Power System Dynamic State Estimation by Unscented Kalman Filter with Guaranteed Positive Semidefinite State Covariance

Junjian Qi; Kai Sun

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arXiv · 1405.6426

Power System Dynamic State Estimation by Unscented Kalman Filter with Guaranteed Positive Semidefinite State Covariance

Junjian Qi·Kai Sun

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Abstract

In this paper an unscented Kalman filter with guaranteed positive semidefinite state covariance is proposed by calculating the nearest symmetric positive definite matrix in Frobenius norm and is applied to power system dynamic state estimation. The proposed method is tested on NPCC 48-machine 140-bus system and the results validate its effectiveness.

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Junjian Qi, Kai Sun. 2014-09-11. Power System Dynamic State Estimation by Unscented Kalman Filter with Guaranteed Positive Semidefinite State Covariance. https://arxiv.org/abs/1405.6426

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