EE5702R Advance Power System Analysis:: Power System State Estimation I

EE5702R Advance Power System
Analysis:: Power System State

Estimation I
Panida Jirutitijaroen
Fall 2013
24/10/2013

10/23/2013 EE5702R Advance Power System Analysis::Power System State Estimation I by P. Jirutitijaroen 1
Outline
State estimation problem
Weighted least square state estimation
Special case: linear measurement function
Statistical properties of errors and estimates
Bad data detection

Reading Materials
Todays materials
Chapter 15, State Estimation of Power Systems, Power System
Analysis by John J. Grainger and William D. Stevenson, Jr.
Supplementary reading
Fred C. Schweppe and J. Wildes, Power System Static-State
Estimation Part I: Exact Model, IEEE Trans on Power Apparatus
and Systems, vol. PAS-89, no. 1, January 1970.
Estimation Part II: Approximate Model, IEEE Trans on Power
Apparatus and Systems, vol. PAS-89, no. 1, January 1970.
Estimation Part I: Implementation, IEEE Trans on Power
Apparatus and Systems, vol. PAS-89, no. 1, January 1970.

Syllabus
Week Topics Assessment Assignment
1:15/08 Introduction and Network equations
2:22/08 Power flow analysis Project 1 (20%), Due 23/09
3:29/08 Power flow analysis Quiz 1 (5%)
4:05/09 Power flow analysis
5:12/09 e-learning week: Overview of power
system stability and control
Quiz 2 (5%) Case study (10%), list of
group members.
6:19/09 Power system stability
23/09 Recess week
7:03/10 Power system stability Quiz 3 (5%) Project 2 (20%), Due 31/10
8:10/10 Power system control
9:17/10 Power system control Quiz 4 (5%)
10:24/10 Power system state estimation
11:31/10 Power system state estimation Quiz 5 (5%)
12:07/11 Case study presentation
13:14/11 Case study presentation
29/11 Final exam (30%) from 9-11am
Energy Management System
Roles of Information Technology
Control Center
RTUs
SCADA/EMS
SCADA/DMS
AMI, NAN, HAN
DG, DSM
Information Layer
Renewable
Integration
IT for Smart Grid Existing information exchange
Information needed for various control decisions at different time frame
Supervisory Control and Data
Acquisition (SCADA)
Source: ABB
Computer
Systems that
monitor and
control energy
system. The
crucial part of
Energy
Management
System.
Typical Network Architecture
Source: A failure
to communicate:
next generation
communication
requirements,
technologies, and
architecture for
the electric
power grid by
Hauser, C.H.;
Bakken, D.E.;
Bose, A.
Real-Time Data Measurements
Analog measurements
Voltage magnitude
Real and reactive power injection
Real and reactive power flow
Logic measurements
Status of switches and circuit breaker
Pseudo measurements
Forecasted energy consumption (This may become
real-time measurements when Advance Metering
Infrastructure (AMI) is in place)

Issues with Collected Data
Sample from selected location, not all.
Uncertainties from meter and communication
errors.
Unavailable measurements due to
hardware/software failures.
Corrupted measurements due to tampering,
(cyber attacks?)

Recall Power Flow Calculation
P, Q injections at load bus.
P, |V| at generator bus.
What if some of these measurements are not
available?
Power flow in transmission lines are
sometimes available, how can we use them in
power flow calculation?
These limitations can be removed by state
estimation.

Goal of State Estimation
To observe the state of power systems at all
time.
To detect measurement errors and remove
them from the analysis.
State of power systems will be used in many
other analysis, such as control, economic
dispatch, etc.

