A Two-Step Distribution System State Estimator
A Two-Step Distribution System State Estimator
Abstract—In this paper we consider the problem of State Therefore, the power flow equations need to be solved for
Estimation (SE) in large-scale, 3-phase coupled, unbalanced the 3 phases simultaneously, and approximations like the
distribution systems. More specifically, we address the problem fast decoupled power flow [6], [7] cannot be used. Another
of including mixed real-time measurements, synchronized and
unsynchronized, from phasor measurement units and smart limitation is the lack of sufficient real-time measurement units
meters, into existing SE solutions. We propose a computationally in distribution networks: although Phasor Measurement Units
efficient two-step method to update a prior solution using the (PMUs) and smart meters are being deployed, their high cost
measurements, while taking into account physical constraints [8] prevents installing the required number of sensors to make
caused by zero-injection buses. We test the method on a bench- the system fully observable.
mark test feeder and show the effectiveness of the approach.
Some methods have been proposed to perform SE by
exploiting the network structure and the nature of the mea-
Index Terms—Distribution System State Estimation, Phasor
Measurement Units, Power Flow Computation, Power System surements, such as branch-current-based SE [9]–[11]. Other
Modeling, Recursive Filtering methods use the few measurements available to improve the
SE accuracy of previous methods based on load assump-
I. I NTRODUCTION tions only [12]–[14]. Yet, most of this work is limited to
The operation of a power network requires accurate moni- transmission networks, small-scale distribution networks, or
toring of its state: bus voltages, line currents, consumption, and single-phase networks. Some recent work extends it to more
generation. This is specially relevant in transmission networks general networks, but assumes availability of measurements
where volatile and distributed generation and consumption at every bus [15], which at the moment is not the case
cause bidirectional power flow and voltage drops. Normally, for most distribution networks. Additionally, when traditional
State Estimation (SE) consists in estimating the bus voltage methods [1], [5] deal with network constraints, such as zero-
phasors using the power flow equations derived from the injection buses, become computationally expensive as the size
structure of the network, represented by the admittance matrix. of the network increases. This may be a limitation in large
SE is typically performed by taking several measurements and distribution systems when fast SE results may be required
solving a weighted least-squares problem using an iterative every few seconds. In the current paper, we will address theses
approach like Newton-Raphson [1]–[5]. issues.
Typically distribution networks used to have a simple radial In particular, our main contributions can be summarized
structure with a single source bus, the point of common as follows: First, we include network equality constraints
coupling (PCC), connected to the grid and injecting power, and more efficiently by a dimension reduction similar to [16].
therefore SE was not as necessary as in transmission networks. Then, we extend some recently proposed methods that split
This is changing given the increasing number of sources the problem [12], to large-scale, 3-phase coupled, unbalanced
of distributed generation like PV-panels, electrical vehicles, and constrained distribution systems, with synchronized and
batteries, etc. injecting power into the network and causing unsynchronized real-time measurements affected by both mag-
bidirectional power flow. Consequently, SE becomes necessary nitude and angle noises.
in distribution networks. One of the major difficulties for The rest of the paper is structured as follows: Section II
its implementation lies in the structural difference between presents some background about power networks. Section III
transmission and distribution networks: in the latter, there discusses the different types of measurements available for SE.
are coupled phases, unbalanced loads, and lower X/R ratios. Section IV presents the standard methodology for SE. Section
V presents our contributions: it proposes the linear dimension
This project has received funding from the European Union’s Horizon 2020
research and innovation programme under the Marie Skłodowska-Curie grant reduction method and extends recent SE methodologies to split
agreement No 675318 (INCITE). the problem. Section VI defines the test case simulation and
shows its results. Finally, Section VII presents the conclusions physical constraints for the voltage states by defining the
and proposes topics for future work. set of indices of zero-injection buses ε = {i, · · · , j}:
II. D ISTRIBUTION S YSTEM M ODEL (S)ε = 0, (I)ε = 0 (4)
A distribution system consists of buses, where power is where (·)ε denotes the elements at indices in ε.
injected or consumed, and branches, each connecting two 3) Real-time measurements: They can be a range of voltages
buses. This system can be modeled as a graph G = (V, E, W) and currents measurements from PMUs, smart meters, or
with nodes V = {1, ..., Nbus } representing the buses, edges conventional remote terminal units. There are two possi-
E = {(vi , vj ) | vi , vj ∈ V} representing the branches, ble kinds: GPS-synchronized sensors measuring magnitude
and edge weights W = {wi,j | (vi , vj ) ∈ E, wi,j ∈ C} and phase angle, and unsynchronized sensors providing
representing the admittance of a branch, which is determined only magnitude. We model the noises with a low standard
by the length and type of the line cables. deviation for magnitude and angle, σmag ≈ 1% and σang ≈
In 3-phase networks buses may have up to 3 phases, so that 0.01 rad respectively, according to the IEEE standard for
the voltage Vi at bus i lives in C≤3 (and the edge weights PMUs [17].
