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IEEE Power & Energy Society TECHNICAL REPORT

May 2016 PES-TR20


2013(example)

State Estimation Concepts


and Terminology
PREPARED BY THE
Power Systems Operations Committee
State Estimation Algorithms Working Group
Task Force on State Estimation Concepts and Terminology

IEEE 2016 The Institute of Electrical and Electronics Engineers, Inc.


No part of this publication may be reproduced in any form, in an electronic retrieval system or otherwise, without the prior written permission of the publisher.
PES-TR20 State Estimation Concepts and Terminology

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PES-TR20 State Estimation Concepts and Terminology

IEEE Task Force on


State Estimation Concepts and Terminology

Chair of the Working Group: Dr. Lamine Mili


Chair of the Task Force: Dr. Ali Abur
Vice-Chair of the Task Force: Dr. Sarma (NDR) Nuthalapati
Secretary: Dr. Cansin Y Evrenosoglu

Members and Contributors:

Antonio Gomez Exposito


Mehmet Celik
Narsi Vempati
M. Davis Hwang
John Allemong
Patrick Panciatici
Serge Lefebvre
Jacques Prevost
Jinazhong Tong
Jianwei (Jay) Liu
Luo Xiaochuan
Liang (Benny) Zhao
Djordje Atanackovic
Diran Obadina
Xiaoming Feng
Daniel J. French
Ali Ghassemian
Matthew Gardner
Xiaodong Liu
Robson Pires
P. Pentayya
Luigi Vanfretti
Kevin Clements

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PES-TR20 State Estimation Concepts and Terminology

ACKNOWLEDGMENTS

The Task Force is truly grateful for the support of our sponsoring committee on Power
System Operations and the Working Group on State Estimation Algorithms.
The Task Force gratefully acknowledges the contributions of participants of our Task
Force Meetings who contributed through their discussions in converging on this report.

KEYWORDS

Bad Data Detection, Control Centers, Critical Measurements, Observability Analysis,


Pseudo-measurements, Residual Analysis, State Estimation, Topological Observability,
Topology Processing

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PES-TR20 State Estimation Concepts and Terminology

CONTENTS

1. SCOPE ............................................................................................................. 1
2. BACKGROUND INFORMATION ...................................................................... 1
3. TERMS/CONCEPTS RELATED TO STATE ESTIMATION .............................. 1
4. REFERENCES ................................................................................................. 8

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PES-TR20 State Estimation Concepts and Terminology

1. SCOPE
This technical report provides the terminology and definitions used in the formulation of
a state estimation problem and provided in the output of commercially available state
estimation software.

2. BACKGROUND INFORMATION
Since its introduction in the 1970s, power system static state estimation has received
numerous technical contributions and has undergone substantial improvements. Various
terms were coined by different contributors sometimes referring to similar concepts.
Though most of the terms are well understood, there are some whose definition may not
be agreed upon or clear, leading to misunderstanding of the concepts being conveyed by
them. During the 2008 IEEE PES General Meeting held Pittsburgh, Pennsylvania USA,
the Working Group on State Estimation Algorithms decided to form a task force on SE
Concepts and Terminologies with an objective to create a consistent reference document
that includes the set of definitions of various terms/concepts that are often used in the
context of State Estimation. During the 2009 IEEE PES General Meeting held in Calgary,
Alberta, Canada, the working group discussed this and decided to move forward in
starting the activities for this task force.

