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    Electric PowerSystems Research 104 (2013) 917

    Contents lists available at SciVerse ScienceDirect

    Electric Power Systems Research

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

    Robust WLS estimator using reweighting techniques for electricenergy systems

    Eduardo Caroa,, RobertoMnguezb, AntonioJ. Conejoc

    a UniversidadPolitcnicade Madrid, Madrid, Spainb Universidadde Cantabria, Cantabria, Spainc Universidad de Castilla-LaMancha, Ciudad Real, Spain

    a r t i c l e i n f o

    Article history:Received 31 July 2012

    Received in revised form 24 April 2013

    Accepted 31May2013

    Keywords:

    Weighted least squares

    Power system stateestimation

    Outlier detection

    DependentGaussian measurements

    a b s t r a c t

    The state estimator is a key tool in the operation ofany real-world electric energy system. In this paper,

    a state estimator based on a weighted least squares model is proposed which is robust against outliers.

    This algorithm presents two relevant features: robustness that is achieved by readjusting measurement

    weights, and accuracy that is attained by consideringmeasurement dependencies. The proposedmethod

    is tested in the IEEE 57-bus and 118-bus systems and the obtained results are analyzed using Design of

    Experiments and ANOVA techniques.

    2013 Elsevier B.V. All rights reserved.

    1. Introduction

    1.1. Motivation

    In any real-world electric energy system, the Control Center

    monitors andcontrols the functioningof the network in real-time,

    ensuring operational security. To accomplish this task the Control

    Center needs to know accurately the actual state of the system

    (node voltages, power flows, etc.) at any time. These values are

    estimatedby the state estimator (SE).

    The state estimator is a mathematical algorithm which com-

    putes the most-likely state of the network, given a redundant set

    of measurements captured from the system. From the statistical

    point ofview, thestateestimationalgorithm isa nonlinearmultiple

    regression problem, whose parameters to be estimated are those

    which characterize the network state: node voltage magnitudes

    and angles.

    This estimated state is generally computed using the Maxi-

    mum Likelihood Estimator, minimizing the weighted sum of thesquared residuals(i.e.,WeightedLeastSquaresapproach).Once the

    most-likely state is obtained, the Control Center performs a bad

    data detection and identification procedure to detect and elim-

    inate those measurements whose associated standardized errors

    are larger than a pre-established tolerance. The statistical tests

    commonlyemployedfor these tasksarethe2-test and the Largest

    Corresponding authorat: C/ Jos GutirrezAbascal, 2,28006 Madrid, Spain.

    Tel.: +34 913363149.

    E-mail address: [email protected] (E. Caro).

    Normalized Residual test, and arewell established in the technical

    literature [1]. Once outliershavebeenremoved, thenonlinearmul-

    tipleregressionproblemissolvedagain,andthe finalstateestimate

    is obtained.

    Ifoutliers arenot properlydetectedor eliminated, the final esti-

    matewillbebiased,andtheControlCenterwillnothavean accurate

    knowledge of theactual stateof the system, leading occasionallyto

    an insecureoperationof the network.Forthis reason, thedetection

    andidentificationof badmeasurementshave a notoriousrelevance

    in the estimation process. In fact, an adequate and secure control

    is only achieved in the case that the SE procedure is robust enough

    to detect andeliminate thepresence of corruptmeasurements.

    Traditionally, the outlier elimination problem is solved

    iteratively by detecting/removing suspected measurements and

    re-estimating the state disregarding the rejected data. These esti-

    mators are based on the weighted least squares, which shows a

    notable computational efficiency; however the lack of robustness

    deteriorates significantly their performance in thepresence of bad

    measurements. Specifically, the presence of multiple conformingbadmeasurements in the measurement setmayprovoke a mask-

    ingeffect:goodmeasurementsmayberejectedwhereascorrupted

    ones may not. This undesirable situation occurs when measure-

    ment dependencies are not properlymodeled.

    1.2. Aim

    The aim of this paper is to present a robust state estimator

    based on a weighted least squares regression, which carries out

    the estimationand thebad datadetection/identificationprocesses

    simultaneouslyby successivelyadjustingtheweightingmatrix and

    0378-7796/$ seefrontmatter 2013 Elsevier B.V. All rights reserved.

    http://dx.doi.org/10.1016/j.epsr.2013.05.021

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    10 E. Caro et al./ Electric Power Systems Research 104 (2013) 917

    consideringtheeffect ofmeasurement dependencies. Theobtained

    estimate does not require further bad measurement processing

    algorithms.