wi,j ∈ C≤3×≤3 ). The state of the network is then typically Synchronized measurements can be expressed using a lin-
T
represented by the vector bus voltages Vbus = [Vsrc V T ]T ∈ ear approximation (see appendix) with magnitude and an-
N +3
C , where Vsrc ∈ C denotes the known voltage at the
3
gle noise caused by the measurements and by an imperfect
source bus, and V ∈ CN the voltages in the non-source buses, synchronization. For a number NmeasL of measurements
where N depends on the number of buses and phases per bus. zmeasL ∈ CNmeasL we have:
Using the Laplacian matrix Y ∈ C(N +3)×(N +3) of the
weighted graph G, called admittance matrix [1], the power zmeasL ≈ CmeasL V + diag(CmeasL V )(ωmag + jωang ) (5)
flow equations to compute the currents I and the power loads where CmeasL is the matrix mapping state voltages to
S are: measurements, ωmag ∼ N (0, σmag Id,NmeasL ), ωang ∼
Isrc Vsrc Y Y Vsrc ¯ N (0, σang Id,NmeasL ). Since σmag and σang are similar [17],
=Y = a b , S = diag(I)V (1)
I V Yc Yd V for simplicity we will use the same value for both: σmeas =
¯ denotes the complex conjugate, diag(·) represents σang = σmag . Then, for measurement i at phase l of bus n
where (·) we have:
the diagonal operator, converting a vector into a diagonal
matrix. Separating Y in blocks according to the indices of (C V ) = (CmeasL )i,• V =
⎧ measL i
the source bus Vsrc , see (1), the voltage V for the non-source ⎪
⎪ V for a voltage measurement
⎨ nl
buses can be rewritten as: (Y )nl ,• V for a current measurement (6)
V = Yd−1 I − Yd−1 Yc Vsrc ⎪
⎪ (Y )nl ,ml (Vnl − Vml ) for a branch-current i → m
⎩ measurement
(2)
V0 = V |I=0 = −Yd−1 Yc Vsrc
where (·)i,• denotes row i.
with V0 denoting the voltage without loads Unsynchronized measurements have a nonlinear relation
III. M EASUREMENTS CmeasNL (V ) with the voltages V . For NmeasNL measure-
ments zmeasNL ∈ RNmeasNL we have:
Several sources of information can be available to solve the
SE problem: zmeasNL = CmeasNL (V ) + diag(CmeasNL (V ))ωmeasNL (7)
1) Pseudo-measurements: They can be load estimations for
with ωmeasNL ∼ N (0, σmeas Id,NmeasNL ). For measurement i at
every hour, based on predictions and known installed load
phase l of bus i we have:
capacity at every bus, and represented by Spsd . Since they
are estimations rather than actual measurements, their noise (CmeasNL (V ))i =
⎧
is modeled with a relative large standard deviation (a ⎪ V for a voltage measurement
⎪
⎨ nl
typical value can be σpsd ≈ 50% [12]): (Y ) V for a current measurement
nl ,•
⎪ (Y )n ,m (Vn − Vm ) for a branch-current i → m
S = Spsd + Spsd ωpsd = (Ppsd + jQpsd )(1 + ωpsd ) ⎪
⎩ l l l l
measurement
where j is the imaginary unit, ωpsd ∼ N (0, σpsd Id,N ), Id,N (8)
is the identity matrix with size N ×N , and P = {S}, Q = Since the measurement noises in (5) and (7) are small
{S} denote the real and imaginary parts of the power. The according to the PMUs standard [17], their covariance
noise covariance of these measurements is then: matrices can be approximated using the measurements
2 2 instead of the actual value:
Σpsd = E[ S − Spsd ] = σpsd
2
diag( Spsd ) (3) 2
ΣmeasL = E[ |zmeasL − CmeasL V | ]
where E[·] denotes expectation,|·| element-wise magnitudes 2 2
2
= 2σmeas diag(|CmeasL V | ) ≈ 2σmeas
2
diag(|zmeasL | )
of a complex vector, and (·)2 element-wise square. 2
2) Virtual measurements: They are buses with no loads con- ΣmeasNL = E[ zmeasNL − CmeasNL (V ) ]
nected, zero injection buses. They can be modeled as = σmeas
2
diag(CmeasNL (V )2 ) ≈ σmeas
2 2
diag(zmeasNL )
IV. S TANDARD M ETHODOLOGY FOR S TATE E STIMATION V. P ROPOSED M ETHODS FOR S TATE E STIMATION
In this section we propose new SE methods that significantly
The standard methodology for SE computes the maxi-
improve the standard methodology for (9). First, we present a
mum likelihood estimation by solving a constrained nonlinear
method that simplifies the problem and reduces its complexity,
weighted least-squares problem with all measurements and
while obtaining the same solution; then, we propose another
estimations: (Spsd )εc , zmeasL , zmeasNL , their noise covariance,
method that significantly reduces the computation cost while
and the system constraints (Spsd )ε = 0, where εc denotes
achieving approximately the same accuracy.
