Electric Power Systems Research 81 (2011) 13881402

Contents lists available at ScienceDirect

Electric Power Systems Research

journal homepage: www.elsevier.com/locate/epsr

An integer-arithmetic algorithm for observability analysis of systems with

SCADA and PMU measurements
G.N. Korres
School of Electrical and Computer Engineering, National Technical University of Athens, 9, Iroon Polytechneiou Street, Zografou 15780, Athens, Greece

a r t i c l e

i n f o

Article history:
Received 3 December 2010
Accepted 8 February 2011
Available online 10 March 2011
Keywords:
Observable islands
Measurement placement
Standard Gaussian elimination
Fraction-free Gaussian elimination
Gain matrix
Gram matrix

a b s t r a c t
This paper presents an efcient numerical method for observability analysis of systems including both
conventional (SCADA) measurements and synchronized phasor (PMU) measurements, using integer preserving Gaussian elimination of integer coefcient matrices. The observable islands are identied in a
noniterative manner, by performing backward substitutions on the integer triangular factors of the integer gain matrix. Multiple placement of conventional and phasor measurements for a system that is found
to be unobservable is done by a direct method, using the integer triangular factors of a Gram matrix
associated with a reduced size Jacobian matrix. Since all computations performed are exact, no roundoff error, numerical instability, or zero identication problems occur. The IEEE 14-bus system is used to
illustrate the steps of the proposed method. Test results for the IEEE 300-bus and the FRCC 3949-bus
systems are provided to demonstrate the features of the proposed algorithms.
2011 Elsevier B.V. All rights reserved.

1. Introduction
The power system observability analysis determines if a state estimation solution for the entire system can be obtained using the
available set of measurements. Therefore it is a very important component in the EMS and it is usually carried out before the execution of
state estimation. Observability is dependent on the location and types of available measurements as well as the network topology. When
a network is found to be unobservable, it is divided into observable islands and a minimal set of additional measurements has to be placed
to render the entire network observable.
Observability analysis algorithms can be classied as topological, numerical, hybrid, and symbolic. The topological algorithms [16] use
graph theory concepts and they are combinatorial and rather complex. The numerical algorithm [7,8] is computationally simpler and is
based on the triangular factorization of the gain matrix of the normal equations. It uses an iterative scheme to determine the observable
islands. For measurement placement, one candidate boundary injection is placed at a time, each time updating the observable islands
until enough candidates are placed to merge all observable islands together. The numerical approach is extended to state estimation
using orthogonal transformations [9], state estimation with equality constraints [10,11], and the Hachtels based methods [12,13]. An
alternative numerical approach is presented in [14], based on the echelon reduction of decoupled Jacobian matrices. A direct (noniterative)
numerical procedure based on gain matrix triangular factorization is presented in [15] to determine the observable islands and in [16] for
multiple measurement placement. In [17] all the information needed for observability analysis is extracted from the Jacobian measurement
matrix using Gaussian elimination techniques. The numerical observability algorithm of [18], [19] relies on the Gram matrix related with
the Jacobian measurement matrix. In [20,21] a pivoting algorithm which calculates the null space of the Jacobian matrix is used for
observability analysis. A technique for observability checking based on Gaussian elimination and binary arithmetic is provided in [22]. An
algebraic approach to observability checking and restoration is proposed in [23], based on transferring rows to columns and vice versa
in the Jacobian measurement matrix. In [24] a hybrid (numerical-topological) method is proposed for network observability. The ow
measured branches form islands that determine a reduced network. Numerical techniques are then applied to this reduced network for
observability purposes. In [25,26], a hybrid procedure based on graph properties of the entire and a reduced network respectively and
echelon form of a corresponding test matrix is used for observability analysis. The algorithms of [27,28] combine factorization path concepts
and triangularization of the gain and Jacobian matrix respectively. The observability procedures of [29,30] are based on a symbolic iterative
reduction of the Jacobian matrix, which allows the identication of redundant measurements and observable islands.

Tel.: +30 772 3621; fax: +30 772 3659.

E-mail address: gkorres@softlab.ece.ntua.gr
0378-7796/$ see front matter 2011 Elsevier B.V. All rights reserved.
doi:10.1016/j.epsr.2011.02.005

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

1389

The above observability analysis methods were developed for traditional SCADA measurement systems but can be enhanced for systems
including PMU measurements. Unlike traditional SCADA systems, the phasor measurement unit (PMU) is a measuring device synchronized
via signals from global positioning system (GPS) satellite transmission [31] and can measure the voltage phasor of the installed bus and
the current phasors of all the lines connected with that bus. Several algorithms have been published in the literature for PMU placement,
with or without the presence of traditional measurements. These methods are mainly used for measurement system planning purposes.
Algorithm [31] nds the minimal set of PMUs for placement, by using graph theory and simulated annealing method. Simulated annealing
method is used in [32] to solve the problem of communication-constrained PMU placement, based on incomplete observability. A minimum
number of strategically located PMUs is selected in [33] to improve the bad data processing capability of state estimation. A generalized
ILP formulation under full and incomplete observability, considering situations with and without zero injections, is presented in [34]. A
method to determine the minimum number of PMUs that make a system topologically observable for normal operating conditions, as well
as for single branch outages, is presented in [35]. Besides the placement of mere PMUs, algorithm [36] also considers the placement of
PMUs when conventional measurements are present in the system.
Since oating point arithmetic is used, numerical observability methods are prone to round-off errors. Detection of zero pivots encountered during triangular factorization is based on a suitable zero threshold. The choice of threshold may lead to observable or unobservable
situations or even different number of observable islands for the same network. As the network size and the ratio of the number of injections to the number of ows grow, the gain matrix may become ill-conditioned [37] and the standard approach may give incorrect results
if the zero threshold is not suitably selected.
In this paper an efcient integer numerical procedure for observability analysis of systems including SCADA as well as PMU measurements is proposed. The method is based on the fraction-free Gaussian elimination of the gain matrix, that avoids oating point operations.
Since the proposed algorithm uses exact arithmetic, is not prone to rounding errors or numerical instabilities and requires no criterion for
zero identication. The observable islands of a non-observable system are determined in a noniterative manner, by using the triangular
factors of the singular gain matrix. A minimal set of pseudo measurements that make the network observable is chosen, by using the
triangular factors of the Gram matrix associated with a reduced size Jacobian matrix.
The paper is organized as follows. Section 2 presents the standard and the proposed fraction free Gaussian elimination of a matrix and
the solution of a linear system by a forward and a backward substitution. Section 3 presents the observability checking algorithm. Section
4 presents a noniterative algorithm for the identication of the observable islands. Section 5 presents a multiple measurement placement
algorithm based on the Gram matrix of a reduced network Jacobian. In Section 6 the IEEE 14-bus system is used to illustrate the details
of the proposed method. Section 7 presents numerical results for the IEEE 300-bus and the FRCC 3949-bus systems, to demonstrate the
computational behavior of the proposed algorithms. Finally, Section 8 shows the conclusions.
2. Solution of an integer linear system by standard and fraction free Gaussian elimination
We consider the following linear system
Ax = b

