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2464
component under protection via dynamic state model of the component. Note also that the method
estimation [3-7]. The dynamic model of the does not require any settings or any coordination with
component accurately reflects the condition of the other relays.
component and the decision to trip or not to trip the While the proposed scheme can be viewed as a
component is based on the condition of the generalization of differential protection, its reliability
component irrespectively of the parameter of is much better than differential protection. As an
condition of other system components. Figure 2 example while line to line internal faults cannot be
illustrates this concept. The proposed method detected by differential schemes, the proposed
requires a monitoring system of the component under dynamic state estimation protection does detect line
protection that continuously measures terminal data
to line internal faults immediately.
(such as the terminal voltage magnitude and angle,
the frequency, and the rate of frequency change) and
component status data (such as the tap setting and the
temperature). The dynamic state estimation processes
these measurement data and extracts the real time
dynamic model of the component and its operating
conditions. It is clarified that the rate of frequency
change is computed by using data from at least two
consecutive cycles. Specifically, at each cycle the
frequency of the system is computed by processing
all the captured waveforms at that cycle. By
comparing this value to the frequency value of the
precious cycle the rate of frequency change is
computed.
After estimating the operating conditions, the
well-known chi-square test calculates the probability
that the measurement data are consistent with the
component model (see Figure 2). In other words, this
probability, which indicates the confidence level of
Figure 2: Illustration of setting-less component
the goodness of fit of the component model to the protection scheme
measurements, can be used to assess the health of the
transformer. The high confidence level indicates a 4. Implementation of Setting-less
good fit between the measurements and the model,
which indicates that the operating condition of the
Protection
component is normal. However, if the component has
internal faults, the confidence level would be almost The implementation of the setting-less protection
zero (i.e., the very poor fit between the measurement [9] has been approached from an object orientation
point of view. For this purpose the constituent parts
and the transformer model).
of the approach have been evaluated and have been
In general, the proposed method can identify any
abstracted into a number of objects. Specifically, the
internal abnormality of the component within a cycle setting-less approach requires the following objects:
and trip the circuit breaker immediately. It is
emphasized that the proposed dynamic state mathematical model of the protection zone
estimation based protection scheme is a physical measurements of analog and digital data
generalization of differential protection. For this mathematical model of the physical measurements
reason any internal fault in the protected zone will mathematical model of the virtual measurements
immediately detected by the proposed scheme - the mathematical model of the derived measurements
same fast way as an internal fault is detected by a mathematical model of the pseudo measurements
differential protection scheme. Furthermore, it does dynamic state estimation algorithms
not degrade the security because arelay does not trip bad data detection and identification algorithm
in the event of normal behavior of the component, for protection logic and trip signals
example inrush currents or over excitation currents in online parameter identification method
case of transformers, since in these cases the method
produces a high confidence level that the normal The last task is fundamental for model
behavior of the component is consistent with the verification and fine tuning the parameters of the
2465
models. It is done via online parameter identification during energization. The transformer will experience
methods. Conceptually the method is very simple. high in-rush current that represent a tolerable
When a disturbance occurs the dynamic state operating condition and therefore no relay action
estimation process is modified by treating selected should occur. The component state estimator should
parameters of the model as unknowns in the be able to "track" the in-rush current and determine
estimation process. The resulting solution of the that they represent a tolerable operating condition.
dynamic state estimation provides better estimates of This requires a transformer model that accurately
the parameters of the zone. The overall process is models saturation and in-rush current in the
shown in Figure 3. transformer. The transformer model is a good
example of nonlinear model with controls and the
general modeling approach for a transformer is given
in Appendix A.
For many power system components, high fidelity
models exist. For some newer components such as
inverter interfaced power components, the modeling
accuracy may not be as high. In both cases the state
estimation process can be utilized the fine tune the
models and/or determine the parameters of the model
with greater accuracy. These procedures have been
demonstrated in [12]. The basic approach is to
Figure 3: Setting-less protection relay organization expand the dynamic state estimator to include as
parameters to be estimated some key model
The details of this protection approach can be parameters. Therefore the overall approach can also
found in [9]. Several user interfaces have been provide better models with field validated parameters.
developed to visualize the operation of these relays. We can foresee the possibility that a high fidelity
Figure 4 illustrates an example. The example shows model used for protective relaying can be used as the
the visualization of the setting-less protection for a main depository of the model which can provide the
transformer; the terminal voltages and currents are appropriate model for other applications. For
shown in real time as well as the results of the chi- example for EMS applications, a positive sequence
square test and the trip no-trip decision. model can be computed from the high fidelity model
and send to the EMS data base. The advantage of this
approach will be that the EMS model will come from
a field validated model (the utilization of the model
by the relay in real time provide the validation of the
model). This overall approach is shown in Figure 5.