    1.3. Literature review

    Thetechnical literatureis richin references concerningthestate

    estimationproblem, forinstance,[2]or [1]; andthere isa significantnumber of references on outlier detection: [311]. The previous

    worksarefocusedmainly ontheareaof least squares linearregres-

    sion. Other statistical models and estimation methods, such as

    reweighed techniques [1215], non-linearmethods [16], variance-

    varying models [17], or some robust estimators [1820] have

    received comparatively less attention. Nevertheless, [21] report

    successful results fromthe applicationof thereweighted leastdevi-

    ationmethoddevelopedby[14], todetectdatarelatedtohurricanes

    and typhoon onwave hindcast databases.

    However, no so many works address the power system WLS

    estimator using adjusted measurement weights. The pioneering

    work reported in [22] proposes a method for readjusting the mea-

    surementvariancesbasedon theresidualsof previousestimations.

    Ref. [23] develops thisapproach, improving thecomputational effi-ciencyandensuringmathematicalconvergence.Work [24] propose

    an iterative reweighted least-squares estimator that is based on

    GivensRotations and improves the robustness against outliers.

    In [25], the weights of theWLS estimator are artificiallymanip-

    ulated, leading to a more robust estimator with the properties of

    the weighted least absolute value approach. Recently, in [26], the

    WLS regression is addressedusing estimatedweights based on the

    measurement variances.

    All the aforementioned works consider that the measurement

    covariancematrix is diagonal. However,recentworks [27,28]show

    that this matrix is generally non-diagonal. Thus, the reweighting

    techniques previously proposed in the technical literature can be

    improved, since such techniques cannot deal with measurement

    dependencies.

    1.4. Contribution

    The contribution of this paper is threefold:

    First, it provides a mathematic procedure that allows apply-

    ing a reweighting estimation technique (originally designed

    for diagonal covariance matrices) to a non-diagonal estimation

    problem. Second, an iterative state estimator is proposed, showing both

    robustness against outliers and computational efficiency. Specif-

    ically, it requires significantly less time that similar methodsproposed in the technical literature [29].

    Finally,DesignofExperimentsandANOVAprocedures areusedto

    comparetheperformanceof theproposedmethodwithstatistical

    rigor.

    1.5. Paper organization

    Therest of this paper is organized as follows. Section2 develops

    and formulates the Reweighted Least Squares Estimator consid-

    ering measurement dependencies. Section3 applies the Design of

    Experiments and ANOVAprocedures to theconsidered estimation

    problem.Section4 providesandanalyzesresults fromfourrealistic

    casestudies. Finally, Section5 provides somerelevant conclusions.

    2. Dependent state estimationmodel

    Any state estimator can be formulated as a nonlinear multiple

    regression problem, where theunknown parameters are thenode

    voltage magnitude andangle of every node, represented by Vi and

    i, respectively. These two sets of variables form the state vector

    x = [VT T]T. There are n state variables. The unknown true state

    is represented by xtrue.

    The unknown parameters are estimated using the informationprovided by observations {z1, . . .,zm}. These observationsare cap-tured from the system using measuring devices, and are related

    with x bymeans of a multifunctional vector h( x). Depending onthe measurement type, the functions hi( x) differ. Expressions offunctions hi(x) arewell-established in the technical literature [1].

    The error terms used throughout this paper are definedbelow:

    Measurement residual: difference between the measurement ziand the function hi(x) evaluated at the optimal state x,

    Residuali = zi hi(x)|x=x =zi hi(x) = ri. (1)

    Measurement error: difference between the measurementzi and

    the function hi(x) evaluated at any state x,

    Errori = zi hi(x)|x=x =zi hi(x) = ei. (2)

    Metering error: difference between the measured value and the

    unknown true value,

    Meteringerrori =zi hi(x)|x=xtrue = zi hi(xtrue) = zi z

    truei . (3)

    Note that the term measurementresidual is solelyused in the

    case of comparing measurement value zi with the function hi()

    evaluatedat the optimal state x. Similarly, theterm measurementerroris solelyemployedfor comparingthemeasuredvalueziwith

    the function hi(), evaluated at any state x.Measurement errors have been traditionally modeled as an

    independent unbiased Gaussian-distributed random variable. The

    factualmetering infrastructurewithin substations results in signif-icant statistical correlations between measurement errors. Works

    [27] and [28] numerically show that these correlations are signif-

    icant, and its consideration may improve the quality of the final

    estimate. Therefore, hereafter measurement errors are assumed

    to be dependentGaussian-distributed unbiased random variables.

    Thedependence structureismodeledbymeans ofpositive-definite

    non-diagonal variance-covariance matrix Cz, which can be easilycomputed using the Point Estimatemethod [28].