(1)

where A = [ai,j ] is a n n symmetric and positive denite integer matrix, b is a n 1 integer vector, and x is the unknown n 1 vector. The
standard Gaussian elimination admits the following factorization of A, as shown in Appendix A.
A = LDU

(2)

where L is a unit lower triangular matrix, D is a diagonal matrix, and U is a unit upper triangular matrix, all having real entries. Since
the matrix A is positive denite, we have U = LT . The linear system (1) can be solved for x by performing a standard forward substitution
(LDy = b) and a backward substitution (Ux = y), as shown in Appendix B. Note that all the operations to compute the LDU factors of A and
the unknown vector x are done in oating-point arithmetic.
An alternative procedure to solve (1) is the integer-preserving or fraction free Gaussian elimination of A [3842], which admits the
following factorization.
A = LD1 U

(3)

where L, D, and U have integer entries (see Appendix A). Then we solve the linear system
As = b det(A)
by performing a forward substitution

(4)
(LD1 y = b)

and a backward substitution (Us = ydet(A)) and we compute the vector x as

s
x=
det(A)

(5)

All entries of vector s are integer [42]. Nevertheless, the vector x has not integer entries, but they are expressed as fractions of integer
entries of s scaled by the determinant det(A) of matrix A.
It is to be noted that in both standard and fraction free Gaussian elimination approaches, the factors L, D, and U have identical sparsity
pattern and they require the same number of numerical operations for their computation.
3. Observability checking
For observability purposes, we consider the linearized measurement vector equation
z = Hx

(6)

where z(m 1) is the measurement vector composed of SCADA and PMU measurements, (n 1) is the vector of all bus phase angles,
H(m n) is the measurement Jacobian matrix, e(m 1) is the measurement error vector, m is the number of measurements, and n is

1390

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

the number of buses. If no PMUs exist in the measurement system, then an articial zero phase angle measurement is introduced at an
arbitrarily selected reference bus, without excluding that bus from the problem formulation. It should be noted that the system observability
is independent of the branch parameters as well as the operating state of the system. Therefore, all system branches can be assumed to
have an impedance of j1.0p.u. and all bus voltages can be set equal to 1.0p.u. for the purpose of observability analysis.
The SCADA measurements are modelled as follows:
- Active power ow measurement at bus i of branch i j:
Pijmeas = i j

(7)

- Active power injection measurement or zero injection at bus i:

Pimeas =

Pij =

j a(i)

(i j )

(8)

j a(i)

where a(i) is the set of buses connected with bus i. Note that Pi = 0 for a zero injection at bus i.
A PMU located at bus i can measure the phase angle i bus i:
meas
= i
i

(9)

and the real part Iij,r of current phasor Iij of all incident branches i j, assuming that Iij is represented in rectangular coordinates. Then, Iij,r
can be approximated as [44]:
meas
= i j
Iij,r

(10)

The Jacobian matrix will have the following form:

(11)
where ni is the number of buses j, k, . . . connected with bus i.
The gain matrix can be formed as:
G = HT H

(12)

where the measurement error covariance matrix is assumed to be the identity matrix without loss of generality.
The system is said to be observable if and only if the Jacobian matrix Hor the gain matrix G has full rank:
rank(H) = rank(G) = n

(13)

nullity(H) = nullity(G) = 0

(14)

Note that (13) provides a necessary but not sufcient condition for observability. For most power systems under normal operating
conditions, Eq. (13) will guarantee a reliable state estimate. The symmetric gain matrix G is positive denite for an observable system and
positive semi-denite for an unobservable system [16]. The matrix G can be decomposed into its LDU factors. If the diagonal factor D has
no zeros on its diagonal, then nullity(G) = 0 and the system is observable. If the diagonal factor D has at least one zero on its diagonal, then
nullity(G) = p > 0 and the system is unobservable. Note that if the ith diagonal entry Dii is zero, then all entries Uij , j > i of U are zero [43].
Note that under the above assumptions the entries of G will be integer. Although the matrix G is integer, the standard Gaussian
elimination uses oating point arithmetic and the factors L, D, and U have real entries. Hence, it is prone to rounding errors and needs
a suitable threshold to detect zero pivots (see Appendix B). In the proposed fraction free algorithm exact integer arithmetic is used, the
factors L, D, and U have integer entries and no criterion for zero pivot identication is required (Appendix B).
4. Identication of observable islands
We assume that the network branches are treated as directed (their from and to ends are dened). The elements of the branch-to-node
incidence matrix are dened as follows:

bij =

1
if branch i is directed away from node j
1 if branch i is directed towards node j
0
if branch i is not incident to node j