WEIGHTED LEAST SQUARE STATE
ESTIMATION
Measurement function
Measurement errors
Estimated measurement errors
Weighted Least Square Estimator problem
Necessary condition of WLSE
Measurement Function
Let z denote the measurement and state value x
denote the quantities being estimated.
Using the circuit (Kirchoffs) law, we can write the
true value of the measurement as,
z true = h(x)
where h(.) is a known function of the state value x
related the to the measurement value z

Does the true value of measurement have to be the
same as what we measured??
Assumption??
Measurement Error
The true value of measurement may not be
the same as what we measured.
Let e denotes the error (or residual) in the
meter, we can write,
e = z - z true = z - h(x)
We then have the measurement function as
follow.
z = h(x) + e

Measurement Function: Matrix Form
Assume that we have m measurements in the
system, we can write.
z = h(x) + e
Where
z is a vector of size (m1)
x is a vector of size (n1)
h(x) is a vector of size (m1)
e is a vector of size (m1)

Estimated Measurement Error
The estimated measurement errors can be
found when we substitute the state value with
the estimated value x.
e = z - h(x)
We need to decide what the estimate x should
be, so that the estimated error is the smallest.
Under what criterion?
Algebraic sum of the errors?
How about sum of squares of the errors?

Weighted Error Function
Some measurements have greater accuracy
than others, we assume that error functions
are independent zero mean random variables
with some (different) variances.
Use variances as weighting factors in the
objective function:

=
=
m
j
j j
e w f
1
2
Weighted Least Square Problem
Select the best estimate that minimizes the
weighted error function,

where the error is found from the
measurement functions,
z = h(x) + e.

=
=
m
j
j j
e w f
1
2
min
Objective Function of WLSE
From

and z = h(x) + e.
Let W be the diagonal matrix with elements
{wj}, we can write the objective function in a
matrix form as follow.
Minimize f = e
T
We = (z - h(x))
T
W(z - h(x))
=
=
m
j
j j
e w f
1
2
min
Necessary Condition of WLSE
From, f = (z - h(x))
T
W(z - h(x)).
We write f = z
T
Wz - 2h(x)
T
Wz + h(x)
T
Wh(x).
Using necessary condition,

We can then find the WLS estimate, x from
the above equation.

( )
( ) ( ) 0 x h z W
x
x h
x
x x
=
(
c
c
=
c
c
=
T
f
SPECIAL CASE: LINEAR
MEASUREMENT FUNCTION
Linear measurement Function
Necessary condition of WLSE
WLS estimates
Solution of WLSE
Gain matrix
A note on observability
Linear Measurement Function
Assume that we have m measurements in the
system, we can write.
z = h(x) + e
When the measurement function is linear, we
can write,
z = Hx + e
where H is a matrix of size (mn)

Necessary Condition of WLSE
Using necessary condition,

When the measurement function is linear, the
solution of WLSE is to solve,

( ) 0 x H z W H =

T
( )
( ) ( ) ( ) ( ) 0 x h z W H x h z W
x
x h
x
x x
= =
(
c
c
=
c
c
=
T
T
f
WLS Estimate
From necessary condition,

We can write,

Which gives,

( ) 0 x H z W H =

T
0 x WH H Wz H =

T T
Wz H x WH H
T T
=
| | Wz H WH H x
T T
1

=
Special name for this matrix!
Gain Matrix
The symmetrical matrix, H
T
WH is called Gain
matrix, denoted by G.
The WLS estimates of linear measurement
function can be written as,

x = GH
T
Wz.

The property of G will be investigated later on
for cases where G is not invertible, why?
A Note on Observability
Consider the WLSE,
x = GH
T
Wz.
If the gain matrix is singular matrix, the estimates can not
be found.
Network observability is used to check the property of gain
matrix.
More information, read.
A. Monticelli and Felix F. Wu, Network observability: Theory
IEEE Trans on Power Apparatus and Systems, vol. PAS-104, no. 5,
May 1985.
G. R. Krumpholz, K. A. Clements, and P. W. Dacis, Power System
Observability: A Practical Algorithm Using Network Topology,
IEEE Trans on Power Apparatus and Systems, vol. PAS-99, no. 4,
July/Aug 1980.
Simple DC Circuit
In this simple DC circuit,
Ammeter measures the
current in the circuit
with weighted error, w1
Voltmeter measures the
voltage across R2 with
weighted error, w2
Assume that R1 and R2
are known, let us find
the battery voltage x.