    As it is customary in the technical literature, allmeasurements

    areconsidered synchronous.Thisis reasonable since in steady state

    power systemmagnitudes change very slowly with respect to the

    time needed to transfer measurements to the EMS from Remote

    Terminal Units (RTUs) or PhasorMeasurement Units (PMUs).

    2.1. State estimation

    Given thepreviousassumptions,theestimationof thestatevari-

    ables are obtained by minimizing the weighted sum of squared

    measurement errors of the multiple nonlinear regression model,

    leading to a nonlinear optimization problem:

    minimizex

    J= [z h(x)]TC1z [z h(x)] (4a)

    subject to

    c(x) = 0 g(x) 0 (4b)

    wherethescalarJistheobjectivefunctionand c(x)and g(x)arethe

    equalityandinequality constraintsmodelingzero-injectionsnodes

    and physical operating limits, respectively. Note that matrix Cz is

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    not diagonal, since the considered model takes into account the

    statistical correlations betweenmeasurement errors, but positive-

    definite as it is a variance-covariancematrix.

    2.2. Reweighted least squares formulation

    The Weighted Least Squares model (4a) accounts for the error

    measurements with different variances and their dependency.

    However, an alternative weighting matrix can be used account-

    ing for (i) different variances, (ii) dependency, (iii) and degree of

    confidence related to eachmeasurement.

    Inordertoderivethisweightingmatrixletusconsiderthevector

    of measurement errors e = z h( x) and optimization problem(4). Using the Cholesky decomposition of matrix Cz, the objective

    function in (4a) becomes

    J= [e]TC1z [e]

    = eT(LLT)1e = eT(L1)

    TL1e

    = (L1e)TL1e = uTu

    (5)

    where u is a vector of standard independent normal randomvari-ables, with covariance matrix equal to the identity matrix I, and

    L is the lower-triangular Cholesky factor of matrix Cz. Note thatthe derivation above isbasedon theassumption that the estimated

    state x issufficientlycloseto the true state xtrue,whichis a commonassumption in the state estimation Literature.

    The aim of most outlier detection methods is to determine

    whether or not a measurement should be considered as an out-

    lier, without allowing for intermediate situations. In contrast, the

    methodproposed in this paper, originally developed by [14], aims

    at empirically determining a diagonal matrix W to be included inmodel (5), i.e.

    JR = uTWu (6)

    where wii is a weight for every observation ranging continuously

    from 0, for observations that arecompletely unreliable, up to 1, for

    observations that are completely reliable.

    Considering (6), the objective function (5) becomes:

    JR = eT(L1)

    TWL1e = eTWRe. (7)

    From (5) and (7), the followingobservations are in order:

    The measurement error vector e (dependent normal randomvariables) is transformed into a vector of independent standard-

    ized normal variables u [29].

    The objective functionJcan be expressed as the sum of a set ofsquared independent standardized normal random variables.

    The objective function JR is computed as the weighted sum of

    squared independent standardized normal random variables.

    Each factor u2iis multiplied by the weighting factor wii [0,1].

    If the ith weighting factor is null (wii = 0), then the componentu2iis not considered in the objective functionJR. If, on the other

    hand, wii = 1, the component u2iis fully considered inJR.

    Theunderlyingideaof the RWLSmethodis toadjustempirically

    the weighting factors, based on the degree of confidence of each

    measurement.Thecoefficients for thosemeasurementscompletely

    unreliable areadjusted to zero and, similarly, theweighting factors

    for thosemeasurements completely reliable are adjusted to one.

    The reweighting method is based on an iterative algorithm

    which updates the weighting factors in every iteration, according

    to theTuckeys biweight formula:

    wii =

    1

    yi6

    22if |yi| 6

    0 if |yi| > 6(8)

    whereyi =ui/* is thestandardizedresidual related touncorrelatedvector u, and * is the scaledmedianabsolute deviationestimator*:

    =mediani|ui|

    (3/4)

    mediani|ui|

    0.6745(9)

    Reweighting techniques constitute an effective and computation-

    ally attractive alternative to solve M-estimators. A significant

    numberofM-estimatorshavebeendeveloped inthetechnical liter-

    ature, such as least-absolute value, Huber, Cauchy,Welsh, Tuckey,

    etc., and each type has an associated updating formula forweights,

    such as (9) for Tuckeys case.Work [30] providea usefuldiscussion

    about the choice of the appropriate function for practical cases.

    Specifically, Tuckeys biweight do not guarantee uniqueness of thesolution, but the influence of gross errors is reduced considerable

    or even eliminated [31].