An unobservable system with nullity(G) = p > 0 is divided in r p observable islands, which can be determined by the following algorithm
[16], that is based on the LDU factorization described in Appendix B:

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

1391

Step 1. Form the gain matrix G = HT H and compute its LDU factors by Gaussian elimination.
Step 2. Compute the vector ci by a backward substitution Uci = uii ei for those is for which dii = 0, where ei is a vector with all entries zero
except for a 1 as its ith entry. Note that the number of such zero diagonals in D will be exactly equal to p. When the fraction free approach
is used the elements of vectors ci will be integer.
Step 3. Form the matrix C composed of column vectors ci and compute the product BC, where B is the branch-to-node incidence matrix.
If at least one entry in a row of BC is not zero, then the corresponding branch is unobservable.
Step 4. Remove all the unobservable branches. The resulting connected subnetworks dene the observable islands.
Step 5. Stop.
It should be noted that factor U can be obtained either by the standard or the fraction-free Gaussian elimination of the gain matrix,
providing equivalent results.
5. Measurement placement
Let an unobservable system, with nullity(H) = p > 0, be separated in r observable islands. In order to make the network globally observable,
we need p non-redundant measurements with regard to the existing measurements. Candidates for placement can be boundary injections
or PMUs. If a candidate PMU is installed at an internal bus of an observable island, its associated voltage phasor is sufcient to merge
it to another island, but its incident branch current phasors cannot be exploited, since they are redundant with the existing internal
measurements. A candidate PMU located at an unmeasured boundary bus can be used to merge more observable islands together, through
the current phasors of its incident unobservable branches, thus reducing the number of PMUs used for observability restoration. The
candidate boundary buses to place PMUs are ordered in descending order of number of connected neighbour islands. The candidate
boundary buses to place injections may be ordered in descending order of accuracy.
Let Hb (mb n) be the submatrix of H corresponding to the existing boundary injections and the voltage phasors of existing PMUs and
Hc (mc n) be the Jacobian matrix corresponding to candidates for placement (boundary injections, voltage phasors and current phasors
in unobservable branches of boundary PMUs). We dene by Wb (mb r) and Wc (mb r) the reduced order Jacobian matrices:
Wb = (wb1 wbi wbr )

(15)

Wc = (wc1 wci wcr )

(16)

where column wbi (wci ) is the sum of columns of Hb (Hc ) which correspond to the buses of the ith island. It can be proven that [24]:
nullity(H) = nullity(Wb )

nullity

H
Hc

= nullity

Wb
Wc

(17)

(18)

Let M be the Gram matrix [43] associated with


M=

Wb
Wc



Wb
Wc

Wb
Wc


:

T
(19)

From linear algebra we have the following properties:

rank(M) = rank

Wb
Wc

= r nullity

Wb
Wc

(20)

The condition for making the network globally observable is achieved if and only if:

nullity

H
Hc

= nullity

Wb
Wc

= 0 rank(M) = r

(21)

The Gram matrix M is decomposed into its LDU factors. If the kth diagonal entry of D is zero (nonzero), then the kth row of M is linearly
dependent (independent) from the set of rows 1, . . ., k 1 of M [43] and the kth measurement is redundant (non-redundant) with respect to
the previous k 1 measurements. Hence, candidate measurements associated with nonzero diagonals of D are chosen for placement until
the number of selected measurements reaches p. If at least the voltage phasor measurement at a bus i or a current phasor measurement at a
branch i j is selected for placement, then all the available measurements of the PMU at bus i will be added for restoration, thus increasing
the system redundancy and reliability.
Comparing the proposed method with those of [16,17,19], we see that:
- In [16,17] the m p product E = Hc C is used, where matrix C(n p) is computed by p back substitutions with the factors of the gain matrix
G(n n) or the Jacobian matrix H(m n), respectively. Following the columns with nonzero pivots in the Echelon form of E will yield the
corresponding candidate measurements as the minimal set for observability restoration.



T

H
H
- In [19], the (m + mc ) (m + mc ) Gram matrix F =
is used. Following the rows with nonzero pivots in the triangular factors
Hc
Hc
of F will yield the corresponding candidate measurements as the minimal set for observability restoration.
Note that the number of such candidate measurements for restoration will be exactly equal to the rank deciency p of the gain matrix.
Since mb + mc  n and mb + mc  m + mc , the Gram matrix M in (19) has much smaller dimensions than matrices Hc , C and F. Note also

1392

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

Island 4

Island 1

12
1

13

14
Island 2

6
1

Island 3

11

10

Island 6

Island 5

41

2
1

31

:
:
:
:

power flow measurement

power injection measurement
current phasor measurement
voltage phasor measurement

Fig. 1. IEEE 14-bus system and measurement conguration.

that [16,17] require additional computations to form the product E = Hc C. Hence, fewer arithmetic operations are needed for the proposed
algorithm and that leads to signicant savings in computational effort. It should be emphasized that the proposed method does not depend
on the type of algorithm (topological, numerical, hybrid, or symbolic) used for observability analysis and needs no intermediate results,
like matrix C used in [16,17].
6. Illustrative example
The IEEE 14-bus system, with the mixed conventional and phasor measurement conguration of Fig. 1, is used to illustrate the proposed
algorithms. The measurement system consists of conventional power ows in branches 1-2, 1-5, 3-4, 4-9, and 6-13, conventional power
injections at buses 1, 6, and 9, and PMUs at buses 7 and 12. The PMU at bus 7 measures the voltage phasor of bus 7 and the current phasors
of branches 7-4, 7-8, and 7-9. The PMU at bus 12 measures the voltage phasor of bus 12 and the current phasors of branches 12-6 and
12-13.
6.1. Observability checking
The measurement Jacobian matrix H, associated to the measurement set of Fig. 1, is as follows:

