1698 IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, VOL. PAS-89, NO.

7, SEPTEMBER/OCTOBER 1970

STATE CALCULATION OF POWER SYSTEMS

FROM LINE FLOW MEASUREMENTS

J. F. Dopazo, 0. A. Klitin, G. W. Stagg, L. S. Van Slyck

American Electric Power Service Corporation
New York, N.Y.
ABSTRACT

This paper describes a new and efficient method for com- STATEMENT OF THE PROBLEM
puting a real-time load flow solution of a power system net-
work. The use of line flow measurements is proposed and it is Power System Variables
shown that this measurement scheme shows superiority in
speed, accuracy and numerical behavior together with advan- The quantities of interest for transmission network moni-
tages in error detection and identification. toring are:

INTRODUCTION I. At each network bus:

Voltage magnitude and angle.
With higher voltages and more interconnections of electric * Real and Reactive input/output power.
transmission systems, it has become necessary to develop Il. In each transmission line:
methods for real-time monitoring of the system variables. For- Real and Reactive power flow.
tunately, this requirement is simultaneous with the availability
of more powerful computers and computer systems and signifi- Some of these quantities must be measured; the remaining
cant advances in analytical techniques which are the tools ones can be calculated. Regardless of the number of real time
necessary to do the job. Various analytical techniques have been measurements, calculations are required for the following rea-
presented in recent papers.(l)(7) sons:

In general, these papers proposed using bus input/output
powers together with line power flows as basic data. The ana-
lytical methods described to process the power system data
were:
a. weighted least squares
b. independent equations
Some disadvantages of these methods are:
* Weighted least squares requires the proper and a limited
range of values for the weighting factors to obtain a
solution. If considerable amounts of redundancy are not
incorporated in the algorithm, numerical difficulties are
encountered in the processing of input/output powers and
line flows.
* Independent equations requires a high level of accuracy in
the input data to insure detection of bad metered data.(1)
This paper proposes an analytical technique to pro-
cess power system data without any of the disadvantages
previously mentioned. These problems have been circumvented
by:
* Defining a redunant set of compatible data.
. Processing of the data using a very simple and stable
algorithm.
Paper 70 TP 146-PWR, recommended by the Power System
Engineering Committee of the IEEE Power Group for presenta-
tion at the IEEE Winter Power Meeting, New York, N. Y.,
January 25-30, 1970. Manuscript submitted September 17,
1969; made available for printing November 13, 1969.
. To determine bus voltage phase angles (which are con-
sidered economically unfeasible to measure.)
* To reduce the cost of metering and communications
systems.
* To safeguard against a possible loss of metered data.
* To detect and identify bad data.
. To utilize the monitoring system in future applications
such as analysis of system contingencies.
Selection of Measured Variables
A possible selection of measured quantities is the real and
reactive power flows in all transmission lines. These measure-
ments include the necessary redundancy for the solution of the
problem. Advantages of this measurement scheme over those
proposed previously(l)4(7) are:
a. All input data is compatible. Input/output powers mainly
determine voltages to ground while line flows specify bus
voltage differences. The concurrent processing of both of
these data types requires proper relative weighting of these
quantities to obtain the solution.
b. A set of compatible independent equations is almost
always available.
c. The results of calculations are less sensitive to measure-
ment errors.
d. Measurements at both ends of lines are very effective in
detecting and identifying incorrect data.
e. The numerical computation is fast and stable.
Figure 1 shows an EHV transmission network with 42
busses, 49 lines and 6 transformers. This network is based on
the AEP 765/345 KV transmission system. A line measuring
DOPAZO et al.: STATE CALCULATION OF POWER SYSTEMS 1699

scheme would total 208 measurements, consisting of watt and * Analog to digital converters
var meters at each end of every line and on the low voltage side * Transmission (of analog data)
of each transformer bank. Since at most busses the injections
are composites of line flows and transformer flows thru one or Analog transmission errors of 1% of full scale range (2% of the
more banks, the number of measurements required by any absolute full scale) are likely to be expected. With identical full
other scheme would be almost the same. scales of say 2000 MVA, meters for a particular metering point,
employing analog transmission, are likely to have error bounds
For instance, assumming that the input at each node is com- more than 40MW or Mvar.
posed, on the average, of 1 1/2 elements to be metered, and a
tree of the network is measured at only one end, the number of Fortunately, a digital data gathering station turns out to be
measurements required is 210. more economical than its analog counterpart if several measure-
ments are required at each substation.
However, this bus-line scheme would not be as reliable as
measuring all the line flows of the network. Once a digital installation has been justified, the errors are
reduced to:
Real Time Data Accuracy
* Analog to digital conversion
The components of the data acquisition system that in- (0.10% full scale).
fluence the accuracy of power system measurements are: * Watt and var transducers
(0.50-0.25% full scale).
Instrument transformers (CT's and PT's) * Instrument transformers
Watt and var transducers (2% of MVA measured).

BUSSES
.1 1 1
765KV 345KV

Figure 1. This figure shows the 42 bus system which was used in testing the algorithm.
1700 IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, SEPTEMBER/OCTOBER 1970

The error bounds specified above, together with a random E2 = Vector of unknown complex bus
number generator to allocate errors to the measured quantities, voltages, N entries.
were used in testing this method. thus, _- AE =
(3)
Pseudomeasurements letting,
u = -A1E
An apparent disadvantage of the method described in this
paper is that pseudomeasurements cannot be used together with B = A2
the real time data as proposed in recent reports(2)-(7). These
publications advocated the use of pseudomeasurements together we have:
with real-time measurements to reduce the metering and com- v + u = BE2 (4)
munications costs. It must be emphasized that "good" bus
pseudomeasurements can be costly. To develop good pseudo- If measurements of the complex voltages across the net-
measurement models may require installation of off-line data work elements are available, the relationship between measured
recorders and recurring manual data processing to keep these Iand calculated values is given by:
load models up to date.
Vm + u = BE2 + r
(5)
If pseudomeasurement accuracies are not compatible with where,
real-time data accuracies "interaction," of these quantities may Vm = Vector of measured complex voltages
cause degradation of the state estimate, unless a large weighting across the network elements
factor is assigned to the pseudomeasurement to weight it "out" r = Vector of residuals.
of the weighted least squares estimate. If the pseudomeasured
quantity does not "interact" with teal-time data, then it will Minimizing rT; to find the least squares solution of the over-
not degrade the state estimate regardless of the weighting factor determined matrix equation (5) yields: (9)O(10) (See Appendix)
used. Thus, in the opinion of the authors, the doubtful eco-
nomic and computational advantages of pseudomeasurements
E G (vm ) (6)
do not merit an algorithm which is able to process this type of
data. where,
G = (BTB)YlBT
MATHEMATICAL FORMULATION and 'T' denotes matrix transposition.

