2018
DOI: 10.1109/tpwrs.2018.2849325
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Statistical and Numerical Robust State Estimator for Heavily Loaded Power Systems

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Cited by 29 publications
(24 citation statements)
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“…GN iteratively approximates the objective by linearizing (1) at the latest solution. This iterative linearization procedure, though computationally efficient if convergent, can be potentially divergent under heavy loading or bad data conditions; see e.g., [4], [19]. One approach to tackle the nonlinearity is to introduce the outer-product matrix V := vv H ∈ C N ×N , consisting of all quadratic terms involving v. This way, each measurement in (1) is linearly related to V, as given by…”
Section: Problem Formulationmentioning
confidence: 99%
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“…GN iteratively approximates the objective by linearizing (1) at the latest solution. This iterative linearization procedure, though computationally efficient if convergent, can be potentially divergent under heavy loading or bad data conditions; see e.g., [4], [19]. One approach to tackle the nonlinearity is to introduce the outer-product matrix V := vv H ∈ C N ×N , consisting of all quadratic terms involving v. This way, each measurement in (1) is linearly related to V, as given by…”
Section: Problem Formulationmentioning
confidence: 99%
“…In addition to convergence guarantees and speed, it is truly important to consider practical issues in SE, such as i) robustness to bad data (outliers), ii) incorporation of additional meter types, and iii) multi-area implementation. Traditionally, outliers arise in SE due to data contamination, meter failure and synchronization issues [3], [4], [20]. More recently, malicious cyber attacks [24] and topology errors [6] can also contribute to SE outliers.…”
Section: Practical Extensions For Gd-se Solversmentioning
confidence: 99%
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“…Commonly used PSSE criteria include the weighted leastsquares (WLS) and the least-absolute value (LAV) [9]. Other enhanced estimators for robustness consist of the Schweppe-Huber generalized M-estimator [10], [11], [12], as well as the least-median and the least-trimmed squares state estimators [10]. The WLS criterion would coincide with the maximum likelihood criterion when additive white Gaussian noise is assumed.…”
Section: Introductionmentioning
confidence: 99%