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

1393

The corresponding gain matrix G = HT H is:

6 3
3 2

G=

3
1

1
1

5
1
1

3 4
1
1
1

4 18
4
5 5

5 1 5
1
1

1 1

5
5
18
4
4

1 4
1
1
1

1
1
4
1
1

1 5
1
4

1
4

The triangular factors of G = HT H with the standard Gaussian elimination are:

U=

1.0

0.5
1.0

0.5
1.0
1.0

1.0
1.0
1.0

1.6667
0.3333
0.3333

4.0
1.0
1.0
1.0

1.0
0.5 0.5

1.0 0.2
1.0
0.2
0.2

1.0
1.25
0.25
0.25

1.0
0.3171
0.3171

1.0

1.0
1.0

1.0 0.6

1.0

1.0

The triangular factors of G = HT H with the fraction free Gaussian elimination are:

6 3
3

U=

3
3
3

3
9

15
9

36
18
90 18
72

90
90
246

3
3

9
9
9

9 9

18
18

18
18

78
78

246

18
18

45 27

27

27

Since the factor D has two zero diagonal entries at positions 10 and 14, the rank deciency of the measurement system is equal
to two (nullity(H) = nullity(G) = 2) and the network is unobservable. Notice that D1,1 = U1,1 , Di,i = Ui1,i1 Ui,i , 2 i 9, D10,10 = 0, D11,11 = 18,
Di,i = Ui1,i1 Ui,i , 12 i 13, D14,14 = 0 (see (A16)(A18) in Appendix A), which indicates that matrix D is completely predicable (its diagonals
are computed from already computed diagonal elements of U). Hence, only the positions of the zero diagonals (pivots) in D need to be
stored.

1394

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

6.2. Identication of observable islands

To identify the observable islands, we perform the following two backward substitutions:
standard procedure:
T

Uc10 = u10,10 e10 = 1 e10 = ( 0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

1.0

0.0

0.0

0.0

0.0 )

Uc14 = u14,14 e14 = 1 e14 = ( 0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

1.0 )

0 0

fraction free procedure:

Uc10 = u10,10 e10 = 246 e10 = ( 0

Uc14 = u14,14 e14 = 27 e14 = ( 0

0 0

246

27 )

0)

and form the matrix C = (c10 c14 ) given below, for the standard and the fraction free approach, respectively:

27 0
27 0
0

27 0
0

C=

0
0

0
0

27 0

0
27

0
0
0
27

1.0 0.0
1.0 0.0
0.0 0.0

0.0 0.0

1.0 0.0
0.0 0.0

0.0 0.0

C=

0.0 0.0
0.0 0.0
1.0 0.0

0.0 1.0

0.0 0

0.0
0
0.0
1.0

Bus 1
Bus 2
Bus 3
Bus 4
Bus 5
Bus 6
Bus 7
Bus 8
Bus 9
Bus 10
Bus 11
Bus 12
Bus 13
Bus 14

Bus 1
Bus 2
Bus 3
Bus 4
Bus 5
Bus 6
Bus 7
Bus 8
Bus 9
Bus 10
Bus 11
Bus 12
Bus 13
Bus 14

The branch-to-node incidence matrix B is given by:

1 2 3 4
1 -1
1
1 -1
1
-1
1
1 -1
1
1
1
B

9 10 11 12 13 14

-1
-1
-1
1

-1

-1

-1
1
1
1

-1
1
1

-1

-1
1
1

-1

-1
1

-1

-1

-1
1

-1
1 -1

Br 1-2
Br 1-5
Br 2 - 3
Br 2 - 4
Br 2 - 5
Br 3 - 4
Br 4 - 5
Br 4 - 7
Br 4 - 9
Br 5 - 6
Br 6-10
Br 6 - 12
Br 6 - 13
Br 7 - 8
Br 7 - 9
Br 9 - 11
Br 9 - 14
Br 10-11
Br 12-13
Br 13-14

The corresponding matrix BC for the standard and the fraction free approach is as follows:

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

B.C

0
0
27
27
0
0
27
0
0
27
27
0
0
0
0
0
0
27
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
27
27
27
0
27

Br 1-2
Br 1-5
Br 2- 3
Br 2- 4
Br 2 - 5
Br 3 - 4
Br 4- 5
Br 4 - 7
Br 4 - 9
Br 5- 6
Br 6-10
Br 6 - 12
Br 6 - 13
Br 7 - 8
Br 7 - 9
Br 9 - 11
Br 9 - 14
Br 10-11
Br 12-13
Br 13-14

B.C

0.0
0.0
1.0
1.0
0.0
0.0
1.0
0.0
0.0
1.0
1.0
0.0
0.0
0.0
0.0
0.0
0.0
1.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
1.0
1.0
1.0
0.0
1.0

1395

Br 1-2
Br 1-5
Br 2- 3
Br 2 - 4
Br 2 - 5
Br 3 - 4
Br 4 - 5
Br 4 - 7
Br 4 - 9
Br 5 - 6
Br 6 - 10
Br 6 - 12
Br 6 - 13
Br 7 - 8
Br 7 - 9
Br 9 - 11
Br 9 - 14
Br 10-11
Br 12-13
Br 13-14

Nonzero rows 3, 4, 7, 10, 11, 16, 17, 18, and 20 of BC correspond to unobservable branches 2-3, 2-4, 4-5, 5-6, 6-10, 9-11, 9-14, 10-11,
and 13-14 respectively. Removing all unobservable branches, the resulting connected subnetworks dene the observable islands: island 1
{6, 12, 13}, island 2 {10}, island 3 {11}, island 4 {14}, island 5 {1, 2, 5}, and island 6 {3, 4, 7, 8, 9}, as shown in Fig. 1.