the complement of ε within the set {1, . . . , N }. Typically,
this problem is solved using the Newthon-Raphson method A. Weighted least-squares in subspace
[1]. However, since this requires the use of gradients and the Here we propose an alternative to Lagrangian multipliers in
power flow formulas in (1) are not holomorphic, i.e. complex order to include the constraints using a dimension reduction
differentiable, the problem is typically solved in real variables similar to [16]. Therefore, we use a linear transformation that
T
using a polar representation Vpolar = [|V | ∠V T ]T : produces feasible solutions. For convenience, we first define
the space of feasible solutions of (9) as:
min z − h(Vpolar ) W −1
s.t. g(Vpolar ) = 0 (9)
Vpolar
{V | Iε = (Yd )ε V + (Yc )ε,• Vsrc = 0}
(10)
where xA = xT Ax for some A
2
0, z is the vector of = {V | ∃x ∈ CN −|ε| s.t. V = F x + Vp }
measurements in rectangular coordinates:
where (Yd )ε,• ∈ C|ε|×N denotes the rows of Yd corresponding
to indeces in ε; Vp is a solution satisfying Iε = 0, and F is a
z = [(Ppsd )Tεc , (Qpsd )Tεc , {zmeasL }T , {zmeasL }T , zmeasNL
T
]T
basis of the nullspace of (Yd )ε,• :
and h(·) is a nonlinear function mapping Vpolar to measure- (Yd )ε,• F = 0 (11)
ments. The function g(·) indicates the zero loads: g(Vpolar ) =
[(Ppsd )Tε , (Qpsd )Tε ]T , and the weight matrix W −1 is the in- Therefore, V0 is chosen for Vp , and F is built using an
verse of the measurement noises covariances in rectangular orthonormal basis of the kernel of (Yd )ε,• e.g. by computing
variables: the singular value decomposition of (Yd )ε,• = U SV ∗ , where
(·)∗ denotes complex conjugate transpose, and taking the
W = diag(Σrect,psd , Σrect,measL , ΣmeasNL ) columns of V with zero singular value. Then, F = ker((Yd )ε,• )
and F ∗ F = Id , where ker(·) denotes the kernel subspace.
where here we use the function diag(·) to denote the oper- If we consider the rectangular representation of voltages
ator converting several matrices into a single block-diagonal Vrect = [{V }T {V }T ]T instead of the polar representation
matrix, and the suffix (·)rect stands for rectangular coordinates: Vpolar , the subspace equations can still be represented linearly
in real variables:
2 2
Σrect,measL ≈ σmeas
2
diag(|zmeasL | ,|zmeasL | )) {Vrect | {Iε } = 0, {Iε } = 0}
(Ppsd )2εc (Ppsd Qpsd )εc
Σrect,psd = σpsd
2 {(Yd )ε,• } −{(Yd )ε,• }
diag
(Ppsd Qpsd )εc (Qpsd )2εc = Vrect V
{(Yd )ε,• } {(Yd )ε,• } rect
(12)
{(Yc )ε,• Vsrc }
+ =0
In the literature [1], [3], the constraints in (9) are typically {(Yc )ε,• Vsrc }
included in two ways:
= {Vrect | ∃x̃ ∈ C2N −2|ε| s.t. Vrect = F̃ x̃ + Ṽp }
1) either using Lagrangian multipliers λ, which increases
T
the size of the optimization variables to [Vpolar λT ] T ∈ where now
R2N +2|ε| ; {V0 }
Ṽp = Vrect,0 =
2) or including the equality constraints as measurements with {V0 }
a noise with a very small standard deviation, so that their
{(Yd )ε,• } −{(Yd )ε,• }
corresponding weights become very large with respect F̃ = ker
{(Yd )ε,• } {(Yd )ε,• }
to other measurements. However, this produces an ill-
conditioned weights matrix, which may cause numerical Then problem (9) becomes:
problems.