    Thus, theRWLS problem formulation is:

    minimizex

    J= [z h(x)]TWR[z h(x)] (10a)

    subject to

    c(x) = 0 g(x) 0 (10b)

    Thealgorithmof theRWLSestimatorconsideringdependencies

    is:

    Initial non-dependent estimation. An initial WLS estimation is

    performed to estimate the measurement variance-covariance

    matrix. Using the initial estimation obtained x0) , matrix C0)z iscomputed via thePoint-Estimatemethod in [28].

    Parameter initialization. Weights wii are set to one:w0)ii= 1,i

    {1,m}.

    The iteration counter is set to 1, =1. Dependent state estimation. The state estimation problem (10)

    is solved considering measurement dependencies and the

    reweighted matrix W1)R . The obtained estimates are denoted

    as x).

    Convergence checking. Once the estimates x)

    are available, if

    ||x) x

    1)|| > theestimation process continues in 5).

    Otherwise, a solutionwitha tolerance is x)andthealgorithm

    concludes.

    Updateweightingmatrix WR. Once the estimatesof the statevari-ables are available (x

    )), the weighting matrix WR

    ) is updated

    using (8).

    Set +1 and goto step(3).

    Thecomputational efficiency of this algorithmcan be improved

    by using x1)

    as the initial values of the estimation in step (3).

    The convergence of the iterative process does not only depend

    on the reweighted technique employed, but also on the struc-

    ture of the considered optimization problem (i.e., convexity or

    linearity of the objective function, presence of equality/inequality

    constraints, types ofvariables, etc.). Thus,convergence rulesare not

    general. Specifically,work[30] discusses thechoice of anappropri-

    atefunction,whereas[32] showsconvergence forcertainweighting

    functions. For the optimization problem considered in the paper,

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    fast convergence is achieved in all cases, regardless the measure-

    ment scenario, presence of baddata, or network used.

    3. Design of Experiments

    Section2 above presents a novel algorithm to estimate the

    state of a power system in a robust manner. In this section, the

    statistical procedures Design of Experiments and ANOVA are

    briefly described as they are used (i) to analyze the performanceof the proposedmethod, and (ii) to compare it with other existing

    methodologies.

    Themethods considered in this paper are listedbelow:

    WLS. The commonWeighted Least Squares estimator is used as

    basic benchmark, using the 2-test and the Largest NormalizedResidual (LNR) test to detect and identify bad measurements,

    respectively. These algorithms are well-established in the tech-

    nical literature [1]. The WLS results are the final estimates once

    the 2-test andLNR test have been successfully passed. DWLS. The estimation, detection, and identification algorithms

    considering dependencies, proposed in [27] and [29], are

    employed to estimate the state and to detectbadmeasurements

    including the statistical correlation between measurements.Thus, the DWLS results correspond to the final estimate once the

    badmeasurementshave been removed.

    3.1. Performance assessment

    In order to rigorously determine which is the methodwith best

    performance, a Design of Experiments is carried out.Thisstatistical

    procedure allows determining if the proposed algorithm is signif-

    icantly better than the rest of the approaches with a pre-specified

    confidence level, and taking into consideration the dissimilarities

    among the considered measurement scenarios.

    The performance of each method is assessed by means of the

    followingmetrics:

    MetricVMET,, definedas the averageabsoluteerrorof thevoltagemagnitude estimate for theth measurement scenario, consid-ering themethodMET, i.e.,

    VMET, =

    ni=1

    |VMETi,

    Vtruei,

    |

    n(11)

    Note that the previousmetric ismeasured in p.u. MetricMET,, definedas the averageabsoluteerrorof thevoltageangle estimate for the th measurement scenario, consideringthe method MET, i.e.,

    MET, =

    ni=2

    |METi,

    truei,

    |

    n 1(12)

    Thepreviousmetric ismeasured in radians. Note that the con-sidered reference angle is located at node 1, i.e., 1 =0 rad,for allthe considered scenarios.

    Metric CPUMET , defined as the required CPU time to obtain the

    final estimate considering themethodMETfor thethmeasure-

    ment scenario. Note that this metric ismeasured in seconds.

    3.2. ANOVAmodel

    The model employed in this Design of Experiments proce-

    dure comprises the factors Method and Scenario. This model

    is described below,

    yMET, = + MET + + uMET, (13)

    Table 1

    ANOVA model:factors and levels.

    Names Levels

    Factors Method WLS

    (MET) DWLS

    RWLS

    Scenario () 1,. . ., n

    Table 2ANOVA table structure.