6.3. Measurement placement

Since the rank deciency of the measurement Jacobian H is equal to two, we need two non-redundant (critical) measurements to make the whole system barely observable. Based on the identied observable islands, we form the reduced Jacobian
matrix Wb associated with the existing boundary injection measurements P6 and P9 and the phase angle measurements 7 and
12 .

where I1 , I2 , I3 , I4 , I5 and I6 denote the observable islands.

If only power injections are used for placement, candidates will be the injections at the non-measured boundary buses 2, 3, 4, 5, 10, 11,
13, and 14. The corresponding reduced Jacobian matrix Wc will be:

1396

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

We form the reduced Jacobian matrix W =

6
0
0
2
0 6 2 0
0 2 1 0

2 0 0 1

2 4 2 0

1 2 1 0
M=
2 4 2 0
4 2 1 1

4 1 0 1

1 4 1 0
2 1 0 1
2 4 1 1

2 1
2
4 2
4
2 1
2
0
0
0
8 4 8
4 2
4
8 4
8
6 3 6
0
0
0
2 1 2
0
0
0
2 1 2

Wb
Wc

and its Gram matrix M = WWT as follows:

4 4
2 1
1 0
1 1
6
0
3 0
6 0
6
1
1
6
1 4
1 1
2
1

1
2
4 1
1 0
0
1
2
0
1 0
2 0
1 1
4 1
6
0
0
2
1 3

2
4

1
1

2
2

1
3
6

P6
P9
7
12
P2
P3
P4
P5
P10
P11
P13
P14

The factors D and U of M using the fraction free Gaussian elimination are:

U=

2
24
24
4
8
8

2
36 12
12

1
2
4
12 24 12
12 24 12
4 8
4
4 8
8
8
8
8

4
1
6
24
12 12
4
4
8
4

8
4

2
2
6
24

12 12
4
4

4
4

P6
P9
7
12
P2
P3
P4
P5
P10
P11
P13
P14

The injections at buses 2 and 10 are nonredundant with respect to injections at buses 6 and 9 and phase angles at buses 7 and 12, since
they correspond to nonzero diagonal entries of D, and hence they are chosen as the minimal measurement set to restore observability.
If only PMUs are used for placement, the candidates will be PMUs located at the non-measured boundary buses, in descending order
of connections to other islands. Buses 5, 10, 11, 14, which are connected with two neighbour islands, are ordered rst and buses 2, 4, 3,
13, which are connected with one neighbour island, are ordered last. It is to be noted that only current measurements in interconnection (unobservable) branches will be considered for observability restoration, since current measured internal (observable) branches are
redundant with regard to existing measurements.
The corresponding reduced Jacobian matrix Wc will be:

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

We form the reduced Jacobian matrix W =

2
1

1
3
1
3

1
M=

2
1

1
1

1
2
2

2
6
2

2
1

1
2 1

1
1
3 1
1
1
3 1
1

1
1

1 3 1
2
1
1
1
1
2
1
1
2
1
1
1
1

1
1

Wb
Wc

3 1
1
1

1
3 1 1
1
1

1
1
1
1
1

1
2
2
1
1 2 1
1 2 1
1
1 2 1
1
1

1
1

2 1
1
1

1
1
2
1

1
1
1
1

and its Gram matrix M = WWT as follows:

1
1
1
1
2 1 1 2
1 1
1
1
1 1
2
1
1 1 2 1
1
2

2 1
2 1
2
1
2
1
2
1
2
1
2
1
1

1
1
1

1397

1
1
1

1 1
2 2
1 1
1
2
1

1
2
1

2
1

1
2
1

1
2
1

2
1

1
2
1

1 1
1
1 2 2 1 2
1 1
1 1
1

1
1
1
1
1

1
1
1
1
1
1
1

1
2
1
1
1
1
1
1
1
1

1
1
2
1
1
1

1
2

1 1 1

1
2
2
1
1 2
1 2
1
1 2

1
1 1
1
2 1 2 2 1 2
2 1 2 2 1 2
1 1
1
1
1
1
2 1
2
2
1
2
2 1
2
2
1
2
1 1
1
1
1
1
2 1
2
2
1
2

1
1

2
1

1
1
2

1
2

P6
P9
7
12
5
I54
I56
10
I106
I1011
11
I119
I1110
14
I149
I1413
2
I23
I24
4
I42
I45
3
I32
13
I1314

1398

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

Table 1
Test results for the IEEE 300-bus system.
Case

No. of power
ows and
current phasors

No. of voltage
phasors

No. of power
injections

Standard
Gaussian
elimination

Fraction free
Gaussian
elimination

= 104

1
2
3

0
95
146

0
25
30

279
279
279

= 105

= 106

No. of pivots

No. of
islands

No. of
pivots

No. of
islands

No. of
pivots

No. of
islands

21
3
4

243
6
6

21
3
4

243
6
6

21
3
4

224
6
6

No. of
pivots

No. of
islands

21
3
4

243
6
6

The factors D and U of M using the fraction free Gaussian elimination are:

U=

36

12
12

2 1
4

4
2

1 3
12
12
4
2
2
2
2

1
4
2

1
6
6
12 12
4
2 2

18

1
6 6
12 12
4
2

18

2 1
6
12
4 4
2

1
1
12 12 12
12 12 12
4
4
2
2

1
1
12 12 12
12 12 12
4 4
2 2

1
2
12 12
12 12
4 4
2

2
2
1

1
1

1
1
1
1
1
1
1
1
1
1
1
1
1
1

2 P6
P9
6
12 7
4 12
5
I54
I
56
10
I106
I1011

11
I119
I1110
14
I
149
I1413
2
I23
I24

4
I42
I45
3
I
32
13
1
I1314

The diagonal entries 1, 2, 3, 4, 5 and 10 of D are nonzero, which means that rows 5 and 10 of W, corresponding to 5 and I10-11 , are
linearly independent from rows 1, 2, 3, and 4 of W. Hence, the candidate phase angle measurement 5 and branch current measurement
I10-11 are nonredundant with respect to existing measurements P6 , P9 7 and I10-11 , and PMUs at buses 7 and 10 are chosen as the minimal
set of PMUs to make the network globally observable.

