Journal
IEEE TRANSACTIONS ON SMART GRID
Volume 9, Issue 2, Pages 1184-1196Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSG.2016.2580584
Keywords
Extended Kalman filter; dynamic state estimation; nonlinear filters; nonlocal sampling effect; numerical stability; phasor measurement unit (PMU); positive semidefinite; square-root unscented Kalman filter; synchrophasor; unscented Kalman filter
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Funding
- U.S. Department of Energy Office of Electricity Delivery and Energy Reliability
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In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKFGPS) is proposed and compared with five existing approaches, including UKFschol, UKF-kappa, UKFmodified, UKF-Delta Q, and the squareroot UKF (SRUKF). These methods and the extended Kalman filter (EKF) are tested by performing dynamic state estimation on WSCC 3-machine 9-bus system and NPCC 48-machine 140-bus system. For WSCC system, all methods obtain good estimates. However, for NPCC system, both EKF and the classic UKF fail. It is found that UKFschol, UKF-kappa, and UKF-Delta Q do not work well in some estimations while UKFGPS works well in most cases. UKFmodified and SRUKF can always work well, indicating their better scalability mainly due to the enhanced numerical stability.
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