A relationship between network element voltages and bus The vector of 'measured' voltages across the network ele-
voitages can be written as. ments can be approximated directly from measurements of the
real and reactive line flows. Assuming a voltage at bus p, the
N+K measured' voltage across line j connected at bus p is given by:
Vi - A2 E; (See Appendix)
i=1,2...M (1)
3=1
Vpm -J ]
(7)
where,
vi = ith complex element voltage
Ej = jth complex bus voltage with where,
respect to ground. zj = Complex series impedance of line j
Aij = Incidence of measured element i Pjp,Qjp = Measured watt and var flow on
on node j, (0,+l or -). line j at bus p
N = Number of unknown bus voltages. yjp = Complex shunt admittance of line
K = Number of known complex bus j at bus p
voltages, (K > 1).
M = Number of line (watt and var) and (*) denotes complex conjugate.
measurements.
It is interesting to note that:
Equation (1) can be rewritten in matrix form and parti-
tioned as follows: . The gain matrix G is a constant real matrix that depends
on network configuration and the lines which are mea-
v A1'1 + 2!2 (2) sured. It might be advantageous in an application to
exploit the fact that the matrix B is sparse.
Where, * The vector Gil is a constant complex voltage vector. When
El = Vector of known complex bus the complex voltage is known at only one bus, all the
voltages, K entries. elements of this vector are equal to the voltage at this bus.
This vector is also useful if several complex voltages have
DOPAZO et al.: STATE CALCULATION OF POWER SYSTEMS 1701

been previously determined from the voltage calculation of
an adjoining network.
ITERATION SCHEME
Equations (6) and (7) are solved iteratively as follows;
(1) Set iteration count k= 1.
(2) Estimate initial bus voltages, EiO, i= 1,2,...,N
(3) Calculate element voltages vmjk from equation (7),
j=1,2,...,M
(4) Calculate bus voltages Eik from equation (6),
i=l,2,..,N
(5) Test for convergence IEik - Eik-l ( Tolerance
i=1,2,...,N
(6) If step (5) is not satisfied, advance iteration count k
and return to step (3)
COMMUNICATION AND METERING OUTAGES
Since loss of data has to be accounted for in the formu-
lation, an attractive feature of the proposed measurement
scheme is that:
Modification of the matrix G is seldom necessary when
communication or metering outages occur.
If both ends of all lines are measured, equation (4) can be
rewritten in partitioned form as in equation (8). To simplify
notation, let:
then,
e NUMERICAL EXAMPLES
errors. However, detection and identification logic must be
incorporated in the algorithm to safeguard against metering
malfunctions and rare communication errors.
If no apparent data acquisition failures are present, the
error analysis for the input data is based on the 'goodness' of fit
between measured and calculated line flows. The identification
logic begins with the removal of the data associated with the
largest mismatch between a measured and calculated quantity.
This identification scheme is based on the hypothesis that if the
data point with the largest mismatch was indeed the bad one,
the 'goodness' of fit would be improved. Conversely, the 'good-
ness of fit would further deteriorate if the largest mismatch did
not correspond to the bad data point.
State estimation errors should also be included in the
algorithm to evaluate the sensitivity of the state calculation to
small measurement errors. Since the standard deviations of the
errors in the state would be due mainly to current network
confilguration and the 'information content' of available data, a
method of obtaining these error sensitivities would be to
perform a real-time Monte Carlo trial for present data acquisi-
tion and network configuration. Based on these results, data
communication outages could be evaluated without the need of
constructing the approximate covariance matrix of the errors or
carrying it through the calculations as proposed in references
(2) thru (6). Thus, when undetected bad data is suspected
because of one or more unusually large mismatches, a diagnostic
subroutine could be automatically called and the bad data
identified. This technique could also be applied to the approxi-
mate standard deviations of the line flows.

Measurement Error Simulation

where,
ei,ei' = Modified complex element voltages Real-time data measurements were simulated based on the
determined from line i measurements following error bounds for each metering point:
at busses p and q respectively.
2% of MVA flow, plus
The solution of equation (8) is given by: 0.3 5% of Full Scale.
E
E2 1(BTB)lBT(-
2BB l

Full scale for all measurements was taken to be 2000MVA. The

which can be rewritten as: simulated measurement error was determined by the product of
E lG(e e'l) the error bound for each point and a random number within
2 (9) limits of ± 1.

If only one end of the lines, is measured, equation (9) The 42 bus test system shown in Figure 1 was used in
becomes, testing this mnethod. To test the sensitivity of this method to
=G measurement error, fifty cases were run for each numerical
example with different random numbers. The standard devia-
If both ends of all lines are measured, and data at one end of tion for errors in voltages and angles was calculated for each
line i is lost, setting ei = -ei' is all that is necessary. Modification bus.
of the matrix G is required only when data at both ends of a
line are lost or when the number of lines with data lost at one Numerical Results
end is excessive.
CASE A: Watt and var flows at both ends of all lines and
Digital communication hardware provides excellent error the low voltage sides of all transformers are available as
checking codes that detect and identify data transmission measured data.
1702 IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, SEPTEMBER/OCTOBER 1970

CASE B: Same as Case A without measurements 19-21,

19-20, 20-22, 10-6, 8-3, 37-34, 29-28 and 30-31. This case
simulates realistic operation of the data acquisition system.