2466
6. Substation Model Synthesis additional computations since the component models
are all in UTC time (due to the GPS synchronized
The results of the dynamic state estimation over a measurements) and therefore they can be simply
period of one cycle are in the time domain. merged to provide the substation model.
Specifically, the point on wave data is available for
each variable of the zone under protection. This data 7. System Wide Model Synthesis
are converted into the frequency domain by applying
Fourier transform on the time domain data over a The substation state estimate (in frequency
user specified time interval, for example one cycle. domain) is used to directly synthesize the state of the
Because the frequency of the system may vary in real entire system. This process is similar to the synthesis
time, the Fourier transform must estimate the of the substation state estimate with the only
frequency first and then perform the Fourier analysis. difference that since the substation states are already
Otherwise issues of spectral leakage may appear. We in frequency domain this synthesis is straightforward
have developed a generalized approach for the and does not require any model conversions. The
computation of the phasors that provide high synthesis of the system wide state estimate is
accuracy in phasor computation under varying illustrated in Figure 7. Figure 7 illustrates how the
frequency and waveform distortion. We refer to this EMS synthesizes the system wide model from
method as the “Standard PMU”. The standard PMU substation state estimates. Each component’s
is the subject of a paper to be released in the near connectivity data is used to compose the topology of
future. The end result of these computations is the the substation. Using that topology, state estimates
zone model in frequency domain. The over from each component that have the same GPS time
organization is shown in Figure 6. stamp are immediately combined (with no additional
calculations) to obtain the system wide state estimate.
2467
and (4) controls). The phasor model is organized into applying KCL at each node of the network and
an object with specific structure. We refer to this adding the internal model equations of all
structure as the state and control algebraic quadratic components, assuming that the control variables have
companion form (SCAQCF) [10-12]. We discuss a fixed value.
here the autonomous formulation of the optimal
power flow and its solution by simply using the ¦ I ji 0 for all the nodes
object oriented component model. ° j N ( i ) (4)
g ( x, u) ®
Each component model is expressed with: °̄ Internal equations of all devices
# ½ # ½ # ½ (1)
° ° ° ° ° ° Where N(i) is the set of nodes connected to i. In
I (x, u) Yeqx x ®xT Feqx i
x ¾ Yequ u ®uT Fequi
u ¾ ®xT Feqxu
i
u ¾ Beq
° # ° ° # ° ° # ° the above equations, all the currents are substituted
¯ ¿ ¯ ¿ ¯ ¿ with the appropriate equation from the component
# ½ # ½ # ½ (2) SCAQCF model equations yielding a set of equations
° ° ° ° ° °
y ( x, u) Ym , x x ®xT Fmi , x x ¾ Ym ,u u ®uT Fmi ,u u ¾ ®xT Fmi , xu u ¾ Cm in terms of the state variables only. This is a synthesis
° # ° ° # ° ° # °
¯ ¿ ¯ ¿ ¯ ¿ procedure that combines the validated high fidelity
where: real time model of all the components extracted from
I ( x , u ) : the through variables of the device model. the setting-less protection.
x : external and internal state variables of the device hmin h(x, u) hmax are operating constraints,
model, which include the upper and lower bounds for the
u :the control variables of the device model. voltage magnitudes at bus k and capacity constraints
Yeqx : matrix defining the linear part for state for transmission lines and transformers. For each
lines and transformers of the system, the capacity
variables.
constraints can be extracted from the SCAQCF
Feqx :matrices defining the quadratic part for state component model as:
variables.