7. Test cases
This section presents and discusses results from realistic case studies based on the IEEE 300-bus system [45] and the FRCC (Florida
Reliability Coordinating Council) system [46] having 3949 buses and 6038 branches. Different simulations are performed involving different
proportions of SCADA measurements (branch power ows and bus power injections) and PMU measurements (voltage phasors at the
installed buses and current phasors on all lines incident to those buses). For observability purposes, power ows and current phasors are
equivalent. The number of voltage phasors is equal to the number of PMUs. For simplicity, only active power measurements are considered.
The proposed algorithm has been implemented with minor modications to the factorization and substitution routines of an existing state
estimation program written in Compaq Visual Fortran for Windows. All simulations have been carried out using an Intel Core i3 processor,
clocking at 2.13 GHz and 2 GB of RAM, with the 64-bit Windows 7 operating system.
In all cases the networks are found to be unobservable. Tables 1 and 2 show comparative results for the two test systems by applying
both the standard and the fraction free algorithms. Observing Table 1 (IEEE 300-bus system) it can be concluded that for an injection only
measurement set, the number of zero pivots and observable islands are different for different values of . For the FRCC system (Table 2),
we obtain different number of zero pivots and observable islands for different values of , when only injections are present or when the
number of injections is higher than the number of ows. In all cases, the observability was successfully restored for any combination of
SCADA and PMU candidate measurements.
While no numerical problem is observed in detecting zero pivots and observable islands with the proposed approach, incorrect results
are observed with the standard approach because of oating-point errors and inappropriate choice of zero threshold value . The reason
is that, as the network size and the ratio of number of injections to number of ows grow, the gain matrix becomes ill-conditioned [37]
and the standard approach gives incorrect results for any zero threshold choice.

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

1399

Table 2
Test results for the FRCC system.
Case

No. of voltage
phasors

No. of power
ows and
current phasors

No. of power
injections

Standard
Gaussian
elimination

Fraction free
Gaussian
elimination

= 104

1
2
3
4

1553
1553
4842
0

45
65
150
0

0
3015
3015
3015

= 105

= 106

No. of
pivots

No. of
islands

No. of
pivots

No. of
islands

No. of
pivots

No. of
islands

2793
576
106
930

2793
1675
172
2897

2793
573
106
929

2793
1558
172
2886

2793
565
106
927

2793
1546
172
2815

No. of
pivots

No. of
islands

2793
577
106
932

2793
1558
172
2899

8. Conclusions
This paper presents an efcient observability analysis method, for systems composed of traditional as well as synchronized phasor
measurements, using the integer factors of integer coefcient matrices. Observable islands are identied in a noniterative manner and
additional measurements for placement are provided by a direct method, for a network found to be unobservable. Since the proposed
method does not use oating-point computations is not prone to rounding errors. The proposed algorithms are computationally very
attractive, yet simple to implement in existing state estimators by minor modications to the existing sparse factorization and substitution
operations. Numerical examples are provided to illustrate the steps and performance of the proposed algorithms.
Appendix A. Standard and fraction free LDU factorization
Let A = [ai,j ] be a n n symmetric positive denite matrix. The standard Gaussian elimination gives the following LDU factorization of A.

l2,1
.
..
l

1
..
.

A=

ln1,2
ln,2

n1,1

ln,1

..

1
ln,n1

d1,1

d2,2
..

.
dn1,n1

dn,n

u1,2
1

..
.

u1,n1
u2,n1
..
.
1

u1,n
u2,n

..
= ldu
.

un1,n
1

(A1)

where
(0)

ai,1 = ai,1 ,
(j1)

ai,j

(j2) (j2)
(j2)
j2
aj1,j1 ai,j1 aj1,j
(j2)
aj1,j1

ai,j

(2 j i n)

(A2)

(j1)

li,j = uj,i =

ai,j

j1

aj,j

(i1)

di,j = ai,i

(1 j i n)

(A3)

(1 i n)

(A4)

The determinant of A is given as [40,42]:

det(A) =

n


(0)

(1)

(2)

(n2)

(n1)

di,i = a1,1 a2,2 a3,3 . . . an1,n1 an,n

(A5)

i=1
(k)

We introduce by Ai,j the following determinant:

(A6)
From [42] we have the relations:
(1)

A0,0 = 1,
(k)

Ai,j =

(0)

Ai,j = ai,j

(k1) (k1)
(k1) (k1)
Ak,k Ai,j
Ai,k Ak,j
(k2)
Ak1,k1

(1 i, j n)
(k < i, j n)

(A7)

1400

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

Combining (A2) and (A7) we have:

(i1)

(i1)
ai,j

Ai,j

(1 i, j n)

(i2)

Ai1,i1

(A8)

Combining (A3), (A4), and (A8) we have:

(j1)

li,j = uj,i =

Ai,j

(j1)

Aj,j

(i1)

di,i =

Ai,i

(i2)

Ai1,i1

(1 j < i n)

(A9)

Based on (A9), we have the integer-preserving or fraction free Gaussian elimination, which admits the following LD1 U factorization
[42] of A.

A=

L1,1
L2,1
..
.

L2,2
..
.

.
Ln1,n1

Ln,n1

Ln1,2
Ln,2

n1,1

Ln,1

..

D1,1

D2,2
..

.
Dn1,n1

U1,1

U1,2
U2,2

..
.

U1,n1
U2,n1
..
.
Un1,n1

Dn,n

U1,n
U2,n

..
= LD1 U(A10)
.