Recall Assumption on slide 15,
we assume that we know the
structure of the system, i.e. Y-
bus is known.
Measurement Function
Two measurements
z is from the ammeter.
z is from the voltmeter.
State value that we
want to estimate is the
battery voltage.
(
+
(
(
(
(
+
+
=
(
2
1
2 1
2
2 1
2
1
1
e
e
x
R R
R
R R
z
z
( )
1
2 1
1 1 1
1
e x
R R
e x h z +
|
|
.
|
\
|
+
= + =
( )
2
2 1
2
2 2 2
e x
R R
R
e x h z +
|
|
.
|
\
|
+
= + =
WLS Estimate
From WLS estimate, x = GH
T
Wz.
We have,

WLS estimate, battery voltage is,
( )
( )
2
2 2 1 2
2 1
2 1
2
2 1
2
1
2 1
2
2 1
1
1
0
0
1
R w w
R R
R R
R
R R
w
w
R R
R
R R
WH H G
T
+
+
=
(
(
(
(
+
+
(
+ +
= =
(
(
(
(
+
+
=
2 1
2
2 1
1
R R
R
R R
H
(
=
2
1
0
0
w
w
W
EXAMPLE 15.1
DC Circuit with 4 Measurements
( )
( )
( )
( )
4 2 1 4 4 4
3 2 1 3 3 3
2 2 1 2 2 2
1 2 1 1 1 1
8
3
8
1
8
1
8
3
8
5
8
1
8
1
8
5
e x x e x h z
e x x e x h z
e x x e x h z
e x x e x h z
+ + = + =
+ + = + =
+ + = + =
+ = + =
Measurements
Actual values
from system
model
Errors/
Residuals
A
V
Ammeter
Voltmeter
V V V
A A
V
1
1 1
1 1
+ z - - z +
+
z
-
+
z
-
+

-
+

-
Linear Measurement Function
Matrix H is given by,
(
(
(
(

=
375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
H
( )
( )
( )
( )
4 2 1 4 4 4
3 2 1 3 3 3
2 2 1 2 2 2
1 2 1 1 1 1
8
3
8
1
8
1
8
3
8
5
8
1
8
1
8
5
e x x e x h z
e x x e x h z
e x x e x h z
e x x e x h z
+ + = + =
+ + = + =
+ + = + =
+ = + =
Gain Matrix
From gain matrix, G = H
T
WH.
(

= =
4375 . 48 9375 . 10
9375 . 10 4375 . 48
WH H G
T
(
(
(
(
=
50 0 0 0
0 50 0 0
0 0 100 0
0 0 0 100
W
WLS Estimate
From WLS estimate, x = GH
T
Wz.

These values are the estimates of voltage source
V1 and V2.
What would the estimated measurements be if
we use these estimates in the measurement
function?
(
= =

0261 . 8
0072 . 16
1
Wz H G x
T
Estimated Measurements
We can find the estimated measurements as
follow.

As compared to the actual measurements,

(
(
(
(
=
(
(
(
(
(

= =
01070 . 5
00596 . 7
01544 . 3
00123 . 9
0261 . 8
0072 . 16
375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
x H z
| |
T
z 01 . 5 98 . 6 02 . 3 01 . 9 =
Estimated Errors
We can find the estimated errors in the
measurements as follow.

(
(
(
(
=
(
(
(
(
(
(
(
(
= =
00070 . 0
02596 . 0
00456 . 0
00877 . 0
01070 . 5
00596 . 7
01544 . 3
00123 . 9
01 . 5
98 . 6
02 . 3
01 . 9
z z e
What if for the measurement z4, the voltmeter
reads 4.40 instead of 5.01?
Z4 Voltmeter from 5.10 to 4.40
Recalculate the estimates as follow,