Yequ :matrix defining the linear part for control ¦ ¦ Yeqx 2k
,i xi x j ¦¦ Yeqx ,i xi x j
2 k 1
½
° i j i j ° (5)
° °
variables. I
min 2
mag d ® ¦ Yeqx 2k
B
,i eq ,2 k ix ¦ Y 2 k 1
eqx ,i B eq ,2 k 1 i ¾ d I mag
x max 2
2468
by their physical bounds. The algorithm then obtains
the updated values of control variable using barrier
wg(xo , uo )
wx
^
Yeqx ^xo,T Feqx ,i ` Feqx ,i xo
T
` ^ F
eqxu ,i `
uo (12)
T
dJ (x o , uo ) wJ (x o , uo ) wg(x o , uo ) (7)
xˆ T
du wu wu
1
Where xˆ T wJ k ( x o , uo ) § wg ( x o , uo ) · (8)
¨ ¸
wx © wx ¹ Figure 8: The IEEE 30 bus system
Based on the SCAQCF model and the generic Table 1: OPF system results summary
Overall Cost ($/hr) 603.81
form of the object function and constraint, each term
Available Generation (MW) 335
in equations (7-9) is automatically computed as
Actual Generation (MW) 218.3
follows, Load (MW) 213.2
Active Losses (MW) 5.1
wg ( x o , u o )
wu
Yequ ^u Fequ ,i `
o ,T
^ F
equ ,i u ` ^x
o T o ,T
Feqxu ,i ` (9) Reactive Generation (MVAr)
Reactive Load (Mvar)
126.6
119.8
wJ (xo , uo )
AJ x o ,T
BJ BJ x F
o T
u
o T (10) Table 2: OPF generator dispatch summary
wx
J
Generator Marginal Cost
P (MW) Q (MVAr)
wJ ( x o , uo )
EJ EJ u
Bus ($/MWr)
o T
DJ u o ,T
x o ,T
FJ (11) 1 80 -7.35 3.151
wu 2 41.66 -5.52 3.208
2469
13 11.34 44.7 3.567 Bus V (pu) Vmin(pu) Vmax(pu)
22 21.01 32.38 3.627 1 1.05 0.95 1.05
23 16.28 15.89 3.814 12 1.05 0.95 1.05
27 48 46.47 4.051 25 1.05 0.95 1.05
Table 3: OPF generator active voltage constraints Table 10: OPF active PG constraints summary
summary
Generator # Bus # PG (MW) PG,max (MW)
Bus V (pu) Vmin(pu) Vmax(pu)
7 0.95 0.95 1.05 1 1 80 80
25 1.05 0.95 1.05
2470
human error as the operation of the system becomes Autonomous State Estimation in Distribution
more complex and the number of players is Systems", IEEE Transactions on Power Systems, Vol.
increasing. We have proposed an infrastructure that 26, No. 4, pp 2109-2117, November 2011
[9] A. P. Sakis Meliopoulos, George Cokkinides, Zhenyu
practically eliminates human input in the process of Tan, Sungyun Choi, Yonghee Lee, and Paul Myrda,
extracting the real time model of the system and "Setting-less Protection: Feasibility Study",
using the real time model for (a) protection and (b) Proceedings of the of the 46st Annual Hawaii
model based optimization and control. The real time International Conference on System Sciences, Maui,
model is available across the spatial extend of the HI, January 7-10, 2013.
electric power system. The infrastructure is based on [10] A. P. S. Meliopoulos, G. J. Cokkinides, and G.
Stefopoulos, "Quadratic integration method," in Proc.
the capabilities of present day high end numerical International Power System Transients Conference,
relays. The technology required for the Montreal, Jun. 2005.
implementation of the proposed scheme exists today. [11] G. Stefopoulos, G. J. Cokkinides, and A. P. S.
Meliopoulos, "Expert symbolic transient simulator
10. Acknowledgement based on quadratic integration method," in Proc. the
13th International Conference on Intelligent Systems
Application to Power Systems, Nov. 2005, pp. 347-
The work in this paper was partially supported by 353.
the EPRI (Power System Engineering Research [12] G. K. Stefopoulos, G. J. Cokkinides, and A. P. S.
Center project T-49G),and DoE/NETL project DE- Meliopoulos, "Quadratized model of nonlinear
OE0000117.Their support of this work is gratefully saturable-core inductor for time-domain simulation,"
acknowledged. in Proc. IEEE PES General Meeting, Jul. 2009.
[13] Y. Tao and A. P. Meliopoulos, "Optimal power flow
via quadratic power flow," in Proceedings of Power
11. References Systems Conference and Exposition, Mar. 20-23 2011,
pp. 1-8
[1] A. P. Sakis Meliopoulos, Anjan Bose, PSERC
Publication 10-17, Substation of the Future: A
Feasibility Study, October 2010.
