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IEEE Transactions on Power Delivery, Vol. 11, No.

3 , July 1996 1659

IDENTIFICATION AND TRACKING OF HARMONIC SOURCES


IN A POWER SYSTEM USING A KALMAN FILTER

Haili Ma, Student Member, IEEE Adly A. Girgis, Fellow, IEEE


Department of Electrical and Computer Engineering Department of Electrical and Computer Engineering
Illinois Institute of Technology Clemson University
Chicago, IL 60616 Clemson, SC 29634

Abstract : In this paper, two problems have been addressed However, due to cost, the number of harmonic meters
on harmonic sources identification: the optimal locations of a in power systems is very limited as compared to fundamental
limited number of harmonic meters and the optimal dynamic frequency measurements. The requirement for redundant
estimates of harmonic source locations and their injections in harmonic measurements in harmonic state estimation can not
unbalanced three-phase power systems. A Kalman filtering is be met in most power systems. The limitation in the number
used to attack these problems. System error covariance of harmonic meters makes the harmonic state estimation an
analysis by the Kalman filter associated with a harmonic underdetermined estimation problem[3]. The quality of
injection estimate determines the optimal arrangement of estimations is a function of the number and locations of the
limited harmonic meters. Based on the optimally-arranged harmonic measurements. So, for given a few harmonic
harmonic metering locations, the Kalman filter then yields meters, one of problems needed solving in the harmonic state
the optimal dynamic estimates of harmonic injections with a estimation is how to arrange the limited harmonic meters
few noisy harmonic measurements. The method is dynamic in power systems to obtain optimal harmonic state estimation.
and has the capability of identifying, analyzing and tracking Furthermore, in a power distribution system, nonlinear load
each harmonic injection at all buses in unbalanced three- devices may be three-phase unbalanced to some extent and
phase power systems. Actual recorded harmonic they may even exist in just one phase or two phases of the
measurements and simulated data in a power distribution system. As a result, the unbalance of harmonic sources
system are provided to prove the efficiency of this approach. further complicates the harmonic sources identification
problems.
Keywords : Harmonic sources identification, Kalman filter,
Optimal dynamic estimate, Optimal metering locations. Considerable attention has been given to this topic and
several approaches have been proposed in the past. Heydt [3]
1. INTRODUCTION used the pseudoinverse technique to estimate a solution for
harmonic power injection by solving the underdetermined
In the last few decades, power systems are often subject equations which relate line harmonic power to injected
to harmonic injections [ 1-21 due to increasing applications of harmonic power. The solution given in [3] minimizes the
nonlinear loads. The existence of harmonics in power quadratic norm of harmonic injection power, as a result,
systems could cause serious problems such as voltage yields harmonic injection estimates that are often too small
distortion, increased losses and heating, and misoperation of when compared with actual quantities. Beides and Heydt [4]
protective equipment[2]. Hence, electric utility companies also used a Kalman filter for harmonic state estimation. The
are becoming more concerned about power system harmonics method requires redundant harmonic measurements and DFT
and voltage distortion in recent years. Usually, the nonlinear analyzer has to be used to get each harmonic spectrum
loads or harmonic sources occur possibly everywhere in measurements as inputs of the estimator. The aliasing
power systems and they operate at a continuously variable problem in DFT technique could give incorrect results when
power level. The locations and magnitudes of harmonic the harmonic measurement signal is nonstaionary as pointed
source injections depend on placements of nonlinear load out in [XI. Other similar estimation techniques are used in
devices in the systems and their ratings. For these reasons, it references[5-61 for the harmonic state estimation. J.E. Farach
is beneficial to estimate the locations and time-varying and W.M Grady [7] presented another method for the
magnitudes of harmonic injections, eliminate them and harmonic sources identification. They utilized the conditional
provide high-quality electricity. error covariance matrix of the harmonic injection and its
conditional mean to determine harmonic metering locations
and estimate harmonic injections. The harmonic metering
locations are arranged in the system in such a way that the
conditional error covariance of the harmonic injection
estimate is minimized. The conditional mean is then taken as
the harmonic injection estimate. The method is static and can
96 WIvl 086-9 PWRD A paper recommended and approved by the IEEE
Transmission and Distribution Committee of the IEEE Power Engineering
not handle a dynamic case. Furthermore, the harmonic
Society for presentation at the 1996 IEEE/PES Winter Meeting, January 21- measurement error is not included in the model [7], the field
25, 1996, Baltimore, MD. Manuscript submitted July 31, 1995; made measurement errors could degrade the accuracy of the
available for printing December 5, 1995. solution.

