Robust estimation methods have been successfully applied to the problem of power system state estimation in a real-time environment. The Schweppe-type GM-estimator with the Huber psi-function (SHGM) has been fully installed in conjunction with a topology processor in the EEF utility, headquartered in Fribourg, Switzerland. Some basic concepts of maximum likelihood estimation and robust analysis are reviewed, and applied to the development of the SHGM-estimator. The algorithms used by the topology processor and state estimator are presented, and the superior performance of the SHGM-estimator over the classic weighted least squares estimator is demonstrated on the EEF network. The measurement configuration of the EEF network has been evaluated, and suggestions for its reinforcement have been proposed. / Master of Science

An optimal estimation strategy is developed for post-experiment estimation of discretely measured dynamic systems which accounts for system model errors in a much more rigorous manner than Kalman filter-smoother type methods. The Kalman filter-smoother type methods, which currently dominate post-experiment estimation practice, treat model errors via “process noise", which essentially shifts emphasis away from the model and onto the measurements. The usefulness of this approach is subject to the measurement frequency and accuracy. The current method treats model errors by use of an estimation strategy based on concepts from optimal control theory. Unknown model error terms are explicitly included in the formulation of the problem and estimated as a part of the solution. In this manner, the estimate is improved; the model is improved; and an estimate of the model error is obtained. Implementation of the current method is straightforward, and the resulting state trajectories do not contain jump discontinuities as do the Kalman filter-smoother type estimates. Results from a number of simple examples, plus some examples from spacecraft attitude estimation, are included. The current method is shown to obtain significantly more accurate estimates than the Kalman filter-smoother type methods in many of the examples. The difference in accuracy is accentuated when the assumed model is relatively poor and when the measurements are relatively sparse in time and/or of low accuracy. Even for some well-modeled, densely measured applications, the current method is shown to be competitive with the Kalman filter-smoother type methods. / Ph. D. / incomplete_metadata

State estimation plays an important role in modern power systems. The errors in the telemetered measurements and the connectivity information of the network will greatly contaminate the estimated system state. This dissertation provides solutions to suppress the influences of these errors. A two-stage state estimation algorithm has been utilized in topology error identification in the past decade. Chapter II discusses the implementation of this algorithm. A concise substation model is defined for this purpose. A friendly user interface that incorporates the two-stage algorithm into the conventional state estimator is developed. The performances of the two-stage state estimation algorithms rely on accurate determination of suspect substations. A comprehensive identification procedure is described in chapter III. In order to evaluate the proposed procedure, a topology error library is created. Several identification methods are comparatively tested using this library. A remote measurement calibration method is presented in chapter IV. The un-calibrated quantities can be related to the true values by the characteristic functions. The conventional state estimation algorithm is modified to include the parameters of these functions. Hence they can be estimated along with the system state variables and used to calibrate the measurements. The measurements taken at different time instants are utilized to minimize the influence of the random errors. A method for auto tuning of measurement weights in state estimation is described in chapter V. Two alternative ways to estimate the measurement random error variances are discussed. They are both tested on simulation data generated based on IEEE systems. Their performances are compared. A comprehensive solution, which contains an initialization process and a recursively updating process, is presented. Chapter VI investigates the errors introduced in the positive sequence state estimation due to the usual assumptions of having fully balanced bus loads/generations and continuously transposed transmission lines. Several tests are conducted using different assumptions regarding the availability of single and multi-phase measurements. It is demonstrated that incomplete metering of three-phase system quantities may lead to significant errors in the positive sequence state estimates for certain cases. A novel sequence domain three-phase state estimation algorithm is proposed to solve this problem.

