
.

\
( )
v
R H
x H I
T 1
_
_

A .

=

Where the residual sensitivity matrix
v r
W
_ _
A .
=
T 1
A
R H
T
x H I W
1
A

=
For , the residual covariance z
v
v
_
_
=
r E
r r
T
=
(
(

. .
WR
x H R
r E
H
r r
T
=
=
=
(

(why?)
_ _
Now define the diagonal matrix

= r diag D
*Weighted residual

g
.

.
1
* Normalized residual
r R
r
w

=
_
1
_
Normalized residual
r D
r
N
.

.
=
_
1
_
Then for , covariances
z
v
v
_
_
=
r
r
Uw
w
E
T
W
_
_
A
.
.
=
(
(

And
R R
r
1 1

=
r
r
U
N
E N
T
A
.
.
=
(
(

D D
r
N
1 1
_
_

=
(

Note that diagonal elements of U

N
are all equal
to 1 to 1.
Normalized residual sensitivity matrix
1
W
D W
N

A
=
Suppose W
N
, jk is the (j, k) element.

column
row
| || |
( ) | |
1
, ,
1
W D
th
N
W of element k j
column jth row k jk Then
W
=
=

( ) | |
Now
,
, kk
WR r
W of element k j
r

=
=
| || |
1
1
) , (
so
th th column j row k ofW k j
r W
R
R

=
=

| || |
t
2
,
/ ,
j
jk r
jk r
R

=
t
2
,
,
,
j
kk r
N
jk
jk so
W

=
z
v
v x x
_ _ _
and with
.
= =
SHOW
WR
-1
W=R
-1
W
z
J
v
W R v x
T
Z
1
_

.
=
|
|
.
|

\
|
(why?)
If is normal, then has Chi-squared distribution with
K = m n degrees of freedom (m is #of measurements,
Z _
_ _ _
. \
z
v
_
|
|
.
|

\
|
.
x
J
_
g ( ,
n is #of states).
As K become large (K>>30), the standardized
d i bl random variables
K J
x
|
.
|

\
|
.
become zero mean and normal N(0,1).
K 2
. \
= ,
Bad data detection
Hypotheses
H : no bad data or structural errors H
0
: no bad data or structural errors
H
1
: H
0
is not true
Let P
e
: prob. of rejecting H
0
when H
0
is actually
tr e (False alarm) true (False alarm)
P
d
: prob. of accepting H
1
when H
1
is true
(d t ti ) (detection)
t t
|
|

|
.
1. - test |
|
.
|

\
|
x
J
_
Accept H
0
if
Reject H
0
(accept H
1
) otherwise
, <
1
, >
1 Reject H
0
(accept H
1
), otherwise
when is normal, K is large and H
0
i t th i N(0 1) S 1 65
z
v
_
, >
1
,
is true, then is N(0,1). So = 1.65
corresponds to P
e
= 0.005
1
,
2. R
N
test
A t H if
.
Accept H
0
if
Reject H
0
otherwise
m k
k N
r
,..., 1 ,
,
= <
3 R test 3. R
w
test
Accept H
0
is
R j t H th i
m k
k w
r
,..., 2 , 1 ,
,
= <
.

Reject H
0
otherwise
For single or multiple non-interacting Bad data
Ordered residual search:
weighted (normalized) residuals
|
|
|

|
N
r r
weighted (normalized) residuals
put into a descending order of magnitude.
The measurement z corresponding to the
|
.

\
N w
r r
_ _
The measurement z
i
corresponding to the
largest residual r
w
max
(r
n
max
) is removed first,
etc etc.
Grouped residual search:
the p largest residuals in or removed
r
N
r
the p largest residuals in or removed
simultaneously and then put back one after
another until bad data is detected.
w
r
_
N
r
_
References
[1] Bad Data Analysis for Power System
State Estimation, E. Handschin et al.
IEEE Trans. Power Apparatus and Systems,
Mar/April 1975, pp. 329-337.
[2] A M ti lli El t i P S t St t [2] A, Monticelli, Electric Power System State
Estimation, Proceedings of the IEEE, Feb. 2000, pp.
262-282.