CASE C: Same as Case B with the additional outages of

the data acquisition stations at buses 3 and 24. This simulates a
severe double contingency outage of the data acquisition
system. 10
0)
-C)
The results of these cases are summarized in Table I. Thus far '.4
there has been no evidence of error amplification effects in the 0)
calculated non-measured quantities.
0
.5
-rf-
Convergence and Timing Characteristics
.1-
The convergence characteristics of the method are excel-
lent. A typical convergence characteristic is shown in Figure 2.
Five iterations are usually sufficient for convergence from a flat N
start in bus voltages.
0
For the real-time application (tracking mode with moder-
ate data sampling requirements), a state calculation time is 4--4
estimated to take 0.5 sec on an IBM 360/50. This calculated 0
timing requirement is approximately five times faster than the C
time required to perform one iteration of a Newton - Raphson 0
load flow in a sophisticated production program. This timing
reduction is mainly attributable to the selection of measured o .
variables which are unfeasible to forcast in system planning
applications.
CONCLUSIONS
The proposed method for the solution of the real-time 2 3 1s 5
load flow problem utilizes a very simple algorithm to obtain the Iteration (k)
state vector of the system. Acceptable results were obtained Figure 2. Typical convergence characteristics of algorithm.
from simulation studies in which realistic accuracies as well as Busses (16) and (1 7) had the slowest convergence.
typical outages were assigned to the various components of the
data gathering system. The proposed measurement scheme vergence characteristics. No error amplification was experi-
yields a set of compatible data which satisfies economic con- enced, that is, differences between measured and calculated
siderations as well as the requirements to obtain an acceptable values for both measured and non-measured line flows were
solution in the event of outages of the metering system. The found to be within the error bounds used for the measured
computational process is very stable and has excellent con- quantities.

kBLE I

RESULTS FROM MONTE( CARLO TRIALS

Maximum Standard Average Standard
Deviation of Errors Deviation of Errors
Voltage Angle Voltage Angle
(Percent) (Degrees) (Percent) (Degrees)
Case A .28 .18 .18 .09
Case B .15 .09
Case C .38 .20 .26 .11
DOPAZO et al.: STATE CALCULATION OF POWER SYSTEMS 1703

ACKNOWLEDGEMENT The solution of the overdetermined matrix equation (2A) is

obtained by minimizing the length of the residual vector F.
The authors wish to acknowledge J. Provanzana, B. Renz Since the real and imaginary parts of r are uncoupled, the
and D. Weinreich of the AEP metering section for providing squared length of this vector is:
information with regard to the accuracy and relative costs of
the various components of digital and analog metering systems. Jr 1r21== (-mvm -- c)Tc~
vc) (-Vm - -vc)
The condition for the minimum of Irn2 is:
REFERENCES r-vT 6vCT
.i ox )vm
*.
- c) =°(3A)
1. G. W. Stagg, J. F. Dopazo, 0. A. Klitin and L. S. Van From equation (lA), F_)T
Slyck. "Techniques for the Real-Time Monitoring of Power c
BT (4A)
System Operations" Presented at IEEE Summer Power ax
Meeting, Dallas, Texas, June 27, 1969 (69TP657 - PWR) substituting equations (1A) and (2A) into equation (3A) and
rearranging terms,
2. F. C. Schweppe and J. Wildes. "Power System Static State
Estimation: Part I - Exact Model" Presented at PICA con- B (Vm Bx + u) = n (5A)
ference, Denver, Colorado, June 18, 1969. (69 C2-PWR) where - v T
n = im, -VC)
3. F. C. Schweppe and D. Rom, "-: Part II - Approximate Rearranging equation (5A):
Model" Presented at PICA conference, Denver, Colorado, x = (BTB) 1[BT(vm+ ii) nJ (6A)
June 18, 1969. (69 C2-PWR)
During the iteration process- is taken equal to the zero vector.
4. F C. Schweppe "-: Part III - Implementation Presented at PICA This assumption accelerates the numerical computation to ar-
conference, Denver, Colorado, June 18, 1969. (69 C2-PWR) rive at an approximate best fit solution.

5. R. E. Larson, W. R. Tinney and J. Peschon, "State Estima-
tion in Power Systems - Part I: Theory and Feasibility."
Presented at the IEEE Summer Power Meeting, Dallas,
Texas June 18, 1969. (69TP638 - PWR)
6. R. E. Larson, W. F. Tinney, L. P. Hajdu and D. S. Piercy,
"State Estimation in Power Systems- Part II: Implementa-
tion and Applications." Presented at the IEEE Summer
Power Meeting, Dallas, Texas, June 27, 1969. (69TP639 -
PWR)
7. Otto J. M. Smith, "Power System State Estimation" Pre-
sented at Summer Power Meeting, Dallas, Texas, June 27,
1969. (69TP640 - PWR)
8. G. W. Stagg and A. H. El-Abiad "Computer Methods in
Power System Analysis." New York, McGraw - Hill, 1968.
9. B. Noble, "Applied Linear Algebra." Englewood Cliffs,
New Jersey, Prentice Hall 1969.
Numerical results have shown that for practical purposes
the approximate best fit solution is acceptable for the network
shown in Figure 1. Differences between true and calculated
values using this approximation are on the order of tenths of
one percent for the voltage magnitude and tenths of one degree
for the voltage angles. On the other hand, the approximate
solution deviates from the best fit solution by hundredths of
one percent for magnitudes and hundredths of one degree for
voltage angles. However, if the best fit solution is desired, it can
be obtained after arriving at the approximate solution. This
only requires the evaluation of the vector T once' or twice near
the solution point.
To evaluate the vector fi, the computation of the partial
derivatives of the 'measured' element voltages with respect to
the state variables is required. Once these partial derivatives are
obtained, the relationship between the real and imaginary com-
ponents of the vector n and the real and imaginary components
of the residual vector r is given by:
bv m r\T
i T
.-vm
-