Un1,n
Un,n

where
(j1)

(1 j i 1)

(A11)

(i1)

(1 i n 1)

(A12)

Li,j = Uj,i = Ai,j

Li,i = Ui,i = Ai,i
(n1)

Un,n = An,n

(i2)

= det(A)
(i1)

Di,i = Ai1,i1 Ai,i

(1 i n 1)

(n2)

Dn,n = An1,n1

(A13)
(A14)
(A15)

From (A7), (A12), (A14) and (A15) we obtain:

D1,1 = U1,1
Di,i = Ui1,i1 Ui,i

(A16)
(2 i n 1)

Dn,n = Un1,n1

(A17)
(A18)

Notice that since the matrix D is completely predicable, it does not need to be stored. If the matrix A has integer entries, in the standard
Gaussian elimination all divisions are oating-point operations and L, D, and U have real entries, but in the fraction free Gaussian elimination
all divisions are integer operations with exact integer results and L, D, and U have integer entries [40,42].
Appendix B. Standard and fraction free forward and backward substitution
Let A be a n n symmetric and positive denite or semi-denite matrix. If no zero pivot is encountered during its triangular factorization,
then the matrix A is positive denite else is positive semi-denite.
For the standard Gaussian elimination (Appendix A) we have the following LDU factorization algorithm. Positive threshold is used for
detecting zero pivots during standard Gaussian elimination. Diagonal entries whose absolute value is less than are considered as zero.

(B1)
The linear system Ax = b can be solved by performing a forward and a backward substitution as follows.

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

1401

forward substitution:
LDy = b

(B2)

backward substitution:
Ux = y

(B3)

For the fraction free Gaussian elimination (Appendix A) we have the following LD1 U factorization algorithm:

(B4)
Note that if the matrix A has integer entries, there is no need for any zero threshold in fraction free Gaussian elimination, since all
computations are exact (integer). The solution of the linear system Ax = b can be obtained by solving the linear system As = bunn and
computing x = s/unn . All entries of vector s will be also integer [42]. However the vector x will not have integer entries, but they will be
expressed as fractions of integer entries of s scaled by unn .
The vector s can be computed by performing a forward and a backward substitution as follows.
forward substitution:
LD1 y = b

(B5)

backward substitution:
Us = yunn

(B6)

Taking into account that lii = 1 (1 i n) for the standard Gaussian elimination and d11 /l11 = 1, dnn /ln-1,n-1 = 1, (wii /lii )/li1,i1 =
1, lii /dii = 1/li1,i1 (1 < i n 1) for the fraction free Gaussian elimination, we obtain a common forward substitution algorithm
for both cases, as follows.

(B7)
where wii = 1/dii for the standard Gaussian elimination and wii = dii for the fraction free Gaussian elimination.
The backward substitution algorithm for both cases will be as follows:

(B8)
where w = x, t = y for the standard Gaussian elimination and w = s, y = yunn for the fraction free Gaussian elimination.