0885-8977/96/$05.00 0 I996 IEEE


1660

This paper presents a Kalman filtering-based technique


for optimal harmonic metering locations and dynamic
estimates of unbalanced three-phase harmonic injections in
power systems. The method is dynamic, has the capability of
identifying, analyzing and tracking each harmonic injection
and does not need redundant harmonic measurements. In the
next section, power system harmonic state equations and
measurement equations are derived. In Section 3, a short
introduction to the computing of the Kalman filtering
algorithm is given. In Section 4, the optimal metering
locations are discussed. Finally, the simulation tests and
conclusions are given in sections 5,6 respectively. The list of
symbols is in the Appendix.

2. MATHEMATICAL FORMULATION

Consider a bus injection current with a frequency U and


a magnitude of 1. The injection current as a function of time
may be expressed as

c(t)= I cos(& + 8 )= I coswt cos@- I sinwt sin 8 (1)

Let the state variable 'X be IcosO and XI be Isi n8[8]. The .Stk
2-state variable equation[8-10] for the injection current may
be expressed as

0.

where W" and W I allow the state variable for random walk.
The injection current c(t) is represented as

c(tk)= [coswtk , - sinwtk]


r:"i
I

For a power system with n buses, all bus current injections


are treated as state variables. So, the state equation and R
measurement equation for the power system could be written hmn
as follows. The state equation is
(6)
We assume that m measuring meters are available and
that the measured quantities are sampled values of bus
voltage and injection current waveforms at m buses. The final
measurement equation at the frequency W is equation(6).
(4) A harmonic injection current i(t) which includes r
harmonics may be represented by[8]
l ( t )= Erhcos(hwt+ eh) (7)
k h=l
It should be noted here that the scheme described in [8]
The vector w in equation (4) represents the random variation is only a measurement approach to avoid aliasing, leakage
of the state variable. Bus voltages are related to bus injection and picket-fence effects and to account for the time variation
currents by Z bus matrix. So, the bus voltage may be of the harmonic magnitude and phase angle. For an n-bus
expressed as power system, the state equation representation of the
harmonic injection current is
1661

i')
1.
0
o

.
.
.
.
.
.
.
o
.
.
o
0
.
x'
(:
System covariance matrices for Wk and Vk are assumed as

E [ W k k f ]= Qk E[VkV:]
The initial variable is assumed to be zero:
= Rk (12)

= / . . . I(h)
. . x" 2(o)
=0

tl i 0
0
.
0
.
.
.
.
.
0

The system harmonic measurement equation is


0

I'I' x"
The initial covariance matrix is

P& = E[(% X(o))(X-X ( 0 ) ) T ]= E[(X)(,QT]= c (14)