10. Paul M. DeRusso, Rob J. Roy and C. M. Close, "State -r

n
-r
r
Variables for Engineers," New York, John Wiley and Sons, 6x r bxr
1966. (7A)
APPENDIX -i
n
\ y, i
Im ( iJ T
-1
r
To simplify notation let x = E2. From equation (5):
vm + u = Bx + r This procedure has the advantage that there is no cross-
designating coupling between real and imaginary quantities during the itera-
Bx - U =
Vc (1A) tive process. The partial derivatives in equation (7A) can be
then, obtained from equation (7) by taking partial derivatives of real
Vm -
vc = r (2A) and imaginary components of 'measured' element voltages with
respect to the real and imaginary components of bus voltages.
1704 IEEE TRANSACTIONS ON POWER APPARATUS AND
Discussion
D. K. Subramanian (Indian Institute of Science, Bangalore-12.
India): The authors have obtained a new model for load flows and
have shown that this model is more effective for on-line computation
of load flows than the usual method of calculating voltages using bus
powers. The model is very simple to construct and as the coefficients of
B are either 0 or ± 1, it is easy to perform multiplications. The
authors are to be congratulated. The discusser would like to know
the authors' opinions on the following points.
1) Although B is a sparse matrix, will (BTB) be sparse? If it is
sparse, (6) can be solved by the LU decomposition method instead
of direct inversion.
2) Is there any need for employing some kind of ordering in
the numbering of buses and lines, like giving the number of the bus to
one of the lines connected to it, in order to make BTB nonsingular?
3) In the iteration scheme, what will be the effect of the following
modification on convergence?
Instead of solving for fim and E2 separately from (6) and (7), sub-
stitute forvm in (6) from (7). Then (6) becomes
E = Gu + Gf(E2) (10)
wheref(E2) is a vector of order (N X 1). It is a function of voltage
variables E2.
Rewrite (10) as
(BTB)E2 = BTfl + BTJ(2). (11)
Solve (11) by Newton's method for S2.
This procedure replaces steps (3) and (4) of the iteration scheme
mentioned in the paper. The advantage is the elimination of vm from
the iteration scheme.
4) What is the effect on convergence of incorporatingni (5A) in
the iteration scheme?
The discusser thanks Mr. G. W. Stagg for making available a copy
of his paper.
Manuscript received February 16, 1970.
A. H. Jazwinski (Analytical Mechanics Associates, Inc., Seabrook
Md. 20801): The authors have presented an interesting application
of least squares state estimation to power systems. It is an interesting
combination of network analysis and least squares, resulting in a fast
and stable computational algorithm.
In choosing their present approach, the authors state that weighted
least squares is limited by 1) limited range of values for the weighting
factors, and 2) requirement of considerable redundancy. I would like
to point out that the difficulties which the authors encountered with
weighted least squares were largely due to the way the authors
formulated the least squares iteration. It is possible, by a trivial
modification to their iteration, to enhance and even guarantee con-
vergence in weighted least squares. This is done by merely adding to
the diagonal elements of the information matrix. This conditions the
matrix and effectively places a constraint on the iteration step. With
this modification, the iteration converges to the same answer as the
unmodified iteration. Insofar as redundancy is concerned, the authors'
present approach clearly requires more redundancy than weighted
least squares. Incidentally, the excellent convergence of the authors'
technique with a constant gain matrix G implies that weighted least
squares will also converge with a constant gain. The authors' analysis
gives insight in choosing that gain.
I should also like to point out that the authors' technique is limited
to a very special and redundant telemetering configuration. In their
paper the authors are concerned only with the 765/345-kV AEP
transmission system. How about the lower voltage network? Clearly
the voltages on the system are correlated. As a consequence, using
weighted least squares, one can throw all the data in the pot and
estimate the state of the whole bulk power system. The abundant data
from the 765/34AkY system would enhance the estimation on the
lower voltage system.
Manuscript received February 9, 1970.
SYSTEMS, SEPTEMBER/OCTOBER 1970
A. S. Debs and L. P. Hajdu (Systems Control, Inc., Palo Alto,
Calif.): The authors are to be complimented for developing a new
and computationally efficient technique to estimate the complex bus
voltages from line flow measurements. Their approach is not very
dissimilar from that of static state estimation; it uses redundant in-
formation and implicitly considers the measurement process statistics.
In the introductory part of the paper, certain disadvantages are
attributed to static state-estimation techniques in general; among
others, reference is made to the algorithm of Larson et al. [6]. While
the computational difficulties cited are true in general for the textbook
estimation equations, the particular algorithm described in [6] con-
tains a number of computational simplifications with which the au-
thors may not have had direct experience. Using the static estimator
algorithm exactly as described in [6], none of the claimed disad-
vantages exists. Specifically,
1) no numerical difficulties are encountered, regardless of the size
of the problem or the amount of redundancy in the input data;
2) the equations are always compatible, and the numerical com-
putation is very fast and stable;
3) pseudomeasurements do not have to be used, unless they are
necessary to obtain a solution.
While the authors' approach apparently works well on a specific
measurement system, the static state estimator of [6] handles any
measurement configuration. Since the cost of processing additional
available measurements (e.g., bus voltages) is negligible, we would
like to retain this flexibility in a real-time data-processing scheme.
Our approach to the on-line power-flow problem is described in a re-
cent paper [14]; this tracking algorithm will be capable of processing
all types of measurements, with any specified sampling rate(s), and
its computation and storage requirements are much less than those of
the very efficient static estimator algorithm of [6].
REFERENCES
[14] A. S. Debs and R. E. Larson, "A dynamic estimator for tracking
the state of a power system." IEEE Trans. Power Apparatus
and Systems, this issue, pp. 1670-1678.
Manuscript received February 13, 1970.
G. I. Stillman (American Electric Power Service Corp., New York,
N. Y. 10004): The paper couples the use of load-flow procedures with
least-squared estimation techniques to arrive at a method for on-line
calculation of the state of a system during steady-state conditions.
The fact that well-known load-flow procedures lie at the heart of the
method proposed is a strong point in its favor. In my opinion, it
is highly desirable to extend the use of widely known and understood
techniques to new problem areas as long as these techniques remain
valid and are efficient; among other things, familiarity with the solu-
tion techniques gives users of the solution output confidence in the
solution and its validity, and this is not a trivial point, particularly
in an area like on-line monitoring.
Solution of the load-flow model proposed in this paper is much
faster than in off-line production programs. This must be somehow
related to the fact that real and reactive powers are taken from
meter measurements, and it would be helpful if the authors clarified
just what this relation is.
Redundant measurements, particularly useful should there be
bad data or a loss of metered data due to malfunctioning of instru-
ment transformers or analog-to-digital converters or communication
links, are obtained by measuring real and reactive power at both ends
of each transmission line. In addition, there are a number of pseudo-
measurements (not explicitly labeled as such by the authors) in the
El
form of a set of known compex bus voltages, in (2). Presumably,
these bus voltages are known at generator buses from a predetermined
voltage schedule, although generally, and I would appreciate the
authors' comment on this point, only the magnitude of such voltages
are known and not their complex components.
What is left to calculate then is the set of unknown bus voltages
and angles and this calculation is done via the algorithm consisting
of (6) and (7). Use of (7) involves introduction of additional pseudo-
data, in the form of zj and yjp, the series impedance and shunt ad-
mittance of the line. These values are always calculated from theo-
retical considerations and, to my knowledge, almost never measured.
Manuscript received F'ebruary 9, 1970.
DOPAZO et al.: STATE CALCULATION OF POWER SYSTEMS
In their evaluation of the accuracy of the monitoring scheme pre-
sented, the authors use the same simulated network for comparing
measured with calculated values. This simulated network contains
identical zj and yjp for the case involving measurements and the case
involving calculations.' Consequently, differences between z and y
in the measurement network and the calculation network do not exist.
But in real life there will be differences between the z and y of the
real system on which measurements are made and the mathematical
model on which the calculations are based. Some of these differences
may be small and some may be large, particularly if there are errors
in the line data for the model. Would the authors care to discuss these
differences and their effects on solution accuracy?
The authors eschew the use of pseudomeasurements in favor of real
measurements. This is fine when real measurements can be made,
but what does one do in the case of foreign systems? From the view-
point of the EHV network, foreign systems fall into two categories:
1) networks of interconnected companies whose lines are inaccessible;
2) lower-voltage networks of one's own system which are accessible
but whose lines are so numerous that measurement of powers at both
ends of each line becomes inordinately expensive. Is there a way to
cope with this problem other than by the use of pseudomeasurements
and pseudodata?
Another question relates to gain matrix G, whose derivation ulti-
mately depends on incidence matrix A. The authors make it clear
in the paragraph following (9), that when data at both ends of a line
are lost, G must be modified. Loss of data at both ends of a line can
result not only from communication system failure but also, of course,
from an outage of the line itself. It would seem to be necessary to
distinguish between these two causes of loss of data. How is this done?
Are breaker positions to be monitored? Also, is the gain matrix auto-
matically modified or is the intercession of an operator necessary?
The measurement of power at the ends of each line means that there
will have to be a digital-gathering station at each substation and a
communications link from each station to the central computer loca-
tion. From the standpoint of economy, it would be desirable to do with
less than this. Case C, in the Section "Numerical Examples", allows
the loss of data-gathering facilities at two buses above the loss of mea-
surements of 8 lines. The loss of accuracy in voltage measurement
(maximum standard deviation of errors) is only 1/10 of 1 percent
compared to the case when all data are available. This seems to in-
dicate that a number of data-gathering stations could have been
omitted from the original scheme while still obtaining answers of
sufficient accuracy. Are the authors considering this possibi]ity?
The residual vector r is actually a sump for the measurement
errors contained in the monitored power flows at the end of each line,
for the errors that exist in calculated values of Zj and yjp as used in
the model compared to the line parameters of the real system, for
calculation errors in measured element voltage P., and for errors in
the known voltage set £1. Generally, such a residual or error vector,
and in particular its variance, tells us something about the difference
between the estimate of a state and the true value of the state. This
point is not discussed explicitlyr in the paper, and I suspect that in the
lack of a need for such a discussion lie some of the advantages of
the method proposed in here as compared to the methods proposed
in [2]-[6]. Would the authors kindly amplify this aspect of the work?
Finally, the authors indicate that a state calculation can be made
in 0.5 second on an IBM Model 50. Presumably, with a more powerful
computer, calculation time could be reduced further. Suppose, for
example, that calculation time were reduced to 0.2 second and that
the time required for sampling, gathering and transmittal of data to
the master computer were approximately 1/2 to 3/4 second (a not
unreasonable number for the latest available equipment), then a
complete updated calculation of the system state could be made
every second. This would seem to indicate that with presently avail-
able technology, the method presented by the authors could be useful
for tracking the dynamic performance of a system for slow oscillations
such as occur between large systems, i.e., oscillations with periods of
several seconds per cycle. Have the authors also been thinking along
these lines?
Many thanks to the authors for a well-written enjoyable paper.
Walter 0. Stadlin (Leeds and Northrup Company, North Wales,
Pa.): On the assumption that a sufficient number of communication
channels have been installed at each substation to satisfy case A, it