3. TERMS/CONCEPTS RELATED TO STATE ESTIMATION


List of terms/concepts related to State Estimation:
Term/Concept Explanation
Bad data Measurements that carry errors which deviate from
their assumed statistical models. Measurement errors
are typically supposed to be independent and
normally distributed with zero means and assumed
standard deviations.
Bad data analysis Statistical methodology to detect and identify bad
data .
Bad data detection Statistical tests applied to the residuals for detecting
the presence of bad data in the measurement set.
Bad data identification Methodology to identify which measurements carry
bad data.
Breakdown point It is the maximum fraction of outliers that an
estimator can handle, that is, for which it provides
reliable results. When the breakdown point is
exceeded, some biases of the estimates become
unbounded or reach the boundaries of their
admissible ranges.
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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Chi-squared test A statistical test applied to the least-squares criterion
used to detect bad data for a given measurement set.
Critical measurement A critical measurement is the one whose elimination
from the measurement set will result in an
unobservable system.
Properties of a critical measurement :
- The column of the residual covariance matrix,
corresponding to a critical measurement will be
identically equal to zero.
- The measurement residual of a critical
measurement will always be zero.
Covariance matrix See measurement error covariance matrix.
Data availability The percentage of available real time measurements
used in the state estimator measurement set.
Degrees of freedom, df The number of random variables that are
independent. Chi-square distribution is said to have
k degrees of freedom, if k out of m random
variables are independent. In the chi-squared residual
test, it is equal to the rank of the residual sensitivity
matrix. The number of degrees of freedom is
calculated as k=m-n, where m denotes the number
of measurements and n is a dimension of the state
variable vector.
Dormant measurement A measurement which has no effect on estimation of
the state is referred to as dormant measurement. A
single dormant measurement will have a zero residual
when added to an existing measurement set that is
observable. This definition applies to multiple
dormant measurements as long as the state estimation
model is linear.
Error estimate Estimated value of a measurement error. True
measurement errors cannot be known or calculated.
Factor space A factor space is a vector space spanned by the row
vectors of the measurement Jacobian matrix.
Gain Matrix, G Inverse of which yields the covariance matrix for the
system states. Gain matrix is a function of the
measurement Jacobian and the diagonal measurement
error covariance matrix .
GM-estimators GM-estimators are generalized M-estimators that are
resistant to all types of bad data, including bad
leverage points.

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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Gross error 1) An error which is considered statistically
significant. That is, it is not predicted by the
assumed Gaussian distribution.
2) A gross error may be a measurement error whose
variance is significantly larger than the one
assumed by the state estimator and the associated
residual statistical tests.
3) A gross error may be a measurement error with a
large systematic bias.
4) A gross error may be a random measurement error
with a large random non-zero mean.
Hierarchical State A hierarchical state estimator estimates in a
Estimation hierarchical manner the state vector of a power
system consisting of several interconnected
subsystems by first estimating the state variables of
each local subsystem and then integrating the local
state estimates into a global estimation of the state of
the interconnected system.
Hypothesis testing Hypothesis testing is a general method in making
decision about accepting or rejecting a statement.
Ill-conditioning A linear equation system is said to be ill-conditioned
if small errors in the entries of the coefficient matrix
and/or the right hand side vector translate into
significant errors in the solution vector.
Influence functions Sensitivity functions that measure the influence of the
biases and co-variances of the state and parameter
estimates to outliers.
Injection measurement The measured net difference between the injected and
withdrawn power/current at a given bus.
Interacting bad data Gross errors in measurements whose residuals are
strongly correlated, i.e. off-diagonal entries in the
residual covariance matrix , are significant.
Irrelevant injection An injection measurement is called irrelevant if it is
taken at a bus which is incident to at least one
unobservable branch. All injection measurements at
the boundary buses of observable islands are
irrelevant measurements. Irrelevant measurements
can be removed without affecting the outcome of the
network observability analysis.
Irrelevant branch An observable branch whose parameters do not appear in
any of the linear or nonlinear expressions relating
measurements with state variables.