The determination of initial covariance matrix depends


on the prior knowledge about the likelihood of occurrences
of harmonic sources and average load levels at certain buses.
The assumption that harmonic injection at distinct buses are
uncorrelated makes the above covariance matrix diagonal. It
is an approximate assumption. Actually, harmonic injections
t at distinct buses and different orders are correlated to some
extent. The above covariance matrix is not exactly diagonal.
But, the estimated variables in the paper are not affected by
the assumption because the Kalman filter is not sensitive to
z2m i moderate changes in the initial covariance. The point is
discussed in reference[9]. The assumption has also been used
(9)
in several other research papers [4][7] of this area.
Equations (8) and (9) provide a mathematical model on
which a Kalman filtering is based for the optimal estimation The sequential recursive computation steps for the
and the error covariance analysis of harmonic injections. For harmonic injection estimate by the Kalman filter are
an unbalanced three-phase power system, three-phase Z bus
matrix is taken into account in above equations. Work in the (1). Compute Kalman filter gain Kk :
paper is the extension of our previous work[8]. Power system Kk = H f (HkP i H l + Rk )- (15)
model is incorporated in the Kalman filter. The problem (2). Update estimate with harmonic measurementZk :
addressed here is an underdetermined dynamic harmonic 2k -- 2 k-
state estimation. We need to determine the optimal harmonic f K k k k - HkTL) (16)
metering locations and the optimal dynamic estimates of (3). Compute error covariance for update estimate :
harmonic injections in power systems. The Kalman filter in Pk =(I- KkHk)& (17)
the paper is used as both a harmonic decomposer and a (4). Project ahead :
system harmonic estimator. T --
pkLl = @kpk@k +Qk 2 xk+l = 4 k X k (I8)
3. THE KALMAN FILTER ALGORITHM
4. OPTIMAL METERING LOCATIONS
The Kalman filter is an optimal dynamic estimator
suitable for systems described by a state variable form. In this
In addition to its value as a harmonic estimator, the
case, harmonic sources identification is defined as identifying
Kalman filter provides a means of system error analysis. As
the location of the harmonic injection, estimating and
shown in the Kalman filter recursive equations, the error
tracking it versus time. The Kalman filter algorithm is
covariance matrix Pk is independent of the measurements,
considered an ideal tool for this purpose. The detail
derivations of the Kalman filtering equations are well thus Pk+, can be explicitly expressed as a function of Pk
described in several excellent references [ 11,121. In this (using equations (18) and (17)). The advantage of this
section, only necessary forms of the system state and method when used for optimal metering locations is that it
measurement equations and the Kalman filter recursive accounts for the measurement noise variance Rk and System
equations for our purpose are presented. The definitions of Covariance Matrix Q,. To some extent , these parameters
initial values for various quantities in the computing of the may change the arrangements of harmonic metering
Kalman filter algorithm are also described afterwards. locations. So the method is suitable for stochastic and
deterministic variations.
For simplicity, equations(8) and (9) can be rewritten as
In this section, the Kalman filter recursive equations are
State equation: xk+l = $kxk wk ' (10) applied to perform the error covariance analysis of the
Measurement equation : Zk = HkXk + Vk (1 1) harmonic injection on which the optimal metering locations
are based. The optimal metering locations in power systems
1662

are arranged so that trace (Pk) in equation (17) is minimal. have the certain statistical feature of normal distribution.
With this arrangement, the error of the harmonic injection What is assumed to know is the standard deviation of the
estimation is the smallest in a statistical sense. This procedure error. In an actual application, the standard deviation of the
could be done by assuming different metering locations in error may depend on the actual magnitude of the quantity
power systems and calculating minimal trace( Pk). Farach and measured. In this study, 5% is taken as its value which is
Grady discuss a method for meter placement based on the based on the field measurement.
minimum variance of the deterministic weighted least- Voltage Measurement at Bus 4
squares approach [7].
09
5. SIMULATION TEST
06

An actual power distribution system shown in Figure 1 03


is used as a test case for above described approach. The v o
system serves mainly industrial customers which are
connected to it through transformers. There are several -0 3
capacitors located at buses 5, 6, 7 and 10, which are -06
temporarily out of service. The system has a 6-pulse drive
-0 9
and an arc fumace, which are possible sources of harmonic
injections. The actual three-phase harmonic measurement Time (msec)
data on the system is used to test the method. The parameters
of the system are listed in [13]. Three-phase bus voltage Figure 2 The Phase-A Voltage Waveform at Bus 4
waveforms at buses selected as metering locations were
observed during one second on October 15, 1993. All of The initial value of error covariance P{ is denoted by
signals were sampled at 7680 Hz (128 samples / cycle). One ~ 1~ .~1 , ~=~3~,06= l . , q = 2 . 5 , ~= ~1.5. These initial
q =3 . 8 , =
of these voltage waveforms at phase-A of bus 4 IS shown in parameters model the possibilities of occurrences of the
Figure 2 . It is obvious that the voltage waveform is severely harmonic sources at these buses and are determined by bus
distorted because of the harmonics. average load levels and prior information about harmonic
sources in the power system. For all other buses without
loads, q is chosen as . 1 because the chance for these buses to
be harmonic sources is very slim. Diagonal elements of the
11 system covariance matrix Qk may be taken as .05 (P.u.) based
44 kv 10
on our previous work [8].