Dans ce travail, nous proposons deux nouvelles approches ensemblistes pourl’estimation d’état basées sur la caractérisation explicite des bornes d’erreur d’estimation. Ces approches peuvent être vues comme la combinaison entre un observateur ponctuel et une caractérisation ensembliste de l’erreur d’estimation. L’objectif est de réduire la complexité de leur implémentation, de réduire le temps de calcul en temps réel et d’améliorer la précision et des encadrements des vecteurs d’état.La première approche propose un observateur ensembliste basé sur des ensembles invariants ellipsoïdaux pour des systèmes linéaires à temps-discret et aussi des systèmes à paramètres variables. L’approche proposée fournit un intervalle d’état déterministe qui est construit comme une somme entre le vecteur état estimé du système et les bornes de l’erreur d’estimation. L’avantage de cette approche est qu’elle ne nécessite pas la propagation des ensemble d’état dans le temps.La deuxième approche est une version intervalle de l’observateur d’état de Luenberger, pour les systèmes linéaires incertains à temps-discret, basés sur le calcul d’intervalle et les ensembles invariants. Ici, le problème d’estimation ensembliste est considéré comme un problème d’estimation d’état ponctuel couplé à une caractérisation intervalle de l’erreur d’estimation. / In This work, we propose two main new approaches for the set-membershipstate estimation problem based on explicit characterization of the estimation error bounds. These approaches can be seen as a combination between a punctual observer and a setmembership characterization of the observation error. The objective is to reduce the complexity of the on-line implimentation, reduce the on-line computation time and improve the accuracy of the estimated state enclosure.The first approach is a set-membership observer based on ellipsoidal invariant sets for linear discrete-time systems and also for Linear Parameter Varying systems. The proposed approach provides a deterministic state interval that is build as the sum of the estimated system states and its corresponding estimation error bounds. The important feature of the proposed approach is that does not require propagation of sets.The second approach is an interval version of the Luenberger state observer for uncertain discrete-time linear systems based on interval and invariant set computation. The setmembership state estimation problem is considered as a punctual state estimation issue coupled with an interval characterization of the estimation error.

The smart grid is forecasted to be the future of the grid by integrating the traditional grid with information and communication technology. However, the use of this technology has not only brought its benefits but also the vulnerability to cyber-attacks. False data injection (FDI) attacks are a new category of attacks targeting the smart grid that manipulates the state estimation process to trigger a chain of incorrect control decisions leading to severe impacts. This research proposes the use of cognitive dynamic systems (CDS) to address the cyber-security issue and improve state estimation. CDS is a powerful research tool inspired by certain features of the brain that can be used to study complex systems. As two of its special features, Cognitive Control (CC) is concerned with control in the absence of uncertainty, Cognitive Risk Control (CRC) uses the concept of predictive adaptation to bring risk under control in the presence of unexpected uncertainty. The primary research objective of this thesis is to apply the CDS for the SG with emphasis on state estimation and cyber-security. The main objective of CC is to improve the state estimation process while CRC is concerned with mitigating cyber-attacks. Simulation results show that the proposed methods have robust performance for both state estimation and cyber-attack mitigation under various challenging scenarios. This thesis contributes to the body of knowledge by achieving the following objectives: proposes the first theoretical work that integrates the CDS with the DC model of the SG for control and cyber-attack detection; demonstrates the first experimental work that brings a new concept of CRC for cyber-attack mitigation for the DC state estimator; introduces a new CDS architecture adapted for the AC model of the SG for state estimation and cyber-attack mitigation which builds upon all the research efforts made previously. / Thesis / Doctor of Philosophy (PhD) / The smart grid is forecasted to be the future of the grid by integrating the traditional grid with information and communication technology. However, the use of this technology has not only brought its benefits but also the vulnerability to cyber-attacks. False data injection attacks is a new category of attacks targeting the smart grid that can cause serious damage by manipulating the state estimation process and starting a chain of incorrect control decisions. The cognitive dynamic system is a powerful research tool inspired by the brain that can be used to study real time cyber physical systems. The key goal of this thesis is to apply cognitive dynamic systems to the smart grid to improve the state estimation process, detect cyber-attacks and mitigate their effects. Simulation results show that the proposed methods have robust performance in both state estimation and cyber-attack mitigation under various challenging scenarios.

This dissertation consists of two main parts. One is about state estimation with two types of unconventional measurements and the other is about two types of network-induced state estimation problems. The two types of unconventional measurements considered are noise-free measurements and set measurements. State estimation with them has numerous real supports. For state estimation with noisy and noise-free measurements, two sequential forms of the batch linear minimum mean-squared error (LMMSE) estimator are obtained to reduce the computational complexity. Inspired by the estimation with quantized measurements developed by Curry [28], under a Gaussian assumption, the minimum mean-squared error (MMSE) state estimator with point measurements and set measurements of any shape is proposed by discretizing continuous set measurements. State estimation under constraints, which are special cases of the more general framework, has some interesting properties. It is found that under certain conditions, although constraints are indispensable in the evolution of the state, update by treating them as measurements is redundant in filtering. The two types of network-induced estimation problems considered are optimal state estimation in the presence of multiple packet dropouts and optimal distributed estimation fusion with transformed data. An alternative form of LMMSE estimation in the presence of multiple packet dropouts, which can overcome the shortcomings of two existing ones, is proposed first. Then under a Gaussian assumption, the MMSE estimation is also obtained based on a hard decision by comparing the measurements at two consecutive time instants. It is pointed out that if this comparison is legitimate, our simple MMSE solution largely nullifies existing work on this problem. By taking linear transformation of the raw measurements received by each sensor, two optimal distributed fusion algorithms are proposed. In terms of optimality, communication and computational requirements, three nice properties make them attractive.

