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I. INTRODUCTION
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2
subject to
(6)
(2)
Here
(7)
(3)
Now, putting (7) in a matrix form, we get
, is expressed as
for
for
(4)
(8)
where
(9)
Let us replace
in (8) by its first Taylor series expansion
about
expressed as
(10)
which gives
(11)
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PIRES et al.: CONSTRAINED ROBUST ESTIMATION OF POWER SYSTEM STATE VARIABLES
or
Here,
(19)
where the parameter is a weight factor to be assigned to
and
.
Now, the augmented Jacobian matrix of the OIRLS algorithm
is given by
(20)
(22)
Here,
is the unitary upper triangular matrix that stems from
Givens rotations applied to defined in (20) as proposed by
[25]. By contrast, the algorithm proposed in [26] leads to a
non-unitary upper triangular matrix,
As for
, it is the corresponding updated vector in the right-hand-side of (18), once
the same orthogonal transformations are applied in (20).
In the solution of (13), the set of non-valid equality constraints are identified as those associated with small diagonal
weights of the matrix given in (15), say smaller than 0.099.
Note that this outlier identification must be employed over all
the iterations of the OIRLS outer loop solution while assigned
to the equality constraints is given the same value as the weights
assigned to the voltage measurements, which is
. By
this way, only the equality constraints flagged as valid are processed through the iterative refinement weighting method that is
described next.
(23)
(21)
where the tolerance can be the same one used in the outer
loop and where
and
are the Euclidean and Infinity
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4
5)
6)
7)
8)
A. Ordering Schemes
When solving the EC-SHGM, the Jacobian matrix has to be
factored at each iteration, except in the inner loop. Techniques
employed for compact storage and row and column ordering
schemes are essential for an enhanced computational performance of Givens method [26]. The row ordering proposed
in [28] aims at minimizing the intermediary fill-in while the
column ordering [29] aims at minimizing the fill-in in the
unitary upper triangular matrix,
that is obtained from
the orthogonal Givens rotations [25]. Additionally, it is well
proven that the
matrix has the same pattern and entries as
the matrix that stems from the Cholesky decomposition when
both matrices result from the WLS solution [24]. This is the
main reason for applying the above ordering schemes on the
gain matrix,
, so it can be symbolically factored. These
strategies decrease the computing time during the numerical
factorization of the augmented Jacobian Matrix [30], as it is
shown in (20).
B. Iteration Strategy for Convergence
The iterative process implementing the EC-SHGM estimator
requires a starting point that is not too far from a reliable solution. For instance, if the iterative solution begins from the flat
start condition, then most of the corresponding residual magnitudes may be greater than the break-even-point, . Thus, the
related measurements will be strongly downweighted. The recommended strategy is to perform the first iteration using a WLS
estimator, and then switch to the EC-SHGM estimator. This procedure takes 3 to 5 iterations to attain convergence. However,
special care should be taken with the weights assigned to the
pseudo-tap-position measurements placed on an on-load-tapchanger (OLTC) transformer whose tap position is modeled as
an unknown parameter. This important issue is discussed next.
C. Estimating the Tap Position of the OLTC Transformers
The OLTC model implemented in this work follows that presented in [31]. Regarding the choice of the number and the
placement of the measurements for successfully estimating the
tap positions of OLTC transformers, the reader is referred to
[32]. To enhance the measurement redundancy and improve the
convergence rate of the algorithm, phasor measurement units
(PMUs) may be used [33]. As for the iterative procedure, the
implementation of the following heuristics is recommended:
1) Take as an initial value the nominal tap position for each
OLTC. This procedure allows us to reduce the magnitude
of the residuals of the associated voltage and active and
reactive power flow measurements;
2) To avoid instability of the iterative process, place pseudomeasurements on the tap positions to be estimated, set them
equal to the nominal values and pick their standard deviations equal to one-third of the tap range.
IV. NUMERICAL RESULTS
The proposed methodology is implemented in a program developed in C++ Builder Version 6.0. It makes use of an object-oriented framework [34][36]. Besides the demonstration
performed on an example system depicted in Fig. 1, the OIRLS
algorithm is executed on a real-life system of about 150 buses.
Also, its performance is evaluated on the Brazilian Southern
power systems with increasing size of 340, 730 and 1916 buses.
In all the simulations carried out on these systems, standard deviations of 0.1% and 1% are respectively assigned to the voltages and the power measurements. To model the uncertainty in
the measurements, Gaussian errors with zero mean and given
variances are added to the corresponding true values obtained
from load flow calculations. Gross measurements and erroneous
zero injections are included in the measurement set by replacing
the associated good values with large values.