[2] B. Kasztenny, J. Schaefer, and E. Clark, Appendix A: Single Phase Transformer
"Fundamentals of adaptive protection of large Model for Setting-less Protection
capacitor banks - accurate methods for canceling
inherent bank unbalances," in Proc. 60th Annual This Appendix provides an example of a SCAQCF
Conference for Protective Relay Engineers, Mar. 2007,
model. The example is selected so that it
pp. 126-157.
[3] E. Farantatos, G. K. Stefopoulos, G. J. Cokkinides, demonstrates the handling of non-linearities, controls
and A. P. S. Meliopoulos, "PMU-based dynamic state and limits and at the same time should be simple so
estimation for electric power systems," in Proc. IEEE that it can fit in the constraints of the paper. This
PES General Meeting, Jul. 2009 example is a single phase saturable core variable tap
[4] R. Huang, E. Farantatos, G. J. Cokkinides, and A. P. S. transformer. The model is first presented with what
Meliopoulos, "Substation based dynamic state
we call the compact form, which is the familiar
estimator - numerical experiment," in Proc. IEEE PES
Transmission and Distribution Conference and standard notation model. We subsequently quadratize
Exposition, New Orleans, Apr. 2010. the model and then the quadratic model is integrated
[5] A. P. S. Meliopoulos, G. J. Cokkinides, F. Galvan, B. to provide the SCAQCF model.
Fardeanesh, and P. Myrda, "Delivering accurate and Figure A1 gives the model of the single phase
timely data to all," IEEE Power and Energy Magazine, transformer. In Figure A1, the turn ratio t consists of
vol. 5, no. 3, pp. 74-86, May 2007.
[6] A. P. S. Meliopoulos, G. J. Cokkinides, C. Hedrington, two parts. One is the nominal transformation ratio tn ,
and T. L. Conrad, "The supercalibrator - a fully which in the model is treated as a fixed constant and
distributed state estimator," in Proc. IEEE PES
the other is the per-unit tap selection tu , which in the
General Meeting, Jul. 2010.
[7] A. P. Meliopoulos, G. J. Cokkinides, and G. K. model is treated as a controllable variable. The
Stefopoulos, "Improved numerical integration method overall turn ratio is t t u t n . And the resistance r1 ,
for power/power electronic systems based on three-
point collocation," in Proc. the 44th IEEE Conference inductance L1 at the primary side and the resistance r2 ,
on Decision and Control, and European Control
Conference, Dec. 2005, pp. 6780-6787. inductance L2 at the secondary side are expressed as
[8] Sungyun Choi, Beungjin Kim, George Cokkinides and follows:
A. P. Sakis Meliopoulos, "Feasibility Study:
2471
r1 2tn2 r , L1 2tn2 L u1 (t ) (1 tu (t )) 2
2r 2L 1
r2 , L2 u2 (t )
1 1 tu 1 1 tu 1 u1 (t )
where r and L are the nominal resistance and The quadratized model is:
inductance of the transformer referred to the i1 (t ) i1L (t )
secondary side. i2 (t ) i1L (t )
i3 (t ) i3L (t )
i4 (t ) i3 L (t )
0 v1 (t ) v2 (t ) e (t ) 2t n2 ri1 L (t ) 2t n2 Lz1 (t )
0 v3 (t ) v4 (t ) tntu (t ) e(t ) 2ru2 (t )i3 L (t ) 2 Lu2 (t ) z2 (t )
0 rc i1L (t ) rctntu (t ) i3L (t ) e(t ) rcim (t )
d
0 e(t ) O (t )
dt
d
0 i1L (t ) z1 ( t )
Figure A-1: The single phase transformer model dt
d
0 i3 L ( t ) z2 ( t )
The compact model of the single phase saturable core dt
variable tap transformer of Figure A1 is: 0 tu2 (t ) u12 (t ) 1
d 0 u1 (t )u 2 (t ) u 2 (t ) 1
v1 (t ) v2 (t ) 2tn2 ri1L (t ) 2tn2 L i1L (t ) e(t )
dt § O (t ) ·
2
2r 2L d 0 y1 (t ) ¨¨ ¸¸
v3 (t ) v4 (t ) i3 L (t ) i3 L (t ) tn tu (t )e(t ) © O0 ¹
1 1 tu (t ) 1 1 tu (t ) dt
rc i1L (t ) rctntu (t ) i3L (t ) e(t ) rcim (t ) 0 y2 (t ) y12 (t )
i
e(t )
d
O (t ) 0 im (t ) 0
y (t )O (t )
dt O0 2
O t
n
0.9 tu (t ) 1.1
im t i0 sign O t 0
O0 Where the state variables are
0.9 tu (t ) 1.1 ª v1 (t ), v2 (t ), v3 (t ), v4 (t ), i1L (t ), i3 L (t ), e(t ), O (t ), º
X «i (t ), z (t ), z (t ), y (t ), y (t ), u (t ), u (t ), »
¬m 1 2 1 2 1 2 ¼
the through variables are
Where v1 (t ) , v2 (t ) , v3 (t ) , v4 (t ) , i1 (t ) , i2 (t ) , i3 (t ) and
I >i1 (t ), i2 (t ), i3 (t ), i4 (t ) @
i4 (t ) are the terminal voltages and currents
and the control variable is
respectively. i1L (t ) and i3 L (t ) are the currents through U > t u (t ) @
the inductance L1 and L2 and im (t ) are the magnetizing
current. Note that the model is linear except the The differential equations in above model are
magnetization equation that in general is quite non- integrated with the quadratic integration method[10-
linear and the tap control variable appears in absolute 11] and the equations that are algebraic are sufficed
value. The exponent n in general a number between 9 to be written at times t and tm. And this quadratic
and 13 depending on core material. The exponent n is integration procedure yielding the following model.
