Unscented Kalman Filter With Generalized Correntropy Loss for Robust Power System Forecasting-Aided State Estimation

Due to the existence of various anomalies such as non-Gaussian process and measurement noises, gross measurement errors, and sudden changes of system status, the robust forecasting-aided state estimation is pivotal for power system stability. This paper develops a novel unscented Kalman filter (UKF) with the generalized correntropy loss (GCL) (termed as GCL-UKF) to estimate power system state with forecasting aid. The GCL is used to replace the mean square error loss in the original UKF framework. The advantage of such an approach is that it combines the strength of the GCL developed in robust information theoretic learning for addressing the non-Gaussian interference and the strength of the UKF in handling strong model nonlinearities. In addition, we take into account the nontrivial influences of the bad data for the innovation vector. An enhanced GCL-UKF method is established by introducing an exponential function of the innovation vector to adjust a covariance matrix so as to improve the GCL-UKF-based state estimation accuracy under the change of gain matrix caused by bad factors. Numerical simulation results carried out on IEEE 14-bus, 30-bus, and 57-bus test systems validate the efficacy of the proposed methods for state estimation under various types of measurement.