1 2 3
5.1 Optimal Arrangements of the Harmonic Meters
c4
4
As we discussed in Section 4, the recursive loop for

5 6 * propagating the optimal error covariance matrix is used to


calculate the minimal trace( Pk) for given harmonic meters on
which the optimal metering locations in the system is based.
Cl c2
In the paper, three harmonic meters are assumed to be
available and trace(P,), an index to measure the statistical
a average estimation errors, is then calculated for all possible
different locations and plotted with time step[l3]. In Figure
c3
3, two calculation cases are presented to show how the
1/\ T4 trace(P,) propagates with time step when the harmonic
9
meters are located at buses 4,5,7 and 2,3,4 respectively. It is
6-pulse found that trace( Pk) always goes to a steady value with time
Drive A
after an initial oscillation period ( about half a cycle). The
steady value of trace( Pk) depend on where three harmonic
Figure 1 44 kV Power Distribution System meters are in the system. Some results of steady state trace
( Pk) for three harmonic meters at other locations in the test
The harmonic measurement noise, as discussed above system are given in Table 1. It is clearly shown that for three
and in equation (15) , has an effect on the harmonic injection metering devices, if they are put at these buses, such as 5,6,7
estimate and its error covariance. The measurement errors or 4,5,7 etc., the steady state trace ( P k ) in equation(l7) is
depend on many factors. Usually, the measurement error y much smaller than somewhere else in the system, such as
is unknown for a specific measurement. But, for a stable buses 2,3,4. This means that the error of harmonic injection
measurement system, errors in a number of measurements estimate with this arrangement of the harmonic meters in the
1663
system is smallest in a statistical sense and the estimate of period and the estimates of harmonic injections at all buses
harmonic injection is optimal. are very small except at bus 9. The small harmonic injections
at the linear load buses are due to the harmonics absorbed by
Optimal Error Covariance Analysis the linear loads and estimation errors. Figures 4 is phase-A
harmonic injection at bus 9. It is shown that the current
bus 2,3,4 injection at bus 9 contains lth, 5th, 7th and 1 lth harmonics.
Therefore, we conclude that bus 9 is only harmonic source in
the system. Harmonic current injection of phases B at bus 9 is
in Figure 5. It is a little bit unbalanced compared with Phase
A.
~~~~~~~-
Phase A Harmonic Injections At Bus 9 (KA)

0 13 26 39 52 65
Time (msec)

Figure 3 Trace( Pk) Versus Time (msec)

Table 1 Trace of the Covariance Error Matrix


for Three Metering Locations 4 10 17 23 30 36 43 49 56 62 69
Time (msec)

Figure 4 Phase A Harmonic Injection At Bus 9


with Harmonic Meters at Buses 4,5,7.

We also put the three harmonic meters at buses 2, 3,


, , , I , and 4 to see what will happen when the locations of three
4,5,9 22.33 I 1,2,5 53.70 2,3,6 106.2 harmonic meters are misplaced in the system. The voltage
1,5,9 22.82 I 2,4,7 55.90 2,5,6 106.3 waveforms at these buses were sampled. The same Kalman
5,6,9 24.98 5,6,8 73.54 2,3,5 106.7 filter equations (1 5) to (1 8) are used to estimate the harmonic
2,5,7 28.70 2,3,9 75.60 3,4,7 116.2 injections in the system. The estimate of harmonic injection
1.4.6
, , , 29.90 , 2.3.4
, , , 84.07 I
3.4.10
I , I
116.2 of phase-A at bus 9 is shown in Figure 6. Its value is much
4,5,6 1 30.75 I 6,7,8 I 88.41 I 3,4,9 I 129.6 smaller than the one in Figure 5. The comparisons of
harmonic injection estimates of phase A at bus 9 with true
1,2,8 1 33.69 I 4,6,7 1 88.68 I 3,4,8 I 1298
value is present in Figure 7 for different metering locations. It
3,4,5 I 39.60 I 4,6,9 I 88.99 I 3,4,10 I 130.8 is obvious that the estimates of harmonic injections with
metering locations at buses 4,5,7 is much better than ones
For different numbers of harmonic meters, the minimal with buses 2,3,4. In the Figure 7, T-Value represents the true
steady trace(Pk) is also calculated in [13]. It shows that the values for each harmonic which are obtained from actual