In order to efficiently solve either 1) or 2), different methods F̃ arg min z − h̃(F̃ x̃ + Ṽp ) + Vrect,0 (13)
x̃ W −1
like the orthogonal, hybrid, or Hachtel methods are typically
used [1], [3], [5], [18], [19]. However, these iterative ap- where h̃(·) is like h(·) but in rectangular coordinates, so
proaches increase the computation time, which may compro- that h̃(Vrect ) = h(Vpolar ). This again can be solved using the
mise the use of these SE techniques for real-time operation Newton-Raphson method with iterations:
of large distribution networks. Therefore, we propose a more
x̃k+1 = x̃k + Δx̃k (14)
computationally efficient method appropriate to the problem.
where Remark 1. The estimated current at any iteration k is
(HkT W −1 Hk )Δx̃k = HkT W −1 (z − h̃(F̃ x̃k + Ṽp )) Ik = (diag(V̄k−1 ))−1 S̄ (19)
(15)
Hk = ∇x̃ h̃(F̃ x̃ + Ṽp ) |x̃k = ∇Vrect h̃(Vrect ) |Vrect,k F̃
If the loads satisfy (S)ε = 0, then (Ik )ε = 0. This means
With the method in (13), we have eliminated the equality that there exists a vector x ∈ CN−|ε| s.t. Vk = F x + V0
constraints by embedding the solution into a smaller subspace and thus Vk is feasible for all k with respect to (10).
of feasible solutions. This simplifies the method and reduces Remark 2. Method b) can be extended to real variables
its computational cost with respect to using Lagrangian mul- to get Σprior in rectangular coordinates:
tipliers or large weights [1], [5], since we reduce the size of
T
the optimization variables from [Vpolar λT ]T ∈ R2N +2|ε| or {Spsd }
Vrect,k+1 = Bk + Vrect,0 (20)
Vpolar ∈ R 2N
respectively, to x̃ ∈ R 2N −2|ε|
. Additionally, the {Spsd }
gain matrix (HkT W −1 Hk ) will not be ill-conditioned, since with
all weights have comparable magnitudes; and F ,F̃ can be −1
{Yd−1 } −{Yd−1 }
2
computed offline. Moreover, with method (13) the constraints |Vk |
Bk = diag
will be satisfied by construction, which in not guaranteed if {Yd−1 } {Yd−1 } |Vk |
2
loads V0 as initial value in an iterative method inspired by ·((F ∗ Σprior F )−1 xprior + F ∗ CmeasL
∗
Σ−1
measL
(2), for the k-th iteration we have: ·(zmeasL − CmeasL V0 )) + V0
Vk+1 = Yd−1 (diag(V̄k ))−1 S̄ + V0 (17) (23)
Remark 3. Considering the first-order (and thus linear)
The estimation error covariance can be approximated by
approximation of the measurement function h̃(·), in [13] it
the covariance after the first iteration, which corresponds
is proven that solving the weighted least-squares problem
to the linear approximation in [20]:
in one step (13) and in two steps (i.e. weighted least-
Σprior ≈ Yd−1 (diag(V̄0 ))−1 Σpsd (diag(V0 ))−1 (Yd−1 )∗ (18) squares for power flow plus update (22)), produce exactly
the same solution. Consequently, we can expect a similar 3) Updating with unsynchronized measurements:
accuracy between the one-step and the two-steps methods If there are nonlinear measurements, since the magnitude of a
when applied to the original nonlinear problem. complex number as in (8) is not a holomorphic function, the
b) The alternative approach proposed in [12] and extended update step 24 needs to be solved using real variables:
here, is to improve the solution using a minimum-variance ⎡ ⎤
{zmeasL − CmeasL V (Vrect,prior )}
linear update: Vrect,post = Vrect,prior + K̃ ⎣ {zmeasL − CmeasL V (Vrect,prior )} ⎦
zmeasNL − CmeasNL (V (Vrect,prior ))
Vpost = Vprior + K zmeasL − CmeasL Vprior (24)
(29)
Then the error covariance of estimation Vpost is: Given that
{CmeasL V (Vrect,prior )} {CmeasL } −{CmeasL }
∗
Σpost = Σprior + K(ΣmeasL + CmeasL Σprior CmeasL )K ∗ = V
(25) {CmeasL V (Vrect,prior )} {CmeasL } {CmeasL } rect,prior
∗ ∗
−KCmeasL Σprior − Σprior CmeasL K
and defining
and the optimal gain K can be computed minimizing the ⎡ ⎤
expected error E[(Vpost − V )∗ (Vpost − V )] = tr(Σpost ): {CmeasL } −{CmeasL }
