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Abstract: In this study, a statistical framework is introduced to assess the suitability of various state estimation
(SE) methodologies for the purpose of distribution system state estimation (DSSE). The existing algorithms
adopted in the transmission system SE are recongured for the distribution system. The performance of three
SE algorithms has been examined and discussed in standard 12-bus and 95-bus UK-GDS network models.
Nomenclature
m, n
xt , x
Px , P x
E[.]
e
expectation operator
normalised state error squared variable
measurement vector (m 1)
h(x)
szi
Rz
ez
ri
error
Introduction
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Statistical measures
2.1 Bias
A state estimator is said to be unbiased if the expected value
of error in the state estimate is zero. Mathematically an
unbiased estimator can be dened as
E[(xt x^ )] 0
(1)
2.2 Consistency
If the error in an estimate statistically corresponds to the
corresponding covariance matrix then the estimate (and
hence the technique generating this estimate) is said to be
consistent. One measure of consistency is the normalised
state error squared variable
1
e (xt x^ )T P^ x (xt x^ )
(2)
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x2Mn (a)
M
(3)
For large number of Monte Carlo runs x2Mn (a) Mn, which
results in
E[e] n
(4)
2.3 Quality
Quality of an estimate is inversely related to its variance. For
the multivariate case, the square root of the determinant of
the error covariance matrix measures the volume of 1 2 s
ellipsoid and is used here to quantify the total variance of
an estimate. Hence, the quality of the estimate can be
dened as
!
1
Qdet log p
det (P x )
(5)
Qtrace log
1
tr(P x )
(6)
z h(x) ez
zi hi (x)
szi
(8)
m
X
r(ri )
(9)
i1
(10)
IET Gener. Transm. Distrib., 2009, Vol. 3, Iss. 7, pp. 666 678
doi: 10.1049/iet-gtd.2008.0485
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(11)
@h(x)
@x
(13)
[z h(x)]jj1
jjR1=2
z
Case study
r(ri ) jri j
(15)
jri j avi
4.2 Measurements
>
: av jr j 1 a2 v2
i i
i
2
(18)
(14)
r(ri )
(E[c0 (r)])2
1 2
r
2i
E[c2 (r)]
x^xk
8
>
<
(16)
otherwise
Newton
(HT (^x)R1
x))1
z H(^
WLAV
PDIP
SHGM
IRLS
p T
x)R1
x))1
z H(^
2 (H (^
1.037(HT (^x)R1
x))1 a
z H(^
WLS
a 1.5, vi 1
(17)
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szi
mzi %error
3 100
(19)
Redundency
(mr mp)/n
25
1:09
23
193
1:02
189
670
& The Institution of Engineering and Technology 2009
209
1:11
189
IET Gener. Transm. Distrib., 2009, Vol. 3, Iss. 7, pp. 666 678
doi: 10.1049/iet-gtd.2008.0485
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671
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Bias
Consistent/E[e ]
Quality tr/det
Bias
Consistent/E[e ]
Quality tr/det
WLS
unbiased
consistent/23.13
4.08/199.24
unbiased
consistent/23.25
3.7/179.01
WLAV
unbiased
inconsisten/136.7
3.17/191.46
unbiased
inconsistent/80.67
2.26/173.98
SHGM
unbiased
inconsistent/1033.1
3.86/193.1
unbiased
consistent/26.37
3.7/178.28
WLS
unbiased
consistent/23.85
1.89/198.4
unbiased
consistent/22.97
1.81/178.02
WLAV
unbiased
inconsistent/130.91
1.68/190.53
unbiased
inconsistent/72.81
1.45/173.07
SHGM
unbiased
inconsistent/953.8
1.86/192.37
unbiased
consistent/24.1
1.80/177.63
IET Gener. Transm. Distrib., 2009, Vol. 3, Iss. 7, pp. 666 678