The estimated measurement errors become,
(
= =

75860 . 7
86807 . 15
1
Wz H G x
T
(
(
(
(
=
(
(
(
(
(
(
(
(
(
= =
49298 . 0
05965 . 0
15439 . 0
06228 . 0
75860 . 7
86807 . 15
375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
40 . 4
98 . 6
02 . 3
01 . 9
z z e
What can we observe from this example?
How can we detect and identify bad measurement?
STATISTICAL PROPERTIES OF
ERRORS AND ESTIMATES
Assumption of error terms
Expected value of WLSE
Variance of WLSE
Error/Residual Terms
Summary of Statistical Properties
Assumption of Error Terms
Assume that errors are independent Gaussian
random variables with zero means and some
variances.
Zero mean implies that error can be either
positive or negative.
We can find the variances from experiments/field
data.
Measurements
Consider measurement function,
z = h(x) + e
Measurement z is written as some constant
representing true value of the measurement
(h(x)) plus a random variable error, e.
Hence, the measurement z is normal random
variable with mean h(x) and same variance
as error e.

Error/Residual Terms
Consider the linear measurement function.
We are interested to find the followings.
e the actual measurement error, from z Hx,
e the estimated measurement error, from z - h(x ),
x - x the error of the WLS estimates.
Interest to know statistical properties of the
the error terms above in terms of
Expected value
Variances (Covariance Matrix!)

True Measurement Error
From the assumption that errors are
independent Gaussian random variables with
zero means and some variances.
e = z Hx
The expected value is zero.
The variance is found from E[ee
T
].
Expected Value of ee
T

Assume that errors are independent Gaussian
random variables with zero means and some
variances, , we can find the expected value
of ee
T
as follows.
| |
| | | | | |
| | | | | |
| | | | | |
| |
| |
| |
(
(
(
(
=
(
(
(
(
=
2
2
2
2
1
2
2 1
2
2
2 1 2
1 2 1
2
1
0 0 0
0 0 0
0 0 0
m m m m
m
m
T
e E
e E
e E
e E e e E e e E
e e E e E e e E
e e E e e E e E
E

ee
R (variance matrix)
Weighting Matrix W
Higher variance less accurate measurements
Lower variance more accurate measurements
Use weighting matrix W as the reciprocal of
variance matrix, R.
(
(
(
(
(
(
(
=
(
(
(
(
= =
2
2
2
2
1
1
2
2
2
2
1
1
1
0 0 0
0 0
1
0
0 0 0
1
0 0 0
0 0 0
0 0 0
m
m
o
o
o
o
o
o

R W
Gain matrix is now rewritten as G = H
T
RH.
Estimated Measurement Error:
Expected Value
Recall that estimated measurement error is
found from e = z - h(x), we can find,

e = e HGH
T
Re = [I HGH
T
R] e.

We can find the expected value of this
estimate,
E[ e ] = [I HGH
T
R] E[ e ] = 0

Estimated Measurement Error:
Variance
Recall that estimated measurement error is found
from,
ee
T
= [I HGH
T
R] ee
T
[I RHGH
T
].
We can find the variances of the estimated errors
as,
E[ee
T
] = [I HGH
T
R] E[ee
T
][I RHGH
T
].
Recall that E[ee
T
] = R, we have,
E[ee
T
] = [I HGH
T
R] R [I RHGH
T
].

E[ee
T
] = R HGH
T

Expected Value of WLSE
Interest to find the expected value of the
estimates.
Consider linear measurement function,
x = GH
T
Wz,
We can find,
E[ x ] = E[ GH
T
Wz ] = GH
T
W E[ Hx + e ].
E[ x ] = GH
T
WH {E[ x ] + E[ e ]}.
Since G = H
T
WH,
This implies that WLSE is unbiased estimator!
E[ x ] - E[ x ] = E[ e ] = 0
Variance of WLSE
Consider linear measurement function,
x = GH
T
Wz,
We can find, E[(x - x)(x - x)
T
].
From
x - x = x - GH
T
W(Hx + e) = -GH
T
We
Then,
E[(x - x)(x - x)
T
] = E[(-GH
T
We)(-GH
T
We)
T
]
E[(x - x)(x - x)
T
] = G
For linear measurement function,
Term Statement Expression Covariance
Matrix
e

(measured true
value)
z - Hx R
x - x Estimated error of
state values
-GH
T
We G
e = z - z Estimated
measurement
errors
[I HGH
T
R] e R = R HGH
T