determined by the manufacturer magnetization curve i1 (t ) i1L (t )
if available or it can be derived from the magnetizing i2 (t ) i1L (t )
current versus voltage if this information is available. i3 (t ) i3L (t )
The above model is quadratized, i.e. all non-
i4 (t ) i3 L (t )
linearities above 2 are converted into equations with
maximum exponent of 2 by introducing more state 0 v1 (t ) v2 (t ) e (t ) 2t n2 ri1 L (t ) 2t n2 Lz1 (t )
variables. In order to limit the complexity of the 0 v3 (t ) v4 (t ) tntu (t ) e(t ) 2ru2 (t )i3 L (t ) 2 Lu2 (t ) z2 (t )
example we will assume that n=5. Also the tap 0 rc i1L (t ) rctntu (t ) i3L (t ) e(t ) rcim (t )
control variable appears in absolute value is
0 tu2 (t ) u12 (t ) 1
quadratized by introducing new state variables as:
2472
0 u1 (t )u 2 (t ) u 2 (t ) 1 measurements v12m (t ) , v34m (t ) and current
2
§ O (t ) ·
measurements i1 (t ) , i3 (t ) .
m m
0 y1 (t ) ¨¨ ¸¸
© O0 ¹
0 y2 (t ) y12 (t ) 2. Derived measurements, which are the current
measurements i2 (t ) , i4m (t ) at terminal 2 and 4
m
i0
0 im (t ) y2 (t )O (t )
O0 and they are supposed to have same absolute
§h · values as i1 (t ) , i3m (t ) but a different direction.
h 2h m
0 e(t ) e(tm ) O (t ) ¨ e(t h) O (t h) ¸
6 3 ©6 ¹
h 2h §h ·
3. Pseudo measurements, which are the
0 z1 (t ) z1 (tm ) i1L (t ) ¨ z1 (t h) i1L (t h ) ¸
6 3 ©6 ¹ measurements v (t ) , v (t ) , assuming voltages
m
2
m
4
h 2h §h ·
0 z2 ( t ) z2 (tm ) i3L (t ) ¨ z2 (t h) i3 L (t h ) ¸ at terminals 2 and 4 are zero (Neutral voltages).
6 3 ©6 ¹
4. Virtual measurements, which are the internal
0.9 tu (t ) 1.1
equations with left side equals to zero in the
i1 (tm ) i1L (tm ) transformer SCQACF form (totally 22 equations).
