IEEE Transactions on Power Apparatus and Systems, Vol. PAS-102, No.

10, October 1983

3473

THE SOLUTION OF ILL-CONDITIONED POWER SYSTEM STATE ESTIMATION PROBLEMS VIA THE METHOD OF PETERS AND WILKINSON J. W. Gu, K. A. CLements, G. R. Krumpholz, P. W. Davis
Worcester Polytechnic Institute Worcester, Massachusetts OL609

ABSTRACT Power system state estimation is usually formulated as a weighted least-squares problem and solved iterativeLy by the normal equations method. The normal equations soluti on method is well-known to exhi,bit a tendency to be numeri'cally unstable on some netA manifestation of this numerical instability works. is an iLl-conditioned set of linear equations that are to be solved at each iterative step. Recent papers have presented orthog,onaL factorization methods as Experience shows, remedies for this ,instability'. however, that these methods tend to suffer'from excessive fill-in when confronted with networks that have.a The redundancy. high measurement foLklore of power-system state estimation says that large numbers of 'bus injection measurements (as opposed to line fLow measurements] tend, to aggrevate the instabi Lity; no however, has observation, explanation for th'is appeared in the Literature. This paper presents an analysis of the' sources of ill-conditioning in the power system state estimation problem and offers an alternative solution method, due to Peters and Wilkinson, that overcomes this ill-conditioning without losing matrix sparsity. I

reLiably and in real-time. The measurement model estimation is

y
=

for

power

system

state

h(x1

n,

(1)

where: y is the measurement vector, consisting of real and reactive line flow and bus injection power measurements and voltage magnitude measurements; x 'is the state vector of bus voltage angles and magnitudes; h(x1 is the nonlinear function that relates the states to the ideal measurements; and n is a vector of measurement errors. A state estimate x is sought that minimizes the cost function J =

(y. - h(x] T R 1 (y - htx] ],

(2]

where R1 is a diagonaL matrix whose non-zero entries the measurement This nonlinear are weights. least-squares problem is usual ly solved iteratively as a sequence of Linear least-squares problems. At each step of the iteration, a weighted Least-squares 'solution to the fotlowing noise-corrupted system of Linear equations is sought:
y
=

INTRODUCTION

Hx

n.

(3)

The heart of the data processing activities of the modern electric utility energy control center is U sing both the power system state estimator. real-time measurements and an histo'rical date bass, the power system state estimator detects errors in the measurements and the data base and calculates an optimal estimate of the system state vector 'of bus This optimal state voltage magnitudes and angles. estimate and corrected data base is then used by the security. monitoring- and operation and control functions of the center. The-calculation of this vital weighted state estimate is usualLy formuLated as least-squares problem, which is targe, sparse, and occasionally poorly conditioned. Equipment failures and switching operations affect the topology of the power system and the availabiLity ,of the measurements; consequently, the least-squares problem to be solved ,by the state estimator changes during the course of system operation. The Least-squares problem that is to be solved for a normal operating mode may be reLatively benign'; 'a faulted condition, however, may result in a poorly' conditioned least-squares problem that is difficult to- solve. If the data processing activities of'the control center are to be secure, the algorithm employed by the state estimator must, be fast and robust, so that a state estimate is calculated
a

In equation (3] y is now the measurement residual vector, the difference between the actual measurement vector and the value of h at the current iterate, x is the inc-remental change in the state, the difference between the next vaLue for the state estimate and the current iterate, and H is the Jacobian of h(x1 evaluated at the current iterate. The normal equations method calcuLates j by solving the linear system

[HTR HI" = [HTRI] X.

(4]

of'the 1983 Power Industry Computer 1983. Application Conference PICA

Record
-

This paper

was

published in the

IEEE Conference

The coefficient mat,rix in (4), [HTR H], is called the information matrix and is denoted by C. C is a symmetric matrix, which is positive definite when enough measurements are available, so that equation (4) may The difficulty be solved by Cholesky factorization. with this approach is that C may be an ill-conditioned matrix, and consequently, the calculated solution to (4) using finite precision arithmetic may differ considerably from the ideal soLution to (4] which could only be obtained if infinite precision arithmetic were avai lab le. Simoes-Costa and Quintena [1,2] have proposed two orthogonal factorization methods that circumvent the These possibLy poorly conditioned equation (4). methods 'perform an orthogonal transformation on the measurement vector that', enable the least-squares solution to (3] to be calculated by a backward substitution. Although Simoes-Costa and Qluintana have reported favorable performance with their algorithms, such orthogonal factorization techniques tend to produce excessive fill-in' in the matrices used in the calculation. This problem is especially severe for well-measured networks with a high degree of measurement redundancy. Another aspect of ill-conditioning in power system state estimation is how the condition of the information matri x is affected by measurement type.