BAD DATA DETECTION
Motivation
Weighted error function
Use of distribution
Bad data detection algorithm
Bad data removal
Recall: Z4 Voltmeter from 5.10 to 4.40
Recalculate the estimates as follow,

(
= =

75860 . 7
86807 . 15
1
Wz H G x
T
(
(
(
(
=
(
(
(
(
(
(
(
(
(
= =
49298 . 0
05965 . 0
15439 . 0
06228 . 0
75860 . 7
86807 . 15
375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
40 . 4
98 . 6
02 . 3
01 . 9
z z e
What can we observe from this example?
How can we detect and identify bad measurement?
Motivation
Use statistical properties for error detection
and identification.
Assumptions:
Errors are normal random variables with zero
mean and some variance.
Knowledge of system is available and accurate, i.e.
Y-bus is known.
For linear measurement function,
Term Statement Expression Covariance
Matrix
e

(measured true
value)
z - Hx R
x - x Estimated error of
state values
-GH
T
We G
e = z - z Estimated
measurement
errors
[I HGH
T
R] e R = R HGH
T

True measurement errors are never known.
How exactly can we detect the bad data?
Weighted Error Function
Recall the WLSE objective function,

In reality, we never know the true
measurement error, substitute e with e, we
have,

=
=
m
j
j j
e w f
1
2

= =
= =
m
j
j
j
m
j
j j
e
e w f
1
2
2
1
2

o
Variance of
unknown error
Expected Value of Weighted Error
We want to find the expected value of this
error function,
| |
(
(
'
'
=
(
(
'
'
=
(
(
=

= = =
jj
j
m
j
j
jj
m
j
jj
j
j
jj
m
j
j
j
R
e
E
R
R
e R
E
e
E f E
2
1
2
1
2
2
1
2
2

o o o
Variance of the normalized random variable = ?
| |
( )
s m
R z z
E f E
m
j
j
jj
m
j
j
j j
=
'
=
(
(

=

= = 1
2
1
2
2
o o
m = number of measurements
s = number of state variables
See example 15.2
PDF of Weighted Sum of Square Error
From statistical theory, f has chi-square
distribution, with k (=m-n) degree of
freedom.
2
,o
_
k
Area (1-)
Area
2
,o
_
k
{ } ( ) o _
o
= < 1
Pr
2
, k
f
This gives the probability that the
weighted sum of error should be
less than
2
,o
_
k
Chi-Square Test for Detection
df value
1 0.004 0.02 0.06 0.15 0.46 1.07 1.64 2.71 3.84 6.64 10.83
2 0.10 0.21 0.45 0.71 1.39 2.41 3.22 4.60 5.99 9.21 13.82
3 0.35 0.58 1.01 1.42 2.37 3.66 4.64 6.25 7.82 11.34 16.27
4 0.71 1.06 1.65 2.20 3.36 4.88 5.99 7.78 9.49 13.28 18.47
5 1.14 1.61 2.34 3.00 4.35 6.06 7.29 9.24 11.07 15.09 20.52
6 1.63 2.20 3.07 3.83 5.35 7.23 8.56 10.64 12.59 16.81 22.46
7 2.17 2.83 3.82 4.67 6.35 8.38 9.80 12.02 14.07 18.48 24.32
8 2.73 3.49 4.59 5.53 7.34 9.52 11.03 13.36 15.51 20.09 26.12
9 3.32 4.17 5.38 6.39 8.34 10.66 12.24 14.68 16.92 21.67 27.88
10 3.94 4.86 6.18 7.27 9.34 11.78 13.44 15.99 18.31 23.21 29.59
P value 0.95 0.90 0.80 0.70 0.50 0.30 0.20 0.10 0.05 0.01 0.001
For example, choosing k = 2 (degree of freedom df), = 0.01, the
sum of square error, f should be less than the critical value of 9.21
with probability 99%.
Detection Procedure
1. Use measurements z to determine WLSE x.
2. Find the estimated error, e.
3. Evaluate weighted sum of squares, f.
4. Use chi-square test, specify degree of
freedom and probability , check the
inequality, .
5. If the inequality is not satisfied, suspect at
least one bad measurement.

