Robust Power System State Estimation With Minimum Error Entropy Unscented Kalman Filter

• Published in: IEEE transactions on instrumentation and measurement Vol. 69; no. 11; pp. 8797 - 8808
• Main Authors: Dang, Lujuan, Chen, Badong, Wang, Shiyuan, Ma, Wentao, Ren, Pengju
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.11.2020; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Cost function; Covariance matrices; Covariance matrix; Criteria; Disturbances; Entropy; Errors; Fixed points (mathematics); Forecasting-aided state estimation (FASE); Iterative algorithms; Iterative methods; Kalman filters; minimum error entropy (MEE); Noise measurement; non-Gaussian disturbances; Performance degradation; Power; Power system dynamics; Robustness; State estimation; unscented Kalman filter (UKF)
• ISSN: 0018-9456; 1557-9662
• DOI: 10.1109/TIM.2020.2999757

The unscented Kalman filter (UKF) provides a powerful tool for power system forecasting-aided state estimation (FASE). However, when the power systems are affected by the abnormal operating situations, i.e., the non-Gaussian communication noises, sudden loads or state changes, and instrument failures, the original UKF based on the minimum mean square error (MMSE) criterion may suffer from performance degradation. In contrast to the MMSE criterion, the minimum error entropy (MEE) exhibits the robustness with respect to complex non-Gaussian disturbances. In this article, we develop a new unscented Kalman-type filter based on the MEE criterion, termed MEE-UKF. To derive the MEE-UKF, a statistical linearization approach is adopted in the augmented model such that the state and measurement errors are combined in the MEE cost function simultaneously. Then, a fixed-point iteration algorithm is used to recursively update the posterior estimates and covariance matrix. Apart from the impulsive noises, the MEE-UKF can deal with complex multimodal distribution noises in both process and measurement. The high accuracy and strong robustness of MEE-UKF are confirmed by the simulation results on IEEE 14, 30, and 57 bus test systems under different non-Gaussian disturbances.