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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Leverage point Leverage measurements (points) have very high
influence on the state estimated by an M-estimator.
Their residuals are very small, making it very difficult
to detect errors on these measurements using an M-
estimator. Typical conditions that lead to leverage
measurements are: injection measurements at buses
with a very large number of incident branches,
injection measurements at a bus where incident
branches have very different parameters (several
orders of magnitude difference), use of
disproportionate weights on measurements in order to
indirectly enforce equality constraints, etc.
Local redundancy for a It is the minimum number of measurements whose
given topology deletion turns a given measurement into a critical one.
Measurement Error, e Error between the true value and measured value of a
quantity. This error cannot be measured.
Measurement redundancy The ratio of the total number of measurements to the
number of state variables.
Measurement residual, r The difference between the measured and estimated
value of a measurement.
Measurement error Diagonal matrix whose entries are the assumed
covariance matrix, R variances of measurement errors.
Measurement Jacobian, H (m x n) gradient matrix of measurements to system
state vector or augmented state and parameter vector.
Rows correspond to measurements, columns
correspond to the system states and parameters to be
stimated, i.e. voltage magnitude and phase angles,
transformer taps, or any parameters included in the
vector to be estimated .
Measurement function, h(x) Vector function of dimension m, every entry
represents the functional expression of the
corresponding measurement in terms of the system
state variables.
M-estimators M-estimators are maximum-likelihood-type
estimators introduced by Huber in 1964. They include
the least squares estimator, the LAV estimator, the
Huber estimator (Quadratic Linear), the Hubertype
skipped mean estimator (Quadratic constant), the
Hampel estimator, the Tukeys biweight estimator,
the Merill-Schweppe estimator (Quadratic-Square-
root), etc.

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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Network Topology Procedure which uses the on/off status of all breakers
Processing and tie-switches at substations in order to create the
bus/branch level one-line diagram of the system from
the initial bus section/breaker model. Any incorrect
information on breaker/switch status will lead to
errors in the one-line diagram.
Non-interacting bad data Gross errors in measurements whose residuals are
weakly correlated, i.e. off-diagonal entries
corresponding to these residuals in are
insignificant.
Normal equation G * x = H * inv(R) * (z h(x)). Equation
describing the relation between the weighted least
squares estimate for incremental change in states and
the mismatch between the measured and calculated
measurements. State estimation procedure involves
iterative solution of this equation until convergence.
Normalized residual, rN Standardized residual, which follow the standard
normal distribution with zero mean and unit variance
when the measurement errors are normally distributed
(satisfy the null hypothesis). Ratio of the absolute
value of the measurement residual to the square root
of the corresponding diagonal entry in . rN = |r| /
sqrt(ii), where represents a residual covariance
matrix.
Null hypothesis When used for bad data detection, it is the hypothesis
that there is no gross error in the measurement.
Hypothesis test will then check validity of this null
hypothesis. The measurement errors follow the
assumptions, that is when they are independent and
they follow the normal distribution with zero mean
and the given covariance matrix, R.
Numerical Observability Analysis of network observability using numerical
triangular factorization of the gain matrix or of the
Jacobian matrix.
Objective Function, J(r) Weighted sum of squares of the measurement
residuals. Weights are defined as the reciprocals of
the assumed measurement error variances.
Observability Analysis Analysis of network topology and measurement
configuration in order to determine if the system is
observable. If the network is found to be
unobservable, the analysis also identifies all
observable islands.

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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Observable island An observable island is a set of interconnected
branches whose flows can be estimated based on the
available measurements. Observable islands may be
connected to other observable islands by
unobservable branches.
Orthogonal factorization Factorization of a matrix, A=QR, in such a way that
Q is an orthogonal matrix, i.e. Q*Q = I (identity
matrix) and R is upper trapezoidal.
Outlier Data point that deviates from the pattern formed from
the bulk of the data set. For example, a bad data is an
outlier.
Over-determined system A system of equations where the number of equations
is larger than the number of unknowns.
Parameter error Parameters are associated with the assumed network
model, which includes the lines, transformers, shunt
or series elements, specialized control equipment, etc.
Errors in these parameters will bias the state
estimation results.
Phasor measurements Measurements of magnitude and phase angle of
voltage or current signals, which are synchronized via
the global positioning satellite (GPS) system.
Pivot ordering Re-ordering of row-column pairs of a matrix. The
purpose of re-ordering could be to minimize
factorization fill-ins, to improve numerical stability,
etc.
Plausibility check If all branch flows as well as external injections
(generation/load) incident to a bus are measured, their
sum is expected to be small (ideally zero). Voltage
magnitudes cannot assume very low or negative
values. Load / generator buses cannot have positive /
negative net real power injections. Also
inconsistency between status and analog telemetry
such as MW/MVAR flow telemetry that indicates
flow larger than a tolerance on an open branch can be
used to indicate inconsistency. Such rules can be used
to rule out gross errors before initiation of the state
estimation solution. This procedure is referred to as
the plausibity check.
Power injection The difference between the net power injected and
withdrawn at a given bus.