    Source SquaredSum Deg. o f freedom Mean-sq F-stat Fcrit

    Method SSM 31 s2M s2M/s2error F

    Methodcrit

    Scenario SSD n 1 s2D s2D/s2error F

    Scenariocrit

    Residual SSerror (n 1)(31) s2error

    where uMET,iid

    N(0, 2) and:

    MET

    MET = 0;

    n=1

    = 0

    where is theglobal effect, i.e., theaveragevalueof the consideredmetric yMET,. Parameter MET is the main effect of the estima-tion method, and measures the increase/decrease of the average

    response of the factor Method (MET)with respect to the average

    level. Likewise, parameter is the main effect of the factor Sce-

    nario (), and it measures the increase/decrease of the averageresponse for all the methods with respect to the average level at

    the th measurement scenario. Finally, the random effect uMET,includes the effects of all other causes not modeled. Taking into

    consideration that the particularities of each measurement sce-

    nariomayhave influence on the methods performance, the effect

    Scenario is included inmodel (13).

    The factors considered in this ANOVA analysis and the levels

    corresponding toeach factorareprovided in Table 1. Parametern

    stands for thenumber of measurement scenarios considered.Thebackground hypotheses of this model are: (i) normality, (ii)

    constantvariance, and (iii) independence. To ensure this statistical

    properties, an appropriate diagnosis procedure is performed after

    the residual computation.

    Sincetheaimof thisstudyis tofindthemostaccurateestimation

    method and to check if it is significantly different from the other

    methods, the following tests are performed:H0 : MET = 0,MET

    H1 : MET|MET /= 0

    H0 : = 0, = 1, . . . , n

    H1 : | /= 0

    The null hypothesis for the first test corresponds to the no

    statistically-significant influenceof themethodontheaverageper-

    formance. The alternative hypothesis establishes that it exists atleast one method performing different from the average. The sec-

    ond test is analogous but related to the factor Scenario.

    To perform the above two statistical hypothesis testing, the

    ANOVA table is computed andanalyzed. Table 2 provides the gen-

    eral structure for this table, particularized for the problem under

    consideration. Thecomputationof theelements of thetable iswell

    established in the technical literature [34]. Appendix A provides

    further details concerningthe ANOVAtablestructure andthe com-

    putation of its terms.

    Once the ANOVA table is obtained, the value of the F-statistic

    for the factor Method allows deciding whether or not the per-

    formances of the different methods are statistically different. If

    methods performances are statistically similar, F-stat will be low.

    Otherwise, if there are significant dissimilarities among methods

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    E. Caro et al. / Electric Power Systems Research 104 (2013) 917 13

    Table 3

    118-Bus system case study: ranges.

    Vm m Pm Qm PFm QFm Im Buses Branches

    118 [2; 4] [10; 103] [10; 103] [208; 231] [208; 231] [5; 20] 118 179

    performances, the value ofF-stat will be high. In order to check if

    the resulting F-stat is low or high, it is comparedwith FMethodcrit

    :

    IfF-statistic> FMethodcrit

    , thenthe relatednullhypothesisisrejected

    and it is concluded that the response variable is significatively

    affected by the method employed. Then, the average values for

    eachmethodand itsconfidenceintervalsareplottedtodetermine

    which is the method with best performance. IfF-statistic< FMethod

    crit, then it is concludedthattheperformances

    of all methods are similar.

    Withina certain confidence level (1), the parameter FMethodcrit

    is definedas themaximum admissible value for a randomvariable

    which follows an F-Snedeccor distribution with the corresponding

    degrees of freedom. Alternatively, the parameter FMethodcrit

    can be

    defined as the limit value for the marginal right-side region with

    anarea equal to for the F probability density function (see Fig. 6).The value ofFMethod

    critis computed considering a confidence level of

    95%, leading to false alarmprobability lower than 5%.

    4. Case studies

    In this section, four case studies are analyzed to check the esti-

    mationaccuracyandcomputationalefficiencyof theproposedstate

    estimator.

    The networks under study are the IEEE 57-bus and the 118-

    bus systems.1 To obtain statistically sound conclusions: (i) a set of

    one hundred randomly-generatedmeasurement scenarios is con-

    sidered, and (ii) an ANOVA procedure is performed to analyze the

    obtained results.

    Each scenario involves: (i) a randomactive/reactive power con-

    sumption level, (ii) randomlocations of voltageandactive/reactive

    power meters (ensuring observability of thewhole system), (iii) a

    random redundancy level, and (iv) Gaussian-distributed random

    errors in all measurements, (standard deviations of 0.01pu and

    0.02pu for voltage andpower measurements, respectively).