0018-9510/83/1000-3473$01.00 1983 IEEE

3474
It has long been observed that a network with only line f Low measurements is reLatively benign and amenabLe to soLution by the normal equations approach (4). On the other hand, the presence of numerous bus power injection measurements tends to make the normaL equaAn explanation tions method increasingLy unstable. for this phenomenon has not been offered.This paper presents an analysis of the ilL-conditioning that may occur in the normal equations method for power system state estimation using a decoupled linear approximation to (3].. In addition, the linear least-squares solution method of Peters and Wilkinson is applied to the power system state estimathe problem tion problem to overcome of ill-conditioning. This method has the advantage that it can effect a compromise between the confLicting requirements of numerical stability and matrix sparsity. Section II This paper has five sections. introduces the condition number of the information matri.x as a measure of the ill-conditioning of- the state estimation p'roblem. A decoupled linear approxiis mation to the state estimation equation (H presented and. used to derive cLosed-form expressions The for the condition number of simple networks. Peters-Wilkinson method is applied to power system .state estimation in Section III. Section IV contains examples that illustrate both the analyses of Section .II and the Peters-Wilkinson method of Section III. Section V contains some concluding remarks.
II.

IIAIl = max IlAx i,

x

lixil = i;
is

(8)
not

however, when the L vector norm is used, it hard to show that i A has columns &j, then

IIAIl = max IlaI- I. J

matrix, is

(t)

Computation of IIAII when A is .a large sparse sepn to, be an inexpensive computation; evaLuatine IIA 11, however, is expensive in this case since A is usualty full. Fortunately, an estimate of the condition number can .be computed cheapLy from the upper and lower triangular factors of A in this case [4].

B.

The Decoupled Linear Model

Analytical expressions for the .condition numbers of the .information matrices of simple measured networks may be obtained if the Jacobian matrix H of equation (3) is approximated by the block diagonal decoupLed linear modeL
yp

l HAsA + F p

(10)

[ILL-CONDITIONING IN THE NORMAL EQUATIONS STATE ESTIMATOR

HV-

(11)

The method most commonly employed in the solution of least-squares problems is the normal equations technique which yields the square set of equations, (4], to be solved for x. It has. been observed in power system state estimation problems that, under certain conditions, these equations are ilL-conditioned [1,2]. As a result, long-precision arithmetic is usually employed i.n solvthe normal In ing equations. extremeLy ill-conditioned cases, the state estimator may fail to converge. In this section, a suitable numerical measure of matrix conditioning [3] is defined, and a linear anaLysis of the condition of some simpLe measured networks is performed. The purpose of this section is to provide insight into the cause of ill-conditioning in more realistic networks.

where: yp is-the vector of real power measurements; yQ is the vector of reactive power measurements; Y.V is the v ector of voltage magnitude measurements; 4A is the vector qf bus voltage angles; AV is the vector of ,bus voltage magnitudes; and n~p j,nnv are the vectors of respective measurement noises (5]. This approximation resuLts from linearizing about the flat start of all. bus Voltage magnitudes equal to one and all bus vottages angles equal to zero and assuming that alt lines. have a high X/R ratio. The matrices HA, HV assume particularly simple forms when the measurement set consists of paiired real and reactive measurements and one bus voltage magnitude measurement. For this speciaL case., HA may be wri tten as the product of
three matrices:

HA

M VAT. Y

(12)

A. The Condition Number as a Measute of Numerical Instabi litv

definvd of A

The condition number of a square matrix, A, is ;as the product of the norm of A and the norm
=

cond(A

IIAII IIA 11.

(5)

The condition number of a matrix provides an estimate of how much the uncertainty in the right hand side of Ax = b may be magnified in the solution for x:

llAxIVhIxIl < cond(A) IlAbll/llbll.

(6]

The most familiar vector norm is the Euclidean Length; numerical analysts, however, frequently work with the Li norm because it is more readi Ly computed. The L1 norm of a vector x is defined to be:

In equation (12), A is the node-to-branch incidence matri x with the voltage measured bus chosen as reference. A is defined as folLows: choose an arbitrary direction for each of the lines of the network, so that each line has a plus (+1-bus and a minus (-1-bus; then, A.. = I if i is the (+1-bus of linne j, Aj. = -1 if i is atie (-)-bus of line j, and. A1. = 0 if buJ i is not line j. incident to Y is the diagonal branch-to-branch matrix of line admittance magnitudes. M is the power measurement-to-branch incidence matri.x defined as M = 1 if measurement i. is either a line flow measuremeAt on line j in the same di'rection as j or a bus injection measurement at the (+1-bus of line j, M.* = -1 if measurement i is either a line flow measulment on line j in the opposite direction of j or a bus injection measurement at the (-1-bus of line 0 if measurement i is not incident to j, and M.j O line j. If it is further assumed that shunts to ground are negLigible, HV may be written as:

llxli

'x11

+ ... *x2 *

lxnl

(7)

[HA

(131

The norm of a square matrix A is defined as

3475
where * is an unspecified column vector. Thus, Jacobian matrix H may be approximated as follows:
H = the

The inverse of this information matrix can citly determined; it is given by:
C

be

expli-

HA

HV

(14)

HTRp1HAI -1
1 1 1 1 1 2 2 2
*

where the matrix H has the convenient form of (12) and HV that of (13i. Now it is not hard to show that the condition number of a block diagonal matrix of the form A =

1 2 3 3
*

1 2 3 4
9

2 3 4

2 3 4

1 2 3 4
( 20) (

( r/y2)
1
_ L

(15)

2 3 4 23 4 2 3 4

has the same condition number as the block B: cond(A) = cond(B). ConsequentLy, t4e -qondition number of the entire information matrix [H R H] may b# approximated by the condition number of the matrix [HARp HA], where R is the matrix of weights of the real power measurements. The next subsection obtains analytical expressions for the condition number of [HTR"lHA] for simple radial networks.
C.

- n2 n-2 n-2 n-2I n-2 n-I n-1 n-2 n-1 n

The elements of this matrix are aLL positive, and the elements of the nt column are greater than or equal to the corresponding elements of the other columns; thus, the L norm of this matrix is equal to the sum of the entries in its nt column:

II[HTRp1HA

1 11

(r/y2)n(n+1 )/2.

(21)

Linear Analysis of Radial Networks

Therefore, fjom1equations (19) and (21), the condition number of [HARp HA] is:

In order to provide some insight into the causes of numericaL ill-conditioning in power system state estimation, the condition numbers for information matrices of measured radial networks are analyzed The real power/angle portion, HA, of the here. approximate decoupled linear model (10] described in the previous section is used in the ana-lysis. Consider a radiaL network containi'ng n+1 buses The n-by-n bus 0 chosen as reference. with node-to-branch incidence matrix for this graph is given by
1
0 O
-1

cond(HARp1HA)

2n(n+1).

(22)

0
-1

0 a 001
001 OOj

Equation (22) indicates that, for a radial network with a measurement set consisting solely of line fLow measuremen$s, the condition numbe; of the information matrix, HARp1 HA], increases as n Next, the measurement set consisting of real power injections at nodes I through n is anaLyzed. In this case the measurement-to-branch incidence matrix, M, equals the node-to branch incidence matrix, A. If it is again assumed that all line admittance magnitudes are equal and alL measurement weights are equal, the information matrix i sgiven by:

Lo

(16)
.
00

HARp: HA]

'-1

1j
(y2/r)

If the measurement set consists of real Line flow power measurements at every branch of the network, then M in equation (12) is an identity matrix; furthermore, if all branch admittance magnitudes are equal, then

0 5 -4 1 -4 6 -4 1 1 -4 6 -4 0 1 -4 6

.0001

0 ,0

0 0

0 0

0 0 0O O
.

(23)

HA

(yL)

AT

(17)

000 0 0 0 0 0 0 0 0 0
a a

6 -4 1 -4 6 -3 1 -3 2

where YL is the branch admittance magnitude. Upon the further assumption that all measurement weights are = r), eqyaL (r. becomes: then the information matrix., [HARp HA],

For this measurement set, the

Li

norm of

(HTRp1HAI

is:

IIHTR1HA 11
The inverse of
but

16(y2/r).

(24)

tHTR1HA ]

straightforward, determination of P:

[HTRp1HA]

is denoted by P. A tedious, algebraic exercise atlows the

+

0 2 -1 -1 2 -1 2 -1

pij
and
I..

Ir/y2)(i/2)t(1-i2)/3
n

j(2n-j+1)] i.j
i >j .

(25)

(y2/r)

0 0 0 0 0 0

(18)
*

Pi

Ji -~P..

(26)
entri es

-1
.

i -1 2

The no m of P is obtained by summing the its nt column:

of

The L1 norm of this matrix is:

IIP11 = (r/y2)n(n+1 t(5n2+5n+2)/24,

(27)
is

IHTR-1HA 11

4t y/r

(19)

and thus the condition number of

[HARp1HA]

3476

(28) cond(HTRp1HA] = 2n(n+1)(5n2+5n+2)/3. It is seen from the above equation that, for a radiaL network with a measurement set containing only bus number of i n{ec4ion measurements, the condition [HARp HA] increases as n
III.
THE METHOD OF PETERS AND WILKINSON

UIDIJLTL]-LTb.
=

(37)

C0o Lesky facto rization is used to decompose the matrix L L resulting in

LTL

-LT

(38)

This section describes the Peters-Wilkinson method E6] for soLving weighted least-squares probLems. The technique for effecting a compromise between the conflicting requirements of numericaL stability (good conditioning) and sparsity is described. The Linear analysis of Section II is extended to the Peters-WiLkinson method to demonstrate the improved problem conditioning that resuLts from this method.

where: L is an n-by-n unit Lower trianguLar matrix; 0 is an n-by-n diagonal matrix. In general, the factorization of equation (36) must employ some form of pivoting strategy to avoid zero pivots and improve numerical stability. From the point of view of stabiLity, the element in the current row or column of the unfactorized part of the matrix which has the Largest absolute vaLue is the best choice of the pivot. In such case,ak the kt step of the factorization, the element Akk that is selected as the pivot sati sfi es

A.

DescriDtion of the Peters-Wi lkinson Aloorithm

IA3k) I = kk
(29)

max

When considering the weighted least-squares solution of the overdetermined set of linear equations Hx= ,

(maxAik I. ~i (k)
k-<

max kI,

IAk I}. k
to

(39)
preserve

This choice, however, ignores sparsi ty. iB

the need

it is convenient to remove the weights from explicit consideration15 premultiplying both sides of the yielding equation by R Ax = b ,

Sparsitv Considerations

(30)

where A = R-1/2H and b = R-1/2 1. To aLLeviate the numericaL difficuLties associated with calculating the least squares solution to equation (30), Peters and Wilkinson have suggested an alternative procedure to alLeviate the soLution diffiThey use the (4) [6]. culties of equation decomposition,

There are three stages in the Peters-WiLkinson method at which the sparsity present in the original system may deteriorate; LI in the LDT decomposition, of A, 2) in forming the matrix L T; and 3) in the Cholesky factorization of the matrix L L. In order to preserve the sparsity, two procedures are employed: one in the LDU decomposition process and the other in the Cholesky factorization process. In the LDU decomby position, the stabiLity criterion is reLaxed choosing a pivot that satisfies the bound

A = BC,

(31)

IAWkk

> u max

where B is an m-by-n matrix with rank n and C is a non-singular n-by-n matrix. In general, the matrices With this factorization, B and C are not unique. equation (30) becomes: BCx = b.

(32)

Letting z = Cx equation (32) becomes

Bz
=

b.

(33)

The least-squares solution is now obtained by minimizing IlBz-bl 1. This method may be thought of as a change of coordinates in the state space; the result is stilL a Least-squares problem that is to be solved using the normal equations method:
Z

where u is a parameter in the range 0 to 1. The particular pivot chosen is determined by sparsity considerations. The vaLue of the parameter u is chosen to effect a compromise between stabiLity and sparsity. A nonzero eLement is chosen as pivot if the product of the number of other nonzeros in its row and the number of other nonzeros in its column is a minimum among those pQ;ssible pivot choices that satisfy the threshold criterion (40). In the ChoLesky factorization, the pivot chosen at each stage is that diagonaL eLement with the Least number of ionzeros in its row, or equivalently, column (since L L is symme-

~~~k..i.m

(max

IA5k) I, 'k

max

k.~j.n kj

IA(k) 11,

(40)

tric).

[BTB1 BTb
=

(34)

of the the In application summary, Peters-Wilkinson method to power system state estimation results in the following algorithm. Let i denote the iteration count, and x(i) the state estimate at iteration i.
Form the -0obian matrix = R H[il and b = R and then HiA [y-h(&(i))] form

and
x

r1 z.

(35)

Hopefully, the transformed least-squares problem is better-conditioned than the original probLem.
A convenient form of the factorization (32) triangular factorization which may be written as A = LDU ,
where:

Step 1.

Alil

is
(36)

Step 2. Step 3. Step 4.

Factor A(i)

decomposition A(i)

with

the

resulting trianguLar L[iMD(i)U(i1.

FTrm the symmetric positive definite matrix L (i)L(i)

Factor LT(i)L(i) us+ng Cholesy deco0osition, resuLting in L (i)L(i) = LtiMD(i)L ti).

L is an in-by-n unit Lower trapezoidaL matrix (unit means with one's aLong the diagonaL); D is an n-by-n