Manuscript received February 5, 1970.
1705
appears to this discusser that the measurement and telemetering of
bus voltage magnitudes may also be justified. In contrast to voltage
phase angles, voltage magnitudes can be measuLred easily and
economically. (Three phase unbalances could be averaged.)
Some benefits that might be achieved by additional voltage
information are summarized as follows.
1) The dimension of the problem is greatly reduced since the com-
plex voltage across each network element can be replaced by a mea-
sured bus voltage angle across the network element.
2) The incidence matrix A becomes much smaller but retains the
same properties as (1). vj is replaced by the measured angle across the
network element, and Ej is replaced by the corresponding bus voltage
phase angle (with respect to any selected reference bus).
3) Iteration is not required since the measured angle across a
network element can be computed directly from measurements of real
and reactive line flows and bus voltage magnitudes. The following
equation could be chosen in place of (7):
elom.i= lEvl (1 + zj*yjp*) -z*(PyP + jQjp) (12)
where 0m.j is the measured angle across the series impedance of line
j and IEP[ and JE11 are the measured voltage magnitudes at each end
of the line.
Aside from these suggested possibilities, the authors' valuable com-
ments are desired concerning the detection of errors in the basic net-
work data (zj and yjp).
Fred C. Schweppe (Massachusetts Institute of Technology, Cam-
bridge, Mass.): This verv interesting paper adds a potentially im-
portant new approach to the field of state estimation for power sys-
tems. I would like to provide some additional comments on the com-
parison of the authors' state estimator to the weighted least squares
state estimator.
Weighted least squares has a very simple physical interpretation in
that it provides the state estimate which minimizes the weighted sum
of the squared residuals (differences between the actual observations
and the observations predicted by the state estimate through the
mathematical model). The weights are determined by the accuracy
of the observations. The authors' approach also minimizes a sum of
certain squared residuals (and hence could also be called at least
square estimate if desired). However, the physical interpretation
of these residuals and hence the resulting state estimate is not obvious
(to me). A physical interpretation of a mathematical technique is not
absolutely essential, but it is desirable. I hope that the authors will
provide further discussion on the physical interpretation of their
technique.
Weighted least squares is definitely a more general approach in
that pseudomeasurements and bus injection measurements can be
combined with line flow measurements in any desired combination
(provided the overall metering configuration is reasonable). Such
versatility can be important in practice. Weighted least squares can,
of course, handle a metering configuration of only line flow measure-
ments and voltage magnitudes at buses.
Weighted least squares is also more general in the sense that it can
be applied to a formulation of the state vector in terms of either volt-
age real and imaginary parts or voltage magnitude and angle (or any
other formulation). The authors' techniques are based directly on a
real-imaginary formulation. To my knowledge, all weighted least
square studies done so far have actually used a magnitude angle
formulation because it is somewhat easier to interpret physically and
because of the partial decoupling between watt-angle and var-
magnitude relationships. Do the authors feel that a real-imagin-
ary formulation would be helpful in a weighted least squares ap-
proach?
The performance of both weighted least squares and the authors'
technique can be evaluated by Monte Carlo techniques, but such
procedures require expenditures of large amounts of computer time.
Weighted least squares has the advantage of providing a simple ana-
lytical formulation for an error analysis, and such equations can be
very useful both in the design of the metering system and in actual
operation.
Weighted least squares has the property of providing estimates
which are optimum in a certain well-defined and physically inter-
Manuscript received February 12, 1970.
 1706 IEEE TRANSACTIONS ON POWER APPARATUS AND
pretable statistical sense. In this sense, the authors' technique can
never provide better answers, although they may be just as good
from an applications point of view. It would be very helpful if the
authors compared their accuracies relative to weighted least squares
accuracy.
The detection and identification of bad data points and modeling
errors are a very important aspect of state estimation and can be
done with both techniques. Weighted least squares has the advantage
that the necessary algorithms are well understood and have been
proven successful in other applications. They have also been shown to
be successful on power system simulations [111.
All of the preceding discussions indicated advantages of the
weighted least squares technique. However, a very important prop-
erty is the amount of computer time and storage required for imple-
mentation. Here a comparison is very difficult. A tracking state
estimator, as proposed in [12], can be implemented with very limited
computer storage and computation requirements and has been made
to work on simulated data [13]. On the other hand, the authors' ap-
proach also requires a very limited amount of computer time and
storage and has been shown to work.
My personal opinion on the relative advantages of the two ap-
proaches can be summarized as follows. A weighted least square state
estimator is definitely preferable if the computation and storage re-
quirements are less than or approximately equal to those of the
authors' state estimator. However, if weighted least squares turn out
to require appreciably more computer load, the choice depends on an
engineering trade-off of weighted least squares advantages versus
computer requirements. More experience is needed before the actual
computer requirements (including detection, identification, lost data
points, etc.) are known.
REFERENCES
[11] E. Hnyilicza, "A power system state estimation with applica-
tions, " School of Engrg., Massachusetts Institute of Technology,
Cambridge, PSEG Rept. 12, April 1969.
[12] F. C. Schweppe, "Power system static-state estimation, pt. III:
implementation," IEEE Trans. Power Apparatus and Systems,
vol. PAS-89, pp. 130-135, January 1970.
[13] R. Masiello and F. Schweppe, "A tracking static-state estima-
mation," Paper 70 TP 707, presented at the IEEE Summer
Power Meeting and EHV Conference, July 12-17, 1970, Los
Angeles, Calif.
J. F. Dopazo, 0. A. Klitin, G. W. Stagg, and L. S. VanSlyck: The
authors would like to thank all the discussers for their complimentary
remarks, penetrating observations and pertinent questions, all of
which enhance the value of the paper. Since few questions have been
asked by more than one discusser, we will answer each individually.
Prof. Subramanian's questions will be answered in order.
1) Since B is sparse, BTB will also be sparse. In fact, it has the
same sparsity as Ybus. In an application, it would probably be more
efficient to use sparse matrix techniques rather than an explicit in-
version which was convenient for explanation of the algorithm.
2) The matrix BTB is always nonsingular if the complex voltage is
known or defined at one or more buses. That is to say that A1 has at
least one column. We plan to measure voltage magnitudes at three
buses to assure that at least one magnitude will be available. Complex
voltage can thus be defined at one of these buses. The error in these
magnitudes of measured bus voltages is expected to be within one
tenth of one percent.
3) As the discusser points out (6) and (7) express E2 for iteration k
in terms of E2 for iteration k-i using vr as a parameter. There is
essentially no saving to be realized in using (11) rather than the
procedure of the paper for a Gauss iterative scheme. Solving (11) by
Newtons's method involves introducing a Taylor series expansion for
1(E2), and this generates a state vectorfordependent Jacobian. Avoiding
such difficulties was the raison d'etre the research that lead to the
method presented in the paper.
As far as Mr. Jazwinski's comments are concerned, we should like
to point out that the weighted least squares referred to in our paper
was specifically applied to the measuring system with bus injections
and line flow measurements. The problem, with this measuring sys-
Manuscript received April 13, 1970.
SYSTEMS, SEPTEMBER/OCTOBER 1970
tem, is solvable only through a large investment in real time measure-
ments or else through the use of very accurate pseudomeasure-
ments.
We agree with the discusser that the well-known technique of
damped least squares solves the problem. However, the implementa-
tion of this technique requires additional computer logic to achieve a
reasonable convergence to the solution in the real-time environment,
i.e., changes in network configuration, loss of information, etc.
With regard to the amount of redundancy required, please refer to
our comments to Dr. Schweppe's discussion. Weighted least squares
works well with a constant gain matrix as long as the operating point is
not far from the point where the computation of the matrix took place.
However, in the real-time environment one must be prepared to take
this possibility into account. Again, this introduces additional over-
head into the calculation of the estimate which is not required with
our algorithm.
We do not agree with Mr. Jazwinski that our technique is limited
to a special metering configuration. If one were to agree that real-
time information is required to solve the estimation problem in
the power system, then one has to go to the network nodes to get
either injections, voltage magnitudes or line flows. Conceivably one
does not have to take measurements at every node of a power system
(see numerical examples). However, it is good policy for reliability
and to avoid computational difficulties, as we have found from our
studies, to measure line flows at both ends; but this is not a stringent
requirement either. It also proves to be a more economical measure-
ment scheme compared to bus injections and some line flow measure-
ments.
As far as the lower voltage network is concerned, our method is not
limited to handle only the 345/765-kY system. If the appropriate
data for the low voltage sysuem is available, it can also be included in
our "pot."
Mr. Debs and Mr. Hajdu are quite right when they say that
the statistics of the measurement process are implicitly included in the
model. As a matter of fact, it can be shown analytically that
the method presented in our paper is a very good approximation
to the static state estimation algorithm of [2].
The disadvantages mentioned in the introduction of our paper
were of a practical nature regarding the application of state estima-
tion to power systems. If economics are considered, the cost of mea-
suring bus inputs and some line flows in the system are seen to be as
expensive as measuring all line flows at both ends; this fact is implicit
in the topology of the network. With few line flows for redundancy,
loss of bus injections leads to numerical difficulties regardless of the
method used to process the data. The computational simplifications
mentioned by the discussers are reasonable and have been under our
consideration for quite some time. However, the diagonalization of
the inverse-covariance matrix, though obviously less storage demand-
ing than calculating a full covariance matrix, introduces several dis-
advantages: 1) without the use of the matrix Q in (6), the convergence
of the estimator is quite slow and oscillatory in nature. Thus, addi-
tional logic to damp the convergence characteristic is required; 2)
rapid sampling requirements to achieve the desired convergence
characteristic and accuracy are necessary. This, in fact, is a hard-
ware requirement to avoid including additional logic in the algorithm;
3) the diagonalization procedure distorts the covariance calculation
and burdens the error analysis algorithms.
The meter placement philosophy expressed in our paper is suitable
to calculate an excellent state estimate at a moderate cost. It also
provides a reliable redundant metering system. This policy does not
have to be implemented in the strict sense of the word. As a matter
of fact there are a number of places in the AEP network where line
flow measurements will not be available. Practically, this does not
penalize the estimate. Thus we have found no need to process bus
voltage magnitudes or inputs to obtain the excellent results reported
in our paper.
Mr. Stillman's discussion includes various interesting points and
questions. He is right in his comment that the high computational
speed of the algorithm is related to the fact that line flows are mea-
sured. This is an important point. In fact, we believe that regardless
of the method of solution, appropriate selection of data to be mea-
sured is of major importance for the solution of the problem. Line flow
measurements provide a compatible set of input data and in turn a
well conditioned set of equations. In addition, this measuring scheme
permits a simple formulation and a solution which requires a rela-
tively small number of arithmetic operations. The simplicity of
calculations is due to the fact that the matrix G in (6) is constant and
the real and imaginary components of the vector E2 and er are un-
coupled.
DOPAZO et al.: STATE CALCULATION OF POWER SYSTEMS 1707