    Note that each scenario involves randomerrors in allmeasure-

    ments. Theseerrors aremodeled as Gaussian-distributed unbiased

    random variables, taking into consideration the actual metering

    infrastructure of each substation. Ref. [27] provides more details

    concerning the random measurement generation. The measure-

    ment set is generated assuming perfect synchrony throughout all

    substations.Futureworkwill considergenerationofmeasurements

    exhibiting accidental asynchrony and its impact on the perfor-

    mance of theproposedmethod.The allocation of meters is based on a random algorithm. This

    algorithmhas been specifically designed for allocatingmeters in a

    realisticway,providing scenariosthat satisfy thefollowing require-

    ments:

    The resulting measurement configuration provides whole

    observability of the system. Themeasurement configuration provides a realistic redundancy

    ratio, ranged from2.9 to 3.3.

    1 Power Systems Test Case Archive. Available at: http://www.ee.washington.

    edu/research/pstca/.

    The numbers of measurements are well-balanced across mea-

    surement types. Measurements are geographically allocated in an uniform man-

    ner throughout the considered system.

    The random allocation of metering devices is realistic since the

    quantity and proportion of the allocated measurements are based

    on reasonable ranges. Table 3 provides the ranges used for this

    random allocation of measurements. Columns Vm, m, Pm, Qm,

    PFm, QFm, and Im correspond to the voltage meters, PMU devices,

    active/reactive power injectionmeters, active/reactive power flow

    meters and current meters, respectively. PMUmeasurements are

    modeled as in [35,36] The number of buses and branches of the

    considered systemareprovided in the last twocolumns.

    The computational analyses have been performed using a

    Windows-basedpersonal computerwitha 64-bits four-core third-

    generation i5 processor at 1.73GHz and 4Gb of RAM. Sections4.1

    to 4.4 consider the IEEE 118-bus system, whereas Section4.5 con-

    siders the IEEE 57-bus system.

    4.1. First case study: no gross errors

    In this case, the measurement vector z is free of gross errors.For each measurement scenario, the estimates for methods WLS,

    DWLS, and RWLS are computed and an ANOVA analysis is per-

    formed.

    Table4provides the ANOVAanalysis formetrics VMET, MET, and

    CPUMET, and Fig. 1 depicts the average value for these metrics and

    theconfidence intervals for a 95%confidence level.

    FromTable 4 and Fig. 1, the following observations arein order:

    From theANOVAanalysis ofmetricVMET in Table 4, it is observedthat F-stat= 39.2 > FMethod

    crit= 3.03. This indicates that the accu-

    racy of the methods for estimating voltage magnitudes are not

    the same. Thus, in order to determine graphically which is the

    methodwith higher accuracy, the mean and confidence interval

    of metric VMET are plotted in Fig. 1. Similarly, the F-statistics formetricsMET and CPUMET are higherthan the critical values. Then, the mean and confidence interval

    of these metric are plotted in Fig. 1 to allow determining which

    is themethod with better accuracy estimating the voltage angle,

    andwhich is themethod computationally more efficient. Regarding estimation accuracy (left and center subplots), the

    WLS estimator is the less accurate, whereas theDWLS andRWLS

    Table 4

    ANOVA table for thefirst case study.

    Source Squared Sum DoF Mean-sq F-stat Fcrit

    Metric VMET

    Method 2.4106 2 1.2106 39.232 3.03

    Scenario 4.1105 99 4.1107 13.490 1.30

    Residual 6.0106 198 3.0108

    Metric MET

    Method 2.1105 2 1.1105 111.094 3.03

    Scenario 4.0105 99 4.0107 4.196 1.30

    Residual 1.9105 198 9.6108

    Metric CPUMETMethod 6.0101 2 30 11.975 3.03

    Scenario 4.3102 99 4.3 1.721 1.30

    Residual 5.0102 198 2.5

    http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/
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    14 E. Caro et al./ Electric Power Systems Research 104 (2013) 917

    Fig. 1. Results for thecase studywith no gross errors: performance comparison.

    procedures provide the most accurate results for a confidence

    level of 95%. There is no significant difference between theaccuracy provided

    by the DWLS and RWLSmethods. Regarding the required CPU time, methods WLS and RWLS are

    the most efficient.

    4.2. Second case study: three gross errors

    In this case, the measurement vector contains bad data. The

    corresponding scenarios are generated as follows [27]:

    1. Vector ztrue isderived fromapowerflowsolution. Then, random

    Gaussian-distributednoiseis added toallmeasurements in ztrue

    to derive measurement vector z.2. Three substations are randomly selected, and for eachof them:

    A metering transformer is randomly selected. Both phase and

    transformer type (current or voltage) are also randomly cho-

    sen. Then, a gross error is included in theselected transformer

    signal.All measurements from this substation are computed takinginto account the erroneous transformer signal. Thus, two or

    moreprocessedmeasurements in thissubstation aredistorted

    as a result of an interacting and conforming error [29].

