Linear State Estimation in Presence of Bounded Uncertainties: A Comparative Analysis

Abstract

A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of linear state estimation (LSE), which is the focus of this paper, perturbations in the model come from variations in the line parameters. Since the actual values of the line parameters can be different from the values stored in a power utility's database, we investigate three approaches in this paper to estimate the states in the presence of bounded uncertainties in the data and the model. The first approach is based on interval arithmetic, the second is based on convex optimization, and the third is based on generalized linear fractional programming. The three algorithms are applied to multiple IEEE test systems and compared in terms of their speed and accuracy. The results indicate that the first two algorithms are extremely fast and give expected results, while the third suffers from scalability issues and is unsuitable for LSE.