more harmonic meters are available, the smaller the trace( Pk ) measurements.
and the more accurate the estimate of harmonic injection is.
Phase B Harmonic injection at Bus 9 (KA)
5.2 Identification and Tracking of Harmonic Sources
1.20
Based on the above results we obtained, buses 4,5,7 are 1.00
chosen as the optimal locations of three harmonic meters in 0.80
the test system for the purpose of harmonic sources
identification. The actual voltage waveforms at buses 4,5,7 Ih 0.60
were sampled. One of them at phase A of bus 4 is shown in 0.40
Figure 3. No current injection waveforms at buses 4,5,7 were
observed. This means that load levels at these buses were
very low or close to zero during sampling time. Therefore, 4 10 17 23 30 36 43 49 56 62 69
the chances for these buses to be harmonic sources were very
slim. The recursive Kalman filter equations (15) to (18) are Time(msec)
employed to estimate recursively the harmonic injections at Figure 5 Phase B Harmonic Injection At Bus 9
all buses in the system. Each estimated harmonic injection is with Harmonic Meters at Buses 4,5,7.
plotted versus time[l3]. It is found that each harmonic
component reaches its steady state value after an initial
1664
V-HARM [ 141 software is used to produce measurements at
Phase A Harmonic Injection At Bus 9(KA) buses 4,5,7. With these measurements, the Kalman filter
recursive equations (15) to (18) are used to track each
04 harmonic. Figure 9 shows the initialization period and
dynamic estimation of the magnitude o f the fundamental
03 and harmonic components and their actual values. It is
shown that the Kalman filter in the paper is able to estimate

/111!
Ih 0 2 and track dynamic harmonics in power systems.

01 Harmonic Injections At Bus 9

0 4 7th
1lth
4 10 17 23 30 36 43 49 56 62 69
T- 1th
Time (msec)
T-5th
Figure 6 Phase A Harmonic Injection At Bus 9 Ih 0.5 T-7th
with Harmonic Meters at Buses 2,3,4.
0.25
II \ I- T-1 lth

0
0 33 65 98 130 163
Time(msec)

Figure 9 Phase A Harmonic Injection


At Bus 9 With Harmonic Meters at Buses 4,5,7

6. CONCLUSIONS

This study shows that the Kalman filter could be used


to solve the problems in harmonic source identification: the
optimal location o f a limited number of harmonic meters
and the optimal dynamic estimates of harmonic injections
and their locations. The method is based on the Kalman
Figure 7 Comparisons of Estimated Harmonic filter estimation model in which each harmonic injection is
Injections at Bus 9 treated as a random state variable. Error covariance analysis
of harmonic injection by the Kalman filter is used to
1.5 T determine the optimal metering locations in power systems.
Based on this optimal arrangement, the Kalman filter is able
to estimate and track each harmonic injection in power
systems. Testing results with actual and simulated
measurements on the power distribution system show the
efficiency of the method.

REFERENCES

[I] G.T.Heydt, "Electric Power Quality" Stars in a Circle


Publications, W.Lafayette, IN, 1991.
-1.5 [2] Alexander E. Emanuel, John A. Orr, David Cyganski
and Edward M. Gulachenski, A Survey of Harmonic
I'
Time (msec)
Voltage and Currents at Distribution Substation" IEEE
Figure 8 Simulated Phase A Current Waveform At Bus 9 Transaction on Power Delivery, Vo1.6, No. 4, October
1991.
In order to test the capability of tracking a continuous [3] G.T.Heydt, Identification Of Harmonic Sources by A
'I

dynamic harmonic source, a harmonic generator is used to State Estimation Technique", IEEE Trans. on Power
produce simulated harmonic current w h c h simulates the Delivery-Vol. 4, No. 1, January, 1989.
dynamic nature of nonlinear load. The simulated signal is [4] Husam M. Beides and G.T. Heydt, "Dynamic State
shown in Figure 8 and is put at bus 9 as a harmonic source. Estimation o f Power System Harmonics Using Kalman
~

1665

Filter Methodology ," IEEE Trans. on Power Delivery, voltage measurement noise with variance R,,, .
Vol. 6, No. 4, October . 1991. number of harmonic orders
Maged Najjar and G.T. Heydt, A Hybrid Nonlinear -
'I
harmonic order
Least Squares Estimation of Harmonic Signal Levels in
Power Systems " IEEE Tran. on Power Delivery, Vol. 6, 2n x 1 state subvector of eq.(4) for harmonic order h