    Again, Table 5 provides the ANOVA analysis for metrics VMET,

    MET, and CPUMET, and Fig. 2 depicts the average value for these

    metrics and the confidence intervals for a 95% confidence level.

    FromTable 5 and Fig. 2, the followingobservations are in order:

    From Table 5, note that the three F-stat values correspond-

    ing to the factor Method are higher than 3.03, denoting that

    there are statistically significant differences regarding the per-

    formanceof the consideredmethods, fornumericalaccuracyand

    Table 5

    ANOVA table forthe secondcase study.

    Source Squared Sum DoF Mean-sq F-stat Fcrit

    Metric VMET

    Method 5.2106 2 2.6106 26.339 3.03

    Scenario 6.3105 99 6.3107 6.406 1.30

    Residual 2.0105 198 9.9108

    Metric MET

    Method 3.4105 2 1.7105 95.202 3.03

    Scenario 4.6105 99 4.6107 2.597 1.30

    Residual 3.5105 198 1.8107

    Metric CPUMETMethod 4.7102 2 2.3102 54.899 3.03

    Scenario 8.5102 99 8.5 2.010 1.30

    Residual 8.4102 198 4.3

    computational efficiency. Thus, the confidence interval plots

    (Fig.2) arestudied to determinewhichmethod provides the best

    performance. Regardingestimationaccuracy (leftandcentersubplots), theWLS

    estimator is the less accurate, whereas the DWLSand RWLSpro-

    cedures provide the most accurate results for a confidence level

    of 95%. There is no significant difference between theaccuracy provided

    by the DWLS and RWLSmethods. Regardingthe requiredCPUtime,theRWLS estimatoris themost

    efficient. The efficiency provided by the WLS and DWLS algo-

    rithms are statistically similar.

    4.3. Third case study: six gross errors

    In this case, six substations are randomly chosen, and a set of

    multiple gross errors is located in each substation. Thus, the mea-

    surement vector is corrupted by six sets ofmultiple bad data.

    Table6 provides the ANOVAanalysis formetrics VMET, MET, and

    CPUMET, and Fig. 3 depicts the average value for these metrics and

    the confidence intervals for a 95% confidence level.FromTable 6 and Fig. 3, the followingobservations arein order:

    Results fromTable 6 allowwithdrawing the same conclusions as

    in the previous section: there are significant differences among

    methods accuracy and efficiency. Again, theWLSestimatoris the least accurate,whereas theDWLS

    andRWLS procedures provide the most accurate results. RegardingtherequiredCPUtime, theRWLSestimatoris againthe

    most efficient, and the DWLS algorithm is the less efficient one. The required CPU time for the RWLS estimator is approximately

    75% and 72% smaller than the CPU times required by the DWLS

    andWLS methods, respectively.

    Table 6

    ANOVA table for thethird case study.

    Source Squared Sum DoF Mean-sq F-stat Fcrit

    Metric VMET

    Method 2.6105 2 1.3105 57.645 3.03

    Scenario 9.1105 99 9.1107 4.035 1.30

    Residual 4.5105 198 2.3107

    Metric MET

    Method 3.0105 2 1.5105 100.764 3.03

    Scenario 6.6105 99 6.7107 4.475 1.30

    Residual 3.0105 198 1.5107

    Metric CPUMETMethod 2.2103 2 1.1103 133.953 3.03

    Scenario 2.1103 99 2.1101 2.573 1.30

    Residual 1.6103 198 8.1100

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    E. Caro et al. / Electric Power Systems Research 104 (2013) 917 15

    Fig. 2. Results for thecase studywith three gross errors: performance comparison.

    Fig. 3. Results forthe case studywith six gross errors: performance comparison.

    4.4. IEEE 118-bus system: results comparison

    Analyzing jointly the results obtained for the three case studies

    above, the following conclusions can bewithdrawn:

    1. Theestimation accuracy of the proposed RWLS algorithm is sig-

    nificantly better than the one provided by the traditional WLS

    procedure, for a 95% confidence level and considering scenarios

    with zero, three, and six sets ofmultiple gross errors.

    2. For a 95% confidence level, there is no significant difference

    between the estimation accuracy degree of methods RWLS and

    DWLS. That is, theobtained estimate for both methods have the

    sameaccuracy.

    0 3 60

    2

    4

    6

    8

    Number of errors

    AveragerequiredCPUtime(sec.)

    WLS

    DWLS

    RWLS

    Fig. 4. Required CPU time comparison.

    3. The computational efficiency of the RWLS remains unalteredwith independence of the number of multiple gross errors

    corrupting the measurement set. This consideration can be

    graphically illustratedbyplottingthe averagerequiredCPUtime

    for each method as a function of the number of multiple bad

    measurement sets (see Fig. 4).