O processo de estimação de estado em sistemas elétricos de potência está sujeito a três tipos de erros: erros nas medidas analógicas (erros grosseiros); erros devido a informações erradas quanto aos estados de chaves e/ou disjuntores (erros topológicos) e erros causados por informações erradas de algum parâmetro do sistema (erros de parâmetros). É drástico o efeito de erros de parâmetros, para o processo de estimação de estado, normalmente intolerável, sendo, entretanto, menos evidente que os erros grosseiros e topológicos. Aproveitando o fato de que certas medidas não sofrem mudanças significativas de valor, durante um determinado intervalo de tempo, propõe-se uma metodologia para estimação de estado e parâmetros de linhas de transmissão. Na metodologia proposta, que se baseia nas equações normais, o vetor de estado convencional é aumentado para a inclusão dos parâmetros a serem estimados. Este vetor de estado aumentado é então estimado através de uma grande quantidade de medidas, obtidas em diversas amostras, durante um intervalo de tempo em que as variáveis de estado do sistema não tenham sofrido alterações significativas de valor. Esta situação ocorre tipicamente à noite, fora dos horários de pico. Propõe-se também uma metodologia para análise de observabilidade para o estimador proposto. Para comprovar a eficiência das metodologias propostas, vários testes foram realizados, utilizando os sistemas de 6, 14 e 30 barras do IEEE. / The process of power system state estimation is subjected to three types of errors: errors in analogical measurements (gross errors), incorrect information about the status of switching devices (topology errors) and incorrect information about the model of the systems equipment (parameter errors). The effects of parameter errors on the process of power system state estimation are drastic and less evident to detect than gross and topology errors. Taking advantage of the fact that a certain fraction of the measurements varies over a small range in a certain period of time, a methodology to estimative transmission line parameters and state based on normal equations has been proposed. In such methodology, which is based on normal equations, the traditional state vector is expanded to include the parameters to be estimated. This augmented state vector is estimated through a large collection of measurements, recorded within several snapshots of the power system, during which the actual system state varies over a small range. This situation typically occurs during the night off-peak periods. An observability analysis methodology is also proposed for the presented estimator. To prove the efficiency of the methodologies, several tests were made using the systems of 6, 14 and 30 buses from IEEE.

Nesta dissertação é apresentada a comparação do desempenho de três estimadores - o Filtro de Kalman Estendido, o Filtro de Kalman Unscented e o Filtro de Partículas - aplicados para estimar a postura de um robô diferencial. Uma câmera foi fixa no teto para cobrir todo o campo operacional do robô durante os experimentos, a fim de extrair o mapa e gerar o ground truth. Isso permitiu realizar uma análise do erro de forma precisa a cada instante de tempo. O desempenho de cada um dos estimadores foi avaliado sistematicamente e numericamente para duas trajetórias. Os resultados desse primeiro experimento demonstram que os filtros proporcionam grandes melhorias em relação à odometria e que o modelo dos sensores é crítico para obter esse desempenho. O Filtro de Partículas mostrou um desempenho melhor em relação aos demais nos dois percursos. No entanto, seu elevado custo computacional dificulta sua implementação em uma aplicação de tempo real. O Filtro de Kalman Unscented, por sua vez, mostrou um desempenho semelhante ao Filtro de Kalman Estendido durante a primeira trajetória. Porém, na segunda trajetória, a qual possui uma quantidade maior de curvas, o Filtro de Kalman Unscented mostrou uma melhora significativa em relação ao Filtro de Kalman Estendido. Foi realizado um segundo experimento, em que o robô planeja e executa duas trajetórias. Os resultados obtidos mostraram que o robô consegue chegar a um determinado local com uma precisão da mesma ordem de grandeza do que a obtida durante a estimação de estados do robô. / In this dissertation, the performance of three nonlinear-model based estimators - the Extended Kalman Filter, the Unscented Kalman Filter and the Particle Filter - applied to pose estimation of a differential drive robot is compared. A camera was placed above the operating field of the robot to record the experiments in order to extract the map and generate the ground truth so the evaluation of the error can be done at each time step with high accuracy. The performance of each estimator is assessed systematically and numerically for two robot trajectories. The first experimental results showed that all estimators provide large improvements with respect to odometry and that the sensor modeling is critical for their performance. The particle filter showed a better performance than the others on both experiments, however, its high computational cost makes it difficult to implement in a real-time application. The Unscented Kalman Filter showed a similar performance to the Extended Kalman Filter during the first trajectory. However, during the second one (a curvier path) the Unscented Kalman Filter showed a significant improvement over the Extended Kalman Filter. A second experiment was carried out where the robot plans and executes a trajectory. The results showed the robot can reach a predefined location with an accuracy of the same order of magnitude as the obtained during the robot pose estimation.

Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1980. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING. / Vita. / Includes bibliographical references. / by Pierre Dersin. / Ph.D.

Nos modernos centros de operação dos Sistemas Elétricos de Potência (SEP), as variáveis de estado estimadas, ao invés das medidas, constituem a base de dados para as ações de controle e operação em tempo real. Desta forma, o processo de estimação de estado é de fundamental importância para operação dos SEP. O sucesso do processo de estimação de estado depende do sistema de medição disponível, isto é, do número, tipo e localização dos medidores e das Unidades Terminais Remotas (UTRs), instalados no SEP. Desenvolveu-se, neste trabalho, uma metodologia para projeto e fortalecimento de sistemas de medição, para efeito de estimação de estado. A metodologia baseia-se em Algoritmos Evolutivos (AEs) e na estrutura da matriz H \'delta\'. Pela análise da estrutura dessa matriz, que é obtida via um processo de fatoração triangular da matriz Jacobiana, a metodologia desenvolvida possibilita a obtenção de sistemas de medição confiáveis (SMC), considerando a possibilidade de o sistema possuir diferentes topologias. Neste trabalho, um sistema de medição é considerado confiável se for observável e não possuir medidas críticas, conjunto crítico de medidas e UTRs críticas. Um AE foi desenvolvido para obtenção do melhor SMC, com custo mínimo de investimento. Essa abordagem utiliza uma função de fitness que mede o custo da instalação de medidores e UTRs para obtenção de um determinado SMC. Uma vantagem relevante da metodologia desenvolvida é a sua estratégia para a obtenção de SMCs. Uma codificação indireta do cromossomo, representando uma ordem preferencial de instalação de medidores, combinada com as propriedades da matriz H \'delta\', garante ao AE a geração somente de soluções viáveis, ou seja, SMCs. Para comprovar a eficiência da metodologia desenvolvida, vários testes foram realizados, utilizando os sistemas de 6, 14, 30 e 118 barras do IEEE, bem como o sistema de 61 barras da Eletropaulo. / In modern operating control centers, the estimated state variables, instead of the measured state variables, constitute the database used to set up power systems real-time control actions. Consequently, the state estimation process is essential for power system real-time operation. The success of the state estimation process depends on the available metering systems, that is, on the topological distribution of the established meters and Remote Terminal Units (RTUs) on the system. A methodology for metering system planning for state estimation purposes was developed in this work. The methodology is based on both Evolutionary Algorithms (EAs) and on the analysis of the called H \'delta\' matrix. By analyzing the structure of this matrix, which is obtained via a triangular factorization of the Jacobian matrix, the developed methodology can determine reliable metering systems (RMS), under many different topology scenarios. In this work a metering system is considered as reliable if it is observable and has no critical measurements, critical sets neither critical RTUs. An EA was developed to find the best RMS with minimal investment cost. The developed EA uses a fitness function that measures the installation cost of meters and RTUs from a given RMS. One relevant advantage of the developed methodology is its strategy to obtain RMS. An indirect chromosome encoding representing a preferential order of meters installation combined with properties of the H \'delta\' matrix guarantees the proposed EA generates only feasible solutions, i.e. RMSs. In order to validate the developed methodology, several tests were executed considering the IEEE 6, 14, 30 and 118 bus systems, as well as the real system with 61 buses from Eletropaulo.