A. EC-SHGM Estimator Applied to an Example System
The one-line diagram of an example system, including the
measurement configuration identified by means of bullets
placed at each measurement point, is shown in Fig. 1, while
the corresponding network parameters in pu are presented in
Table I
In this example, two OLTC transformers are included, whose
models are given in [31]. Therefore, there are 9 states variables
and 2 tap positions to be estimated. There are also four equality
constraints associated with zero power injections (active/reactive) on Buses #3 and 4. Two bad data are included in the measurement set. Firstly, a reactive power injection is set to zero at
Bus #3 whereas in the field it has a non-zero value, which results in one topological error. Secondly, a gross error is added
by changing the sign of the reactive power injection measurement at Bus #5. This case simulates an inversion of the current winding polarity following a measurement calibration procedure.
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PIRES et al.: CONSTRAINED ROBUST ESTIMATION OF POWER SYSTEM STATE VARIABLES
TABLE I
PARAMETER VALUES OF THE 5-BUS SYSTEM
TABLE II
ESTIMATION RESULTS FOR THE 5-BUS SYSTEM
Table II presents the estimated variables throughout the iterations, except for the first one where the WLS iterative solution
begins from the flat state condition and the tap setting state variable starts from the nominal position. The OIRLS outer/inner
loop counter, viz.
, are indicated in the headings of Table II.
Table III presents measured and estimated values along with
the weighting factors and the chi-squared indices
at each
step of the iterative process. All underlined measurements are
leverage points. As observed, both bad data,
and , which
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TABLE III
METERED VALUES AND ESTIMATES FOR THE 5-BUS SYSTEM
TABLE IV
CHARACTERISTICS OF THE BRAZILIAN POWER SYSTEMS
TABLE V
PERFORMANCE INDICES FOR THE BRAZILIAN POWER SYSTEMS
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PIRES et al.: CONSTRAINED ROBUST ESTIMATION OF POWER SYSTEM STATE VARIABLES
Fig. 2. Measured (in blue) and estimated (in red) values recorded over one day of (a) the voltage, (b) the real power injection, (c) the reactive power injection at
Bus #1258 of the power system of the industrial district located in the city of Porto Alegre/Rio Grande Do Sul.
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TABLE VI
NUMBER OF ITERATIONS OF THE OUTER/INNER LOOP AND COMPUTING TIMES IN SECONDS
observed, the computing times of the OIRLS algorithm that implements an EC-SHGM estimator are compatible with real-time
applications, even for very large systems. Notice that it may also
be applied in study mode with additional features that requires
heavier computing times.
V. CONCLUSION
A reliable orthogonal iterative algorithm for solving a robust
equality-constrained state estimator has been proposed. It estimates power system state variables and transformer tap positions under erroneous zero-power injections. Simulations on
large-scale systems showed that the proposed method has the
ability to suppress gross errors corrupting both measurements
and zero injections, be they in position of leverage or not. Moreover, it presents high convergences rates with low number of
iterations and small computing times. These features can be
further enhanced if a fast decoupled OIRLS version is implemented.
APPENDIX
PRINCIPLES OF THE VAN LOANS METHOD
,
where
and
As shown in [27], the exact solution
to the WLS problem given by (1) and (2) is expressed as
(28)
while the solution using WLS estimator in the problem expressed in (26) is given by
(29)
and
when
Obviously,
depends
on the value assigned to .
To get small errors for zero-power injections, must be assigned large values. Following the recommendations made in
[26], in this applications is set around
while the
measurement weights are set around
. Note that for
other parameter values, numerical instabilities may occur.
ACKNOWLEDGMENT
(27)
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PIRES et al.: CONSTRAINED ROBUST ESTIMATION OF POWER SYSTEM STATE VARIABLES
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Lamine Mili (SM90) received the electrical engineering diploma from EPFL, Lausanne, Switzerland,
in 1976, and the Ph.D. degree from the University of
Liege, Liege, Belgium, in 1987.
He is a Professor of electrical and computer
engineering at Virginia Tech, Blacksburg, VA, USA.
His research interests include robust statistics, power
system dynamics and control and risk management
of critical infrastructures. He has five years of
industrial experience with the electric power utility,
STEG, where he worked as an engineer in the
planning department and the Test and Metering Laboratory from 1976 until
1981. He is co-founder and co-editor of the International Journal of Critical
Infrastructures, http://www.inderscience.com/jhome.php?jcode=ijcis.