The discusser states that a number of pseudomeasurements are more elements and,more seriously, the real and imaginary variables
used to form the vector El in (2). We wish to clarify that the elements are no longer uncoupled.
of this vector are not pseudomeasurements. It is mentioned in the Mr. Stadlin is apparenitly suggesting that the measured voltage
paper that £1 is a vector of known complex bus voltages. To establish magnituides be treated as the solution values. If this were done, then
(12) would apply with
the system voltage level, at least one bus voltage (a reference bus
voltage) must be known. In this case, the vector E1 has only one
entry whose value is determined by measuring the voltage magnitude Om amq m,p - (13)
and setting the phase angle arbitrarily. However, the vector 51 may being a measured angle difference for line j. The matrix A remains pre-
have more than one entry if complex voltages at various buses are cisely the same as in the paper, and
known. This general formulation of (2) permits inclusion in the state
calculation for one area, the effect of complex bus voltages that have a = G0m (14)
been previously determined from calculations of an adjoiniing area. is a fit of the measured line flows. Since the bus voltage magnitudes as
We agree with the discusser that the values for the network param- measured are intrinsically assumed to be the bus voltage magnitudes,
eters zj and yjp are not exact. Analysis of the effect of random errors in the problem would be linear and iterations would not be required as
these values was not reported in the paper because this effect has been he points out.
found from our studies to be equivalent to that of increasing the The results of the numerical test of this proposal are shown in
error bound of the measured quantities. Nevertheless, we would like
to mention that a number of cases were run in which error bounds of Table II. In this example, it was assumed that voltage magnitude
measurement accuracy was 40.1 percent. This resulted in an rms
up to i 10 percent of value were used to simulate true values of zj and
yjp. These random errors did not deteriorate results to the extreme of voltage measurement error of 0.063 percent as shown in the table.
being unacceptable. We do not expect errors of this magnitude to result Regarding errors in Zj and yjp, please refer to our answer to Mr.
from the line impedance formulas. An important consideration how- Stillman's discussion.
ever, is the appropriate representation of individual transmission Dr. Schweppe's comments regarding our development are most
lines. For instance, a nominal pi representation for the line from interesting.
Dumont to Kammer (approximately 300 miles) was not adequate As regards the physical interpretation of ourmethod, consider the
and hyperbolic correction factors had to be used. Another source of following derivation. The weighted least square residual of measured
error is the effect of temperature on conductor resistance. Variations minus calculated quantities can be written for line flows only and in
of conductor resistance could be larger thani 10 percent. However, complex form as
such error would affect the line impedance and the state vector very J(x) = [Sm -J(g)]*T W[Sm -J(i)] (15)
slightly in the EHV system. Moreover, the effect could be eliminated
for low voltage network applications. where
Regarding Mr. Stillman's statement that we eschew the use of
pseudomeasurements in favor of real measurements, we believe that fj(9) = T [xp - xF] + xpxp*yjp (16)
the virtues and economics of pseudomeasurements are only apparent. zj
Pseudomeasurements can be used only for those quantities which are and
practically independent of network configuration and system condi-
tions, such as injections at conformable load buses. Associated with j measurement index (watts and vars)
each piece of pseudodata, appropriate weighting factors are necessary. p,q bus indices (associated with measurement j)
We have found that pseudodata of poor quality may result in ill- Sm,j measured complex volt-amperes, (P -jQ)
conditioning of the equations when there is interaction between this xp complex voltage at bus p
data and real time measurements if these quantities are properly yjp line charging admiittance, at bus p
weighted. To determine acceptable values for pseudodata and their w a diafgonal weighting matrix corresponding to measurement
associated weights, equipment must be intalled and procedures estab- accuracies.
lished that result in additional expenditures without economic ad- (An advantage to our measurement scheme is that W can
vantage. be modelled by a scalar matrix since all measurements have
With respect to the discusser's question about what to do in the approximately the same accuracy.)
case of foreign systems where measurements can not be made, we wish
to point out that this information is not required for monitoring the Equation (16) can be written in matrix form for all measurements
internal system. Knowledge of the external systems is necessary for as
contingency studies. This problem is outside the scope of this paper. (i) = H[Vc + k] (17)
We do believe however, that pseudomeasurements in foreign sys-
tems would not help much in the solution of this problem. In fact, we where
think that the configuration of the foreign systems and their reaction
to system changes are the important factors to be considered. = Ag vc
Regarding modification of the matrix G due to transmission line
outages, we wish to point out that a function of the data acquisition
H diagonal comnplex matrix with Hi =
c complex vector with kj = xpzjyjp
xp*/zj
system includes monitoring of the status of all EHV circuit breakers.
This information will be used to automatically determine the net- substituting (17) into (15) we have
work configuration and thus the incidence matrix A from which the
matrix G is obtained without operator intervention. J(9) = [Sm - H(vc + k)]*W[SM - H(V3 + k)].
The discusser comments on the good answers obtained in case C Factoring H and regrouping terms gives
and the possibility of reducing the number of data gathering stations.
We feel that the proposed metering scheme is justifiable to maintain
low probability of data being unavailable from adjacent stations.
J(x) = [(H-1Sm -k) -Vc]j*TH*WH[(H-lSm
- k) -Vcj. (18)