No.1, January 1991. harmonic bus measurement (sampled voltage or
A.P.Sakis Meliopoulos, Fan Zhang and Shalom current)
Zelingher ,"Power System Harmonic State Estimation" harmonic bus( current or voltage) measurement
,IEEE/PES, 1994 Winter Meeting, New York January , noise
1994.
J.E. Farach, W.M. Grady and A. Arapostathis, I' An 2mx 2n measurement submatrix with the form of
Optimal Procedure for Placing Sensors and Estimating eq. (6)
the Locations of Harmonic Sources in Power Systems", U"' X'2' . x ' ~ '. x'"] 2nrxl state
IEEE/PES, 1992 Summer Meeting , Seattle , WA , July vector at step k with the form of eq.(S)
12-16, 1992. 2m x 2rn identity state transition matrix.
Adly A. Girgis, W.Bin Chang, Elham B. Markram, " A
2nr x a vector assumed to be white sequence
Digital Recursive Measurement Scheme For On-Line
Tracking of Power System Harmonics" IEEE Trans. on with known covariance structure
Power Delivery, Vo1.6, No. 3 July 1991, pp.1153-1160. 2mx 1harmonic measurement vector at step k
A.A. Girgis, A New Kalman Filtering Based Digital
'I 2mx 2m harmonic measurement matrix with the
Distance Relay, IEEE Tran. on Power Apparatus and
'I
form of eq.(9)
System, Vol. PAS-101, N0.9, Sept., 1982, pp3471-3480. 2mx 1harmonic measurement error vector
[lo] A.A.Girgis, T.L. Daniel Wang, I' Optimal Estimation of
Voltage Phasors and Frequency Deviation using Kalman
and Non-Linear Kalman Filtering: Theory and BIOGRAPHIES
Limitation," IEEE Trans. on Power Apparatus and
System, Vol. PAS-103, No.10, Oct., 1984, pp2943- Haili Ma received his B.S. and M.S. degrees respectively
2949. from Southeast University in China and Clemson University.
[11]R.G. Brown and D.Y.C. Hwang, " Introduction to Both of them are in Electrical Engineering. He worked in
Random Signal Analysis and Kalman Filtering" , New Southeast University for six years as an assistant professor
York, John Wiley&Son, 1992 and a lecturer. He is currently a Ph.D. student in the
1121Kalman R.E, " A New Approach to Linear Filtering and Electrical and Computer Engineering Department at Illinois
Prediction Problems", Journal of Basic Engineering, Institute of Technology. His research interests include power
March 1960 system harmonic state estimation, power system security
1131Haili Ma, Power System Harmonic State Estimation"
I' analysis and power system optimization, etc.
Master of Science Thesis, August 1994, Clemson
University, Clemson S.C. Adly A. Girgis is a fellow of the IEEE. He received the B.S.
[14]McGraw Edison Power System Co., " The Harmonic (with distinction first honors) and the M.S. degrees in
Verdict(TM)- Power System Harmonics Simulation Electrical Engineering from Assuit University, Egypt. He
Software Program, V-Harm" Bulletin 85034, received the Ph.D. degree in Electrical Engineering from
Canonsberg, PA, September, 1985 Iowa State University. Dr. Girgis joined Clemson University
in 1985. He is currently the Duke Power distinguished
APPENDIX professor of power engineering in the Electrical and
IJc o d , Computer Engineering department and the director of
Clemson University Electric Power Research Association.
IJsin 6, Dr. Girgis has published more than ninety technical papers
R I . and holds four US patents. He is the recipient of the 1989
Z,, coswt, - ZI, sinwtk
R . I McQueen Quattlebaum-Faculty Outstanding Achievement
-Zl, motk - Z,, coswt, Award, and the 1990 Edison Electric Institute Power
Z, cose,, real part of Z bus matrix at frequency Engineering Education Award and the 1991 Iowa State
Professional Achievement Citation in Engineering Award.
ZI/ sin e,,, : imagery part of Z matrix at frequency His present research interests are real-time computer
magnitude of injection current at bus j applications in power system control, instrumentation and
protection, signal processing, and Kalman filtering
initial angle of injection current at bus j application. Dr. Girgis is a member of the Phi Kappa Pi,
COSWtk Sigma Xi, and is a registered professional Engineer.
sinwt,
current and voltage measurements
current measurement noise with variance R,,

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