    4. Note thatthemostaccurateestimatesdoesnotcorrespond tothe

    WLS results. This is sobecauseWLSestimationdoes notconsider

    measurement dependencies.

    4.5. Fourth case study: IEEE 57-bus system

    Finally, methods WLS, DWLS and RWLS are applied to another

    system: the IEEE 57-bus network.2 Results are graphically shown

    in Fig. 5, using the same format as in Figs. 13.From Fig. 5, the followingobservationsare in order:

    1. The estimation accuracy provided by algorithms DWLS and

    RWLS are similar.

    2. The accuracylevel ofmethodWLS is significantlylowerthanthe

    levels provided by approaches RWLS andDWLS.

    3. TherequiredCPU timeof themethodRWLSis significantly lower

    than theCPUtimes required by approachesWLSandDWLS. The

    saving is up to 80%.

    2 Power Systems Test Case Archive. Available at: http://www.ee.washington.

    edu/research/pstca/.

    http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/http://www.ee.washington.edu/research/pstca/
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    16 E. Caro et al./ Electric Power Systems Research 104 (2013) 917

    Fig. 5. Performance of themethods:IEEE 57-bus system.

    5. Conclusion

    The method proposed in this paper outperforms alternative

    algorithms reported in the technical literature in the consid-

    ered cases, especially if the number of gross errors or outliers

    in the measurement set is large. If the proposed RWLS approach

    is implemented in real-world systems, a similar behavior is

    expected, in termsof both computational efficiency andnumerical

    accuracy.

    The proposed RWLS estimator takes into consideration mea-

    surement dependencies to improve accuracy and its weights are

    automatically readjusted to increase robustness. In summary, it

    provides accurate estimates, is robust against outliers, and is com-

    putationally efficient.

    The methods performance is tested using several realisticcase study with single and multiple gross errors, and consider-

    ing a high number of scenarios. These results are compared in

    detail using ANOVA techniques, which allows proving the out-

    performance of the proposed method from a statistical point of

    view.

    Since most of the state estimation algorithms used in practice

    arebasedonWLStechniques,suchalgorithmscanbeeasilyadapted

    ormodified to include RWLS features.

    Acknowledgements

    Eduardo Caro would like to thank partial financial support by

    Project DPI2011-23500, Ministerio de Ciencia e Innovacin, Spain.

    Appendix A. ANOVA table description

    In this Appendix, the ANOVA table structure presented in Sec-

    tion3.2 is described in detail.

    The first column provides the sources of variability accord-

    ingto model (13): factor Method, factor Scenario andresiduals.

    The corresponding variabilities are quantified by the Squared Sum

    terms, provided in the secondcolumn.

    These terms are computed using the followingexpressions:

    SSM = n

    3M=1

    (yM y)2 (A.1)

    SSD = 3

    n=1

    (y y)2 (A.2)

    SSerror =

    n=1

    3M=1

    (yM yM y + y)2 (A.3)

    where yM is the average response for the METth method consid-eringall scenarios; y is theaverage response for theth scenario

    consideringallmethods; y is theaverageresponseconsideringall

    scenarios andmethods.

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    E. Caro et al. / Electric Power Systems Research 104 (2013) 917 17

    Fig. 6. F-Snedeccor distribution.

    These Squared Sum terms are divided by their corresponding

    degrees of freedom3 (third column), obtaining the variances for

    each factor, denoted as SSM, SSD, and SSerror.

    The aim of the ANOVA analysis is to determine whether or not

    the factors affect the response variable. This can be checked by

    comparing the above variances. The way of comparing them is by

    computing the ratios s2M/s2error and s

    2D/s

    2error.

    If the performance is not influenced by the method employed,

    the ratio s2M/s2error is low. On the other hand, if the performance

    varies depending on the methodused, this ratio is high.Inordertodetermineit a ratiois lowor high,theF-Snedeccor

    distribution is used (see Fig. 6). Theratio s2M/s2error is computed and

    located in the X-axis. If it is lower than FMethodcrit

    , then the perform-

    ances of the methods are similar (the hypothesis H0 is accepted).

    On the contrary, if the ratio s2M/s2error is higher than F

    Methodcrit

    , then

    there is statistical evidence that the methods perform different.

    Note that thevalue Fcrit depends on the degrees of freedomused

    and on the confidence level employed. These values are provided

    in the last column of the ANOVA table, for a confidence level of

    95%. Note also that Fig. 6 provides an example of value s2M/s2error. In

    this case (Fig. 6), thehypothesisH0 is accepted, concluding that the

    methods exhibit the same performance.

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