Weighted-Least-Square(WLS) State Estimation
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1 Weighted-Least-Square(WLS) State Estimation Yousu Chen PNNL December 18, 2015 This document is a description of how to formulate the weighted-least squares (WLS) state estimation problem. Most of the formulation is based on the book by Abur and Exposito 1. Power system state estimation is a central component in power system Energy Management Systems. A state estimator receives field measurement data from remote terminal units through data transmission systems, such as a Supervisory Control and Data Acquisition (SCADA) system. Based on a set of non-linear equations relating the measurements and power system states (i.e. bus voltage, and phase angle), a state estimator fine-tunes power system state variables by minimizing the sum of the residual squares. This is the well-known WLS method. The mathematical formulation of the WLS state estimation algorithm for an n-bus power system with m measurements is given below. 1 Ali Abur, Antonio Gomez Exposito, Power System State Estimation Theroy and Implementation, CRC Press 1
2 Basic Equations The starting equation for the WLS state estimation algorithm is z 1 h 1 (x 1, x 2,..., x n ) e 1 z 2 h 2 (x 1, x 2,..., x n ) e 2 z h(x) + e (1)... z m h m (x 1, x 2,..., x n ) e m The vector z of m measured values is The vector h z T [ z 1 z 2... z m ] h T [ h 1 (x) h 2 (x)... h m (x) ] containing the non-linear functions h i (x) relates the predicted value of measurement i to the state vector x containing n variables x T [ x 1 x 2... x n ] and e is the vector of measurement errors e T [ e 1 e 2... e m ] The measurement errors e i are assumed to satisfy the following statistical properties. First, the errors have zero mean E(e i ) 0, i 1,..., m (2) Second, the errors are assumed to be independent, (E[e i e j ] 0 for i j), such that the covariance matrix is diagonal Cov(e) E(e e T ) R diag{σ 2 1, σ 2 2,..., σ 2 m} (3) The objective function is then given by the relations J(x) m (z i h i (x)) 2 /R ii [z h(x)] T R 1 [z h(x)] (4) i1 2
3 The minimization condition is g(x) J(x) x HT (x)r 1 [z h(x)] 0 (5) where H(x) h(x)/ x. Expanding g(x) into its Taylor series leads to the expression g(x) g(x k ) + G(x k )(x x k ) (6) where the k + 1 iterate is related to the k th iterate via and G(x k ) is the gain matrix x k+1 x k G(x k ) 1 g(x k ) G(x k ) g(xk ) H T (x k )R 1 H(x k ) x Note the each iterate g(x k ) still satisfies g(x k ) H T (x k )R 1 (z h(x k )) The Normal Equation and solution procedure: The normal equation for the state estimation calculation follows from equation (??) and is given by the expression G(x k ) x k+1 H T (x k )R 1 (z h(x k )) (7) where x k+1 x k+1 x k. The WLS SE algorithm is based on this equation and consists of the following steps 1. Set k 0 2. Initialize the state vector x k, typical a flat start 3. Calculate the measurement function h(x k ) 4. Build the measurement Jacobian H(x k ) 5. Calculate the gain matrix of G(x k ) H T (x k )R 1 H(x k ) 6. Calculate the RHS of the normal equation H T (x k )R 1 (z h(x k )) 7. Solve the normal equation?? for x k 8. Check for convergence using max x k ɛ 9. If not converged, update x k+1 x k + x k and go to 3. Otherwise stop 3
4 The measurement function h(x k ) The measured quantities and their relation to the state variables are listed below 1. Real and reactive power injection at bus i P i V i V j (G ij cos θ ij + B ij sin θ ij ) (8) i j Q i V i V j (G ij sin θ ij + B ij cos θ ij ) (9) 2. Real and reactive power flow from bus i to bus j: i j P ij V 2 i (g si + g ij ) V i V j (g ij cos θ ij + b ij sin θ ij ) (10) Q ij V 2 i (b si + b ij ) V i V j (g ij sin θ ij b ij cos θ ij ) (11) 3. Line current flow magnitude from bus i to bus j: Pij 2 + Q2 ij /V i (12) These functions represent the set of functions h i (x) that relate the state variables V i and θ i to the measurements. The variables in the above expressions are defined as V i is the voltage magnitude at bus i θ i is the phase angle at bus i θ ij θ i θ j G ij + jb ij is the ijth element of the Y-bus matrix g ij + jb ij is the admittance of the series branch between bus i and bus j g si + jb sj is the admittance of the shunt branch at bus i 4
5 The measurement Jacobian H: The Jacobian matrix H can be written as H nj P flow nj Q flow I mag 0 nj P flow nj Q flow I mag mag (13) where the expressions for each block are j1 V i V j ( G ij sin θ ij + B ij cos θ ij ) V 2 i B ii (14) V i V j (G ij sin θ ij B ij cos θ ij ) (15) V j (G ij cos θ ij + B ij sin θ ij ) + V i G ii (16) j1 j V i (G ij cos θ ij + B ij sin θ ij ) (17) j1 V i V j (G ij cos θ ij + B ij sin θ ij ) V 2 i G ii (18) V i V j ( G ij cos θ ij B ij sin θ ij ) (19) V j (G ij sin θ ij B ij cos θ ij ) V i B ii (20) j1 j V i (G ij sin θ ij B ij cos θ ij ) (21) j V i V j (g ij sin θ ij b ij cos θ ij ) (22) 5
6 j V i V j (g ij sin θ ij b ij cos θ ij ) (23) j V j (g ij cos θ ij + b ij sin θ ij ) + 2(g ij + g si )V i (24) j j V i (g ij cos θ ij + b ij sin θ ij ) (25) V i V j (g ij cos θ ij + b ij sin θ ij ) (26) V i V j (g ij cos θ ij + b ij sin θ ij ) (27) V j (g ij sin θ ij b ij cos θ ij ) 2(b ij + b si )V i (28) j V i (g ij sin θ ij b ij cos θ ij ) (29) 1 (30) j 0 (31) 0 (32) 0 (33) g2 ij + b 2 ij V i V j sin θ ij (34) g2 ij + b 2 ij V i V j sin θ ij (35) g2 ij + b 2 ij (V i V j cos θ ij ) (36) g2 ij + b 2 ij (V j V i cos θ ij ) (37) 6
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