Communication links will be installed from the remote stations to The vector of "measured" element voltages, as defined in the body of
the paper, is given in matrix form as follows:
data concentrators in each of three areas of the system and from
these points to the central computer system, rather than assigning Om = H'iSm - k. (19)
individual communication links to each remote station. Substituting (19) into (18) gives
Our answer to Dr. Schweppe's discussion covers Mr. Stillman's
comment on the properties of the residul vector r. J(x)
Km- DCi*TH*WH[VM - c].
= (20)
As far as the possibility of using the algorithm for tracking slow The solution that approximately minimizes (20) and thus (15) is
oscillations, we have not investigated this problem. Although the given by
algorithm is quite fast, other factors to be considered include the
time constants of the measurement system. x = [ATY2WA I -1AFTYyWpm (21)
The authors agree with Mr. Stadlin that voltage magnitudes can be
measured easily and economically. However, their inclusion as part of where y2 is a real diagonal matrix withy_.2 -= lz-2.
The numerical results verifying this approximation for various error
the measurements to be fitted requires the use of a state vector de-
pendent gain matrix. This proper inclusion greatly increases the bounds are given in Table III where they are cormpared with the
dimension of the problem because the measurement vector now has classical weighted least squares algorithm with no approximations.
1708 1IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, SEPTEMBER/OCTOBER 1970