i2 (tm ) i1L (tm ) Each one of the above measurements is expressed
i3 (tm ) i3L (tm ) in terms of the SCAQCF model, providing the
i4 (tm ) i3 L (tm ) measurement model is SCAQCF form:
0 v1 (t m ) v2 (t m ) e (t m ) 2t n2 ri1 L (t m ) 2t n2 Lz1 (t m )
0 v3 (tm ) v4 (tm ) tntu (tm ) e(tm ) 2ru2 (tm )i3 L (tm ) 2 Lu2 (tm ) z2 (tm ) v12m (t) v1(t) v2 (t) K
0 rc i1L (tm ) rctntu (tm ) i3L (tm ) e(tm ) rcim (tm ) v34m (t) v3 (t) v4 (t) K
0 tu2 (tm ) u12 (tm ) 1 i1m (t) i1L (t) K
0 u1 (t m )u 2 (t m ) u 2 (t m ) 1 i3m (t) i3L (t) K
i2m (t) i1L (t) K
2
§ O (t ) ·
0 y1 (tm ) ¨ m ¸
© O0 ¹ i4m (t) i3L (t) K
0 y2 (tm ) y12 (tm ) v2m (t ) 0 K
i0
0 im (tm ) y2 (tm )O (tm ) v4m (t ) 0 K
O0
0 v1 (t ) v2 (t ) e (t ) 2t n2 ri1 L (t ) 2t n2 Lz1 (t ) K
h h § 5h ·
0 e(t ) e(tm ) O (t ) ¨ e(t h ) O (t h) ¸ 0 v3 (t ) v4 (t ) tntu (t ) e(t ) 2ru2 (t )i3 L (t ) 2 Lu2 (t ) z2 (t ) K
24 3 © 24 ¹
0 rc i1L (t ) rctntu (t ) i3L (t ) e(t ) rcim (t ) K
h h § 5h ·
0 z1 (tm ) z1 (tm ) i1L (t ) ¨ z1 (t h) i1L (t h) ¸
24 3 © 24 ¹ 0 tu2 (t ) u12 (t ) 1 K
h h § 5h · 0 u1 (t )u 2 (t ) u 2 (t ) 1 K
0 z2 (t ) z2 (tm ) i3 L (t ) ¨ z2 (t h ) i3 L (t h ) ¸
24 3 © 24 ¹ 2
§ O (t ) ·
0.9 tu (tm ) 1.1 0 y1 (t ) ¨ ¸ K
© O0 ¹
0 y2 (t ) y12 (t ) K
i0
0 im (t ) y2 (t )O (t ) K
O0
Note that the above model is in the SCAQCF form as h 2h §h ·
0 e(t ) e(tm ) O (t ) ¨ e(t h) O (t h) ¸ K
indicated by equation (1). Due to the space limits, the 6 3 ©6 ¹
various matrices in the SCAQCF equation for the h 2h §h ·
0 z1 (t ) z1 (tm ) i1L (t ) ¨ z1 (t h) i1L (t h) ¸ K
above model are not provided here, but it is 6 3 ©6 ¹
h 2h §h ·
emphasized that by comparing the above model and 0 z2 (t ) z2 (tm ) i3 L (t ) ¨ z2 (t h) i3 L (t h) ¸ K
6 3 ©6 ¹
equation (1), it is easy to define all the matrices in the
0 v1 (t m ) v2 (t m ) e (t m ) 2t n2 ri1 L (t m ) 2t n2 Lz1 (t m ) K
SCAQCF form.
The measurement model in the same form is 0 v3 (tm ) v4 (tm ) tntu (tm ) e(tm ) 2ru2 (tm )i3 L (tm ) 2 Lu2 (tm ) z2 (tm ) K
derived as follows. Assume that the measurements 0 rc i1L (tm ) rctntu (tm ) i3L (tm ) e(tm ) rcim (tm ) K
are:
1. Actual measurements, which are the voltage
2473
0 tu2 (tm ) u12 (tm ) 1 K
0 u1 (t m )u 2 (t m ) u 2 (t m ) 1 K
2
§ O (t ) ·
0 y1 (tm ) ¨ m ¸ K
© O0 ¹
0 y2 (tm ) y12 (tm ) K
i0
0 im (tm ) y2 (tm )O (tm ) K
O0
h h § 5h ·
0 e(t ) e(tm ) O (t ) ¨ e(t h) O (t h) ¸ K
24 3 © 24 ¹
h h § 5h ·
0 z1 (tm ) z1 (tm ) i1L (t ) ¨ z1 (t h) i1L (t h) ¸ K
24 3 © 24 ¹
h h § 5h ·
0 z2 (t ) z2 (tm ) i3 L (t ) ¨ z2 (t h) i3 L (t h) ¸ K
24 3 © 24 ¹
where K represents the measurement error. Note that
the above measurement model is in the SCAQCF
form as indicated by equation (2). Due to the space
limits, the various matrices in the SCAQCF equation
for the above measurement model are not provided
here, but it is emphasized that by comparing the
above measurement model and equation (2), it is easy
to define all the matrices in the SCAQCF form.
2474