Chapter Five

An Introduction to 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
 Example

• Estimate the value of power at time 13.00hrs

20/06/07 21/06/07 22/06/07 23/0607
10hrs 12843 12229 12410 11470
11hrs 13329 13032 13415 12376
12hrs 13751 13786 14297 13110
14hrs 14838 14988 15783 14275
15hrs 15433 15543 16352 14765
16hrs 15816 15997 16695 15212

• Take average
Estimated 14294.5 14387 15040 13692.5
actual 14249 14365 15057 13699
 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 using SCADA
 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 value
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 PDF’s 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 accuracy as 3 estimate,

=0.01p.u.
 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 chi-
square 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
Jx   t J bad measurement present
Jx   t J no bad measurement

• 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
• Given a system with state space representation

x  Ax  Bu
y  Cx  Du
• The system is said to be controllable if the
matrix
n1
[B, AB,...A B]
Non singular
 Network observability contd…
• Network observability – similar to
controllability
• A system
x  Ax  Bu
y  Cx  Du
• Is said to be observable if the ff matrix is non
singular  
T
 C 
 CT A 
  
 T n 1 
C A 
 Observability and controllabity
• The system
x  Ax  Bu
y  Cx  Du

• if it is controllable
– It can be moved from state x0 to a final state xf by
applying control signal u
 Observability and controllability
• A system
x  Ax  Bu
y  Cx  Du

• If it is observable, we can estimate state x

from measurement of y and u
 Network Observability in PS
• Observability – ability to estimate states V and
angle from power measurements
• If number of measurements is small
– The matrix

– Becomes singular( non invertable)

• Use pseudo measurements
Example: estimation of two angles from one
power measurement
• The states(angles) can not be estimated from
measurement of M12only- unobservable
• Exercise- Use MATLAB program to estimate
the states of the 3 bus system with the
following measurements and meter
properties