1402

G.N. Korres / Electric Power Systems Research 81 (2011) 13881402

References
[1] G.R. Krumpholz, K.A. Clements, P.W. Davis, Power system/observability: a practical algorithm using network topology, IEEE Trans. Power Appl. Syst. 99 (1980) 15341542.
[2] K.A. Clements, G.R. Krumpholz, P.W. Davis, Power system state estimation with measurement deciency: an algorithm that determines the maximal observable
subnetwork, IEEE Trans. Power Appl. Syst. 101 (1982) 30443052.
[3] K.A. Clements, G.R. Krumpholz, P.W. Davis, Power system state estimation with measurement deciency: an observability/measurement placement algorithm, IEEE
Trans. Power Appl. Syst. 102 (1983) 20122020.
[4] V.H. Quintana, A. Simoes-Costa, A. Mandel, Power system topological observability using a direct graph-theoretic approach, IEEE Trans. Power Appl. Syst. 101 (1982)
617626.
[5] Th. Van Cutsem, P.J. Gaily, A simple algorithm for power system observability analysis and related functions, Proc. CIGRE/IFAC Symp. Control Appl. Power Syst. (1983)
101105.
[6] R.R. Nucera, M.L. Gilles, Observability Analysis:, A new topological algorithm, IEEE Trans. Power Syst. 6 (1991) 466475.
[7] A. Monticelli, F.F. Wu, Network observability: theory, IEEE Trans. Power Appl. Syst. 104 (1985) 10421048.
[8] A. Monticelli, F.F. Wu, Network observability: identication of observable islands and measurement placement, IEEE Trans. Power Appl. Syst. 104 (1985) 10351041.
[9] A. Monticelli, F.F. Wu, Observability analysis for orthogonal transformation based state estimation, IEEE Trans. Power Syst. 1 (1986) 201206.
[10] F.F. Wu, W.-H.E. Liu, S.-M. Lun, Observability analysis and bad data processing for state estimation with equality constraints, IEEE Trans. Power Syst. 3 (1988) 541548.
[11] G.N. Korres, A robust method for equality constrained state estimation, IEEE Trans. Power Syst. 17 (2002) 305314.
[12] F.F. Wu, W-H.E. Liu, L. Holten, A. Gjelsvik, S. Aam, Observability analysis and bad data processing for state estimation using Hachtels augmented matrix method, IEEE
Trans. Power Syst. 3 (1988) 604611.
[13] R.R. Nucera, V. Brandwajn, M.L. Gilles, Observability analysis and bad data analysis using augmented blocked matrices, IEEE Trans. Power Syst. 8 (1993) 426433.
[14] D.M. Falcao, M.A. Arias, State estimation and observability analysis based on echelon forms of the linearized measurement models, IEEE Trans. Power Syst. 9 (1994)
979987.
[15] B. Gou, A. Abur, A direct numerical method for observability analysis, IEEE Trans. Power Syst. 15 (2000) 625630.
[16] B. Gou, A. Abur, An improved measurement placement algorithm for network observability, IEEE Trans. Power Syst. 16 (2001) 819824.
[17] B. Gou, Jacobian matrix-based observability analysis for state estimation, IEEE Trans. Power Syst. 21 (2006) 348356.
[18] M.C. de Almeida, E.N. Asada, A.V. Garcia, On the use of Gram matrix in observability analysis, IEEE Trans. Power Syst. 23 (2008) 249251.
[19] M.C. de Almeida, E.N. Asada, A.V. Garcia, Power system observability analysis based on Gram matrix and minimum norm solution, IEEE Trans. Power Syst. 23 (2008)
16111618.
[20] E. Castillo, A.J. Conejo, R.E. Pruneda, C. Solares, State estimation observability based on the null space of the measurement Jacobian matrix, IEEE Trans. Power Syst. 20
(2005) 16561658.
[21] E. Castillo, A.J. Conejo, R.E. Pruneda, C. Solares, Observability analysis in state estimation: a unied numerical approach, IEEE Trans. Power Syst. 21 (2006) 877886.
[22] C. Solares, A.J. Conejo, E. Castillo, R.E. Pruneda, Binary-arithmetic approach to observability checking in state estimation, IET Gener. Transm. Distrib. 3 (2009) 336345.
[23] R.E. Pruneda, C. Solares, A.J. Conejo, E. Castillo, An efcient algebraic approach to observability analysis in state estimation, Electric Power Syst. Res. 80 (2010) 277286.
[24] G.C. Contaxis, G.N. Korres, A reduced model for power system observability analysis and restoration, IEEE Trans. Power Syst. 3 (1988) 14111417.
[25] G.N. Korres, P.J. Katsikas, K.A. Clements, P.W. Davis, Numerical observability analysis based on network graph theory, IEEE Trans. Power Syst. 18 (2003) 10351045.
[26] G.N. Korres, P.J. Katsikas, A hybrid method for observability analysis using a reduced network graph theory, IEEE Trans. Power Syst. 18 (2003) 295304.
[27] N.G. Bretas, Network observability: theory and algorithms based on triangular factorization and path graph concepts, IET Gener. Transm. Distrib. 143 (1996) 123128.
[28] J.B.A. London Jr., L.F.C. Alberto, N.G. Bretas, Analysis of measurement set qualitative characteristics for state estimation purposes, IET Gener. Transm. Distrib. 1 (2007)
3945.
[29] I.W. Slutsker, J.M. Scudder, Network observability analysis through measurement Jacobian matrix reduction, IEEE Trans. Power Syst. 2 (1987) 331338.
[30] R.-L. Chen, A fast integer algorithm for observability analysis using network topology, IEEE Trans. Power Syst. 5 (1990) 10011009.
[31] T.L. Baldwin, L. Mili, M.B. Boisen Jr., R. Adapa, Power system observability with minimal phasor measurement placement, IEEE Trans. Power Syst. 8 (1993) 707715.
[32] R.F. Nuqui, A.G. Phadke, Phasor measurement unit placement techniques for complete and incomplete observability, IEEE Trans. Power Del. 20 (2005) 23812388.
[33] J. Chen, A. Abur, Placement of PMUs to enable bad data detection in state estimation, IEEE Trans. Power Syst. 21 (2006) 16081615.
[34] B. Gou, Generalized integer linear programming formulation for optimal PMU placement, IEEE Trans. Power Syst. 23 (2008) 10991104.
[35] S. Chakrabarti, E. Kyriakides, Optimal placement of phasor measurement units for power system observability, IEEE Trans. Power Syst. 23 (2008) 14331440.
[36] B. Gou, Optimal placement of PMUs by integer linear programming, IEEE Trans. Power Syst. 23 (2008) 15251526.
[37] J.W. Gu, K.A. Clements, G.R. Krumpholz, P.W. Davis, The solution of ill-conditioned power system state estimation problems via the method of Peter and Wilkinson, IEEE
Trans. Power Appl. Syst. 102 (1983) 34733480.
[38] E.H. Bareiss, Sylvesters identity and multistep integer-preserving Gaussian elimination, Math. Comput. 22 (1968) 565578.
[39] E.H. Bareiss, Computational solutions of matrix problems over an integral domain, J. Inst. Math. Appl. 10 (1972) 68104.
[40] G.C. Nakos, P.R. Turner, R.M. Williams, Fraction-free algorithms for linear and polynomial equations SIGSAM Bull., vol. 31, ACM Press, 1997, pp. 1119.
[41] P.R. Turner, Fraction-free RNS algorithms for solving linear systems, in: Proc. ARITH13, IEEE Computer Society, 1997.
[42] W. Zhou, D.J. Jeffrey, Fraction-free matrix factors: new forms for LU and QR factors, Front. Comput. Sci. China 2 (2008) 6780.
[43] L. Pursell, S.Y. Trimble, Gram-Schmidt orthogonalization by Gauss elimination, Am. Math. Monthly 98 (1991) 544549.
[44] T.S. Bi, X.H. Qin, Q.X. Yang, A novel hybrid state estimator for including synchronized phasor measurements, Electric Power Syst. Res. 78 (2008) 13431352.
[45] University of Washington, Power System Test Cases Archive [online]. Available at: http://www.ee.washington.edu/research/pstca/.
[46] PowerWorld Test Case Archives. Available at: http://www.powerworld.com.
George N. Korres was born in Athens, Greece, in 1960. He received the Dipl.Eng. and the Ph.D. degrees in electrical engineering from the National Technical University of Athens,
Greece, in 1984 and 1988, respectively. Currently, he is an Associate Professor in the School of Electrical and Computer Engineering at the National Technical University
of Athens, Greece. His elds of interest include estimation and identication techniques in power systems. He is a senior member of IEEE and member of CIGRE and the
Technical Chamber of Greece.