CmeasLNL = ⎣ {CmeasL } {CmeasL } ⎦
∗
K = Σprior CmeasL ∗
(CmeasL Σprior CmeasL + ΣmeasL )−1 (26) ∇Vrect,prior CmeasNL (V (Vrect )) |Vrect,prior
ΣmeasLNL = diag(Σrect,measL , ΣmeasNL )
Proposition 1. If Vprior is a feasible solution to (10), as the
solutions in Section V-B1, then the solution (24) satisfies (10). the first-order approximation of the estimation error covariance
of this nonlinear filter is:
Proof. For Vprior : (Yd )ε,• Vprior +(Yc )ε,• Vsrc = 0. Also, since the T
first term in K is F , because K starts with Σprior = F Σxprior F ∗ , Σrect,post ≈ K̃(ΣmeasLNL + CmeasLNL Σrect,prior CmeasLNL )K̃ T
T
we have (Yd )ε,• K = 0 due to (11). Therefore, Vpost from (24) +Σrect,prior − K̃CmeasLNL Σrect,prior − Σrect,prior CmeasLNL K̃ T
satisfies (10). (30)
where now the optimal gain K̃ is:
Proposition 2. If Vprior is a feasible solution to (10), then both T T
alternatives (23) and (24) are equal. K̃ = Σrect,prior CmeasLNL (CmeasLNL Σrect,prior CmeasLNL +ΣmeasLNL )−1
Proof. We start from expression (23), using Woodbury’s iden- Remark 4. As in Proposition 2, it can be proven that the
tity [21] on the inverse term and (26) for K we get: first-order approximation of the estimation error covariance
(30) of (29) is equal to the one approximating the estimation
Vpost = F ((F ∗ Σprior F ) − (F ∗ Σprior F )F ∗ CmeasL
∗
error covariance of (22) including nonlinear measurements,
·(CmeasL Σprior CmeasL + ΣmeasL ) CmeasL F (F ∗ Σprior F ))
∗ −1 computed similarly as in (16).
·((F ∗ Σprior F )−1 xprior + F ∗ CmeasL
∗
Σ−1
measL VI. C ASE S TUDY
·(zmeasL − CmeasL V0 )) + V0 A simulation of 24 hours with 15 min intervals is run on
= (F (F ∗ Σprior F ) − KCmeasL F (F ∗ Σprior F )) a test case to compare the different methods for SE. Here we
·((F ∗ Σprior F )−1 xprior + F ∗ CmeasL
∗
Σ−1
measL describe the settings of the test case and analyze its results.
·(zmeasL − CmeasL V0 )) + V0 These algorithms are coded in Python and run on an Intel Core
i7-5600U CPU at 2.60GHz with 16GB of RAM.
= V0 + (Id − KCmeasL )F xprior
+(Id − KCmeasL )F (F ∗ Σprior F )F ∗ CmeasL
∗
Σ−1
measL
A. Settings
·(zmeasL − CmeasL V0 )) • System: We use the 123-bus test feeder [22] available online
(27) [23], see Fig. 1. This is a challenging example, since it is 3-
Doing some manipulation to the formula of K in (26) we get: phase coupled, unbalanced, and larger than other examples
in the literature [10], [12].
∗
(Id − KCmeasL )Σprior CmeasL Σ−1
measL = K (28) • Measurements (see Fig. 1): Voltage measurements (red cir-
cle for phasor, red square for magnitude only) are placed at
So finally we can convert the expression in (23) to (24):
buses 79, 95, 83 and 300, current measurements (blue dashed
Vpost = V0 + (Id − KCmeasL )F xprior + K(zmeasL − CmeasL V0 ) circle for phasor, blue dashed square for magnitude only) at
= Vprior + K(zmeasL − CmeasL Vprior ) buses 65 and 48, and branch current phasor measurements
(blue dashed arrow) at branch 150 (after the regulator)
The maximum-likelihood estimator of the weighted least- → 149. The standard deviation used to simulate noise
squares solution coincides with the minimum-variance esti- in the measurements is σmeas = 0.01 according to the
mator of the linear update, since we are considering Gaussian standards in [17]. This sensors locations are chosen since
distributions for the noise. Therefore, it is the same to use they correspond to nodes with big loads and/or towards the
one method or the other, when considering only synchronized end of a feeder, or at a branch transporting a large current.
measurements. A more extensive method to obtain optimal locations is not
Figure 2: Load profiles are built aggregating over 50 house-
holds profiles from the dataset in [24].