doi: 10.1049/iet-gtd.2008.0485
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IET Gener. Transm. Distrib., 2009, Vol. 3, Iss. 7, pp. 666 678
doi: 10.1049/iet-gtd.2008.0485
675
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Consistent/E[e ]
Quality tr/det
Bias
Consistent/E[e ]
Quality tr/det
6.63/
unbiased
consistent/188.16
6.24/
252/
unbiased
inconsistent/1
unbiased
consistent/190.02
WLAV
unbiased
inconsistent/1
SHGM
unbiased
inconsistent/3.06 10
6.46/
unbiased
unbiased
consistent/189.84
WLAV
unbiased
Inconsistent/1
SHGM
unbiased
Inconsistent/2.89 10
244.42/
5
inconsistent/2.53 10
6.16/
unbiased
consistent/190.23
245.18/
unbiased
inconsistent/1
4.75/ 2
unbiased
4.41/
241.12/
5
inConsistent/2.27 10
4.4/
unbiased
consistent/190
WLAV
unbiased
inconsistent/1
SHGM
unbiased
inconsistent/1.65 10
unbiased
consistent/188.3
255.65/
unbiased
inconsistent/1
6.70/
unbiased
unbiased
consistent/188.65
WLAV
unbiased
inconsistent/1
SHGM
unbiased
inconsistent/6.58 10
Mc
X
k1
Mc
X
wk 1
inconsistent/1.82 10
6.85/
unbiased
consistent/189.23
243.73/
unbiased
inconsistent/1
4.32/
(20)
k1
unbiased
6.35/
inconsistent/1.0 10
6.75/
249.88/
10
4.28/
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& The Institution of Engineering and Technology 2009
263.74/
9
f (x)
8.75/
Conclusion
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Acknowledgment
References
HUBER P.J.:
STRBAC G. :
Control of active
[17] United Kingdom Generic Distribution Network (UKGDS) [Online], available at: http://monaco.eee.strath.ac.
uk/ukgds/, accessed June 2008
[18] SINGH R., PAL B.C., VINTER R.B.: Measurement placement in
distribution system state estimation, IEEE Trans. Power
Syst., 2009, 24, (2), pp. 668 675
[19] KOTZ S. , KOZUBOWSKI T.J., PODGORSKI K.: The Laplace
distribution and generalizations (Birkhauser Boston, 2001)
[20] DEMPSTER A.P., LAIRD N.M., RUBIN D.B.: Maximum-likelihood
from incomplete data via the EM algorithm, J. R. Statist.
Soc. Ser. B, 1977, 39, (1), pp. 1 38
[21] REDNER R.A., WALKER H.F.: Mixture densities, maximum
likelihood and the EM algorithm, SIAM Rev., 1984, 26,
(2), pp. 195 239
[22] BILMES J.A.: A gentle tutorial on the EM algorithm and its
application to parameter estimation for Gaussian mixture
and hidden Markov models. Technical Report, International
Computer Science Institute, ICSI-TR-97-021, 1998
Appendix
(21)
677
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1
E[c2 (r)] p
2p
r 2 e(1=2)r dr Var(r) 1
(22)
1
1
E[c0 (r)] p
2p
e(1=2)r dr 1
(23)
1
E[c2 (r)]
(E[c0 (r)])2
av
2 (1=2)r 2
(av sgn(r)) e
1
2
1 1
2
(sgn(r))2 e(1=2)r dr 1
E[c (r)] p
2p 1
(26)
(27)
2
(2a2 v2 F(av) p
2p
(1=2)r 2
2d(r)e
1
E[c2 (r)]
0
(E[c (r)])
r
2
dr
p
p
2
(28)
(29)
c(r)
r
av sgn(r)
if
jrj av
otherwise
678
& The Institution of Engineering and Technology 2009
r 2 e(1=2)r dr)
(34)
2
p
2p
av
2 (1=2)r 2
r e
0
r
2 2
2
dr ave(a v =2) (2F(av) 1)
p
(35)
(30)
1
if jrj av
c (r)
2avd(r) 0
otherwise
av
2
1
(av sgn(r))2 e(1=2)r dr
E[c2 (r)] p
2p 1
1 av 2 (1=2)r 2
r e
dr
p
2p av
2
1 1
(av sgn(r))2 e(1=2)r dr
p
2p av
0
av
r 2 e(1=2)r dr
(33)
(25)
av
(24)
1
2
dr p
2p
(31)
1
E[c0 (r)] p
2p
av
e(1=2)r dr 2F(av) 1
(37)
av
E[c2 (r)]
(E[c0 (r)])2
0:7785
(0:8664)2
1:0371
(38)
IET Gener. Transm. Distrib., 2009, Vol. 3, Iss. 7, pp. 666 678
doi: 10.1049/iet-gtd.2008.0485