TABLE II
RMS VALUES, STADLIN'S METHOD VERSUS METHOD OF AUTHORS

Stadlin Authors
(MW) (Mvar) (MW) (Mvar)
Measured measured - true 3.15 3.96 3.15 3.96
line ends measured - calculated 2.98 7.67 2.16 2.94
true - calculated 2.95 7.16 2.27 2.65
Nonmeasured true - calculated 4.24 6.34 3.31 3.68
line ends
Magnitude Angle Magnitude Angle
(percent) (degrees) (percent) (degrees)
Bus voltages true - calculated 0.038 0.090 0.030
measured - true 0.063

TABLE III
V/2 RMS VALUES, COMPARISON OF ACCURACY OF METHODS

True True
True Measured -Calculated - Calculated
- Measured -Calculated Fitting to Fitting to
Measurement Fitting to True Flows True Flows
Error Bounds Method t Error* Measured Flows (Measured) (Nonmeasured)
0.35 percent PS 1 5.06 3.81 3.40 4.37
+ 2 percent Reading 2 5.06 3.83 3.40 4.45
3 5.06 4.97 3.97 5.76
0.5 percent FS 1 7.50 5.60 5.02 6.46
+ 3 percent Reading 2 7.50 5.61 5.03 6.62
3 7.50 7.32 5.87 8.44
1 percentlFS 1 13.47 10.2 8.86 11.4
+ 5 percent Reading 2 13.47 10.2 8.88 11.6
3 13.47 13.3 10.5 15.3
2 percentFS 1 27.0 20.3 17.7 22.9
+ 10 percent Reading 2 27.0 20.4 17.7 23.3
3 27.0 26.5 21.0 30.7
* Measurement errors modeled as:
Sm.,j = Si + ki(FS);jc + k21Sj1c2
where
Smwj,
Sh measured and true complex volt-ampere flow
(FS)j errorfull-scale meter reading, measurement j, (reading = -FS, +FS)
ki,k2 bounds, FS and reading, respectively
Cl,C2 complex random numbers within unit disk.
tMethods:
1) Classical least squares without simplifying approximations.
2) Method of authors with squared line admittance weighting.
3) Method of authors without weighting.

Note that the algorithm of the paper is specified without weights,
however without loss of generality and without additional computa-
tional effort they can be included.
When one compares the algorithm of the paper to the tracking
estimator of [12], several important factors come into play. Equation
(21) has an intrinsically constant gain matrix. The tracker of the cited
reference has a time varying gain matrix which is used as a constant
for a specified period of time. However, this gain matrix must be
evaluated under certain system conditions to maintain good perfor-
mance and numerical stability. This requirement introduces additional
specialized computer logic into the tracking algorithm. Assuming that
this problem is solved, it seems that at best the tracker of [12] would
require twice the storage and twice the time required by the solu-
tion of (21) in the tracking mode.
Dr. Schweppe is absolutely right in that weighted least squares is a
more general approach: it can process any combination of data, it can
be formulated in different coordinate systems, it can use pseudo-
measurements, etc. A careful study of the advantages arising from the
use of pseudomeasurements, injections, line flow measurements and
voltage measurements compared with those obtained through process-
ing compatible redundant data with its associated computational
simplifications made us eschew such versatility. The measurement
policy of line flow measurement at both ends is not as strict as it may
seem. There are many line flows in the AEP .345/765kV network
where metering facilities are not available. Practically this does not
degrade the state estimate as simulated usinig Monte Carlo trials.
In comparing the accuracies of weighted least squares with our
method it should be pointed out that the errors simulated were not
taken as Gaussian. Because of the physical characteristics of metering
devices, i.e., finite full scales, a rectangular probability density func-
tion was used for error analysis. This also maximizes the uncertainty
of the errors in the measurement system [15]. For this set of condi-
tions Table III compares both methods as a function of the errors
in the measurements. It is evident that there is no degradation as the
error in the measurements increases. Only if the measuring system is
characterized by a Gaussian process, do we agree with Dr. Schweppe
that, "weighted least squares is optimal in a well defined statistical
sense" [15], [16].
REFERENCES
[15] S. Lees, "Uncertainty and imprecision," Trans. ASME, J.
Basic Engrg., June 1966.
[16] R. E. Kalman, "A new approach to linear filtering and predic-
tion problems," Trans. ASME, J. Basic Engrg., March 1960.