2
,
o
_
k
f <
Which measurement should we remove ?
Bad Data Removal
Suspect at least one bad measurement.
Recall,

Remove the measurement with the largest
standardized error,

Term Statement Expression Covariance Matrix
e = z - z Estimated
measurement errors
[I HGH
T
R] e R = R HGH
T

jj
j j
R
z z
'

Recall Example 15.1
From the estimated errors in the
measurements as follow.

Since f << 9.21, we conclude with 99%
confidence that there is no bad measurement.

(
(
(
(
=
(
(
(
(
(
(
(
(
= =
00070 . 0
02596 . 0
00456 . 0
00877 . 0
01070 . 5
00596 . 7
01544 . 3
00123 . 9
01 . 5
98 . 6
02 . 3
01 . 9
z z e
043507 . 0 50 50 100 100
2
4
2
3
2
2
2
1
1
2
2
= + + + = =
=
e e e e
e
f
m
j
j
j
o
EXAMPLE 15.4
Recall: Z4 Voltmeter from 5.10 to 4.40

Let us use chi-square test to detect bad data.

Since f > 9.21, we conclude with 99% confidence
that there is/are bad measurement(s).

(
(
(
(
=
(
(
(
(
(
(
(
(
(
= =
49298 . 0
05965 . 0
15439 . 0
06228 . 0
75860 . 7
86807 . 15
375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
40 . 4
98 . 6
02 . 3
01 . 9
z z e
1009 . 15 50 50 100 100
2
4
2
3
2
2
2
1
4
1
2
2
= + + + = =
=
e e e e
e
f
j
j
j
o
Which measurement should we remove ?
Covariance Matrix of Estimated Error
From R = R HGH
T

T
R
(
(
(
(

(
(
(
(
(
(
(
(
= '

375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
4375 . 48 9375 . 10
9375 . 10 4375 . 48
375 . 0 125 . 0
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
02 . 0 0 0 0
0 02 . 0 0 0
0 0 01 . 0 0
0 0 0 01 . 0
1
(
(
(
(
= '
01614 . 0 ? ? ?
? 01614 . 0 ? ?
? ? 00193 . 0 ?
? ? ? 00193 . 0
R
Normalized Residual
From , we can find,
jj
j j
R
z z
'

4178 . 1
00193 . 0
06228 . 0
11
1
= =
' R
e
5144 . 3
00193 . 0
15439 . 0
22
2
= =
' R
e
4695 . 0
01614 . 0
05965 . 0
33
3
= =
' R
e
8804 . 3
01614 . 0
49298 . 0
44
4
=
=
' R
e
Select the largest
normalized error!
Recalculate WLSE
Remove the last measurement z4, the
measurement function matrix becomes,

The gain matrix, G = H
T
WH.

WLS estimate, x = GH
T
Wz.
(
(
(

=
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
H
(

= =
40625 . 41 28125 . 13
28125 . 13 65625 . 47
WH H G
T
(
= =

0265 . 8
0074 . 16
1
Wz H G x
T
Recalculate Estimated Errors

Let us use chi-square test to detect bad data.

Since f << 6.64, we conclude with 99%
confidence that there is no bad measurement.

(
(
(
=
(
(
(
(
(
(
(
= =
0261 . 0
0043 . 0
0087 . 0
0265 . 8
0074 . 16
125 . 0 375 . 0
625 . 0 125 . 0
125 . 0 625 . 0
98 . 6
02 . 3
01 . 9
z z e
0435 . 0 50 100 100
2
3
2
2
2
1
3
1
2
2
= + + = =
=
e e e
e
f
j
j
j
o
Next Lecture
Application to Power Systems
Structure and Formation of Hx
Solution Methods for Power Systems SE
WLS algorithm for power system state
estimation
Decoupled WLS state estimation
DC WLS state estimation

EE5702R Advance Power System Analysis:: Power System State Estimation I

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EE5702R Advance Power System Analysis:: Power System State Estimation I

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EE5702R Advance Power System

Analysis:: Power System State

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