Chapter 4

State Estimation in Power System

Contents
Maximum Likelihood Concepts Weighted Least-Squares State Estimation Technique Detection and Identification of Bad Measurements Network Observability

Introduction
State estimation
The process of assigning a value to un unknown system state using measurements from that system according to some criteria Imperfect and redundant measurements Statistical criterion that estimate the true value
Example
SSE ISE MSE

State estimation in PS
State variables in PS
Voltage magnitudes at nodes/bus bars Relative phase angles at nodes/bus bars

Estimate system performance in real time

Security analysis or control Constrained economic dispatch

PS state estimation
Problems in monitoring transmission systems
Nature of transducers
Small random errors

Failure in communication equipment

Absence of measurement

estimate
Smooth out small random errors Detect and identify gross measurement errors Fill lost measurement errors due to comm. failure

PS state estimation contd

Consider the following 3 bus system

PS state estimation
Available measurements- power meters

Assume measurements are as below

PS state estimation
Hence

Knowing that
The other angles will be

PS estimation contd
New measurements

Most common criterions

Maximum likelihood criteria
Maximize P(x estimated )=x actual

Weighted least-squares criterion

Minimize weighted deviation of estimated from measured value

Minimum variance criterion

Minimize E(sum of square of deviations of estimated) from expected

Maximum Likelihood Concepts

Consider a situation where we want to estimate the voltage x from measured current

The ammeter has a random measurement error with some probability density function

Maximum likelihood concept

Measurement is assumed to be

With PDF of the error being

PDF of the measured value is given by

Maximum likelihood contd

Assuming the value of r is known

Maximum likelihood concept is find x which maximizes the probability that would occur, i.e. maximize

Maximum likelihood
Use transformation

= This gives

Which is equivalent to

Maximum likelihood concept contd

Finally If we have two measurements

With their PDFs given by

Maximum likelihood
Assuming they are statistically independent

Taking derivative with respect to x and setting it to zero

Maximum likelihood concept contd

Generalizing
Maximum likelihood estimate is the one which minimizes the sum of square of the error between the measured value and the true value expressed in terms of the parameter to be estimated with each value weighted by the variance of the measurement error

Maximum likelihood concept contd.

If there are Ns parameters to be estimated from Nm measurements

Weighted least square estimation =maximum likelihood estimation when random variable considered as normal distribution

Maximum likelihood concept

To write in vector form, the function relating the Ns parameters to be estimated is

H is Nm by Ns, Ns number of states, Nm number of measurments

 Vector of measurements

The Weighted MSE formula is written as

where

Maximum likelihood concept contd

Expanding the equation, replacing HX for f and taking the gradient

Setting the gradient equal to zero and solving

Maximum likelihood concept contd

Based on the Ns and Nm we have the following cases

Weighted Least-Squares State Estimation Technique

Example: consider the three bus shown below

Weighted least square example

Meter characteristics normal distributed error with PDF

Taking the =0.01p.u.

accuracy

as

estimate,

Example contd
The state to be estimated is

The matrix H is derived from functional relation of the states with the system variables

 H is 3 by 2, 3 measurements and 2 states

The weighting matrix is

 Writing measured values in pu,

Estimation

 Taking the estimated values

 Re calculate the estimation with the following meter accuracy difference and explain the difference

 With meter on line 1-3 having better accuracy

Detection and Identification of Bad Measurements

Bad measurements
Malfunctioning transducer Incorrect connection

Presence of bad measurements

If residual after estimation is very big When J(x) is small, voltage and angles estimated are result in a close value of calculated flows, generations and so on to match measurements

 What value of J(x) is used to decide error condition?

If measurements are normal, J will be chisquare distributed

where

 When x=xest, then

Mean value of J(x) equals K Standard deviation of J(x) equals

Take a threshold value of tJ to decide presence of bad measurement

Jx t J bad measuremen t present Jx t J no bad measuremen t

Detection accuracy depends on value of tJ

Small tj false positive Large tj false negative

Hypothesis testing
State a hypothesis about the measurement residual as

Where is significance level if is taken fixed, then

Probability of false alarm is

Chi-square table

 Threshold test probability function

Procedure:
From Nm and Ns, decide the value of K Decide the value of your significance level From the chi-square table, read the value which corresponds to the row value of K and column value of Taking it as value of threshold value, if J(x) is less, there is no measurement else there is bad measurment

Example six bus IEEE problem

Measurements and base case values

 Minimize the sum of square error given by

For Ac networks, the equations in summation are given by

 Taking gradient and setting to zero

 Algorithm

 Result for the IEEE six bus system

Check if measurements are bad or not

Chi-square table

Network Observability
Observability ability to estimate states If number of measurements is small
Singular matrix

Pseudo measurements