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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Pseudo-measurement An injection whose value is obtained either from bus
load forecasts or generation schedules. It is used as a
substitute for a missing measurement in order to
restore observability. Typically, very low weights are
assigned to pseudo-measurements.
Pseudo-inverse matrix A rectangular matrix that relates the least-square state
estimate vector to the observation vector in a linear
regression model.
Raw data Data that have not been processed by any of the
application functions.
Redundancy See measurement redundancy.
Redundancy index See measurement redundancy.
Redundant measurement A measurement is said to be redundant if its removal
does not lead to an unobservable system.
Residual analysis Statistical analysis applied to the measurement
residuals, which are computed following the
convergence of the state estimator.
Statistically robust Estimation which has bounded influence to outliers,
estimation i.e. gross errors in measurements and parameters.
Degree of robustness of an estimator can be measured
via influence functions and breakdown points.
Numerically robust Estimation which may solve reliably for ill-
estimation conditioned gain matrix.
Residual covariance matrix, = R-H*inv(G)*H. Square and symmetric matrix
with dimension equal to the number of
measurements. Diagonal entries correspond to
variances of measurement residuals, off-diagonal
entries correspond to covariances between the
measurement residuals of respective rows and
columns.
Residual sensitivity matrix, S = I H * inv(G) * H * inv(R). Square and singular
S matrix, whose entries represent the sensitivities of
measurement residuals to the measurement errors, r =
S * e.
Largest Normalized Residual Statistical test that is used to detect and identify bad
Test data. Measurement residuals are normalized and
ranked in descending order. If the largest normalized
residual is significant (i.e. larger than 3.0), it is
identified as bad datum and removed from the
measurement set. After executing the state estimator
again, the test is repeated. The procedure is
terminated when/if the largest normalized residual
falls below the threshold.

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PES-TR20 State Estimation Concepts and Terminology

Term/Concept Explanation
Topology error Error in the status of a circuit breaker, disconnect or
tie-switch, leading to an incorrect configuration of the
network one-line diagram.
Topological observability Analysis of network observability based on the graph
theoretical concepts without using the actual network
model parameters and/or measurement weights. No
floating point arithmetic is used or needed.
Unobservable branch A branch whose flow cannot be estimated. Such
branches connect (or separate) observable islands in a
given system.
Unobservable state A state which satisfies all the measurements when all
measurements are set equal to zero, yet at least one
branch flow computed based on this state will be non-
zero. In general, an unobservable state is not
uniquely defined.
Weighted least squares Method used in estimating the system state from
estimation network measurements. It minimizes an objective
function which is the weighted sum of squares of the
measurement residuals. Nonlinear nature of the
measurement equations leads to an iterative
implementation of the algorithm for power systems.
The diagonal weighting matrix is W= inv(R).
Weighted residual Ratio of the measurement residual to the assumed
standard deviation of the corresponding measurement
error.

4. REFERENCES
1. Ali Abur, Antonio Gomez Exposito, Power System State Estimation Theory and
Implementation, Marcel Dekker Inc Publishers, 2004.
2. A. Monticelli, State Estimation in Electric Power Systems A Generalized
Approach, Kluwer Academic Publishers, 1999.
3. L. Mili, V. Phaniraj, P. J. Rousseeuw, Robust Estimation Theory for Bad Data
Diagnostics in Electric Power Systems, in C. T. Leondes (Ed.), Control and
Dynamic Systems: Advances in Theory and Applications, Vol. 37: Advances in
Industrial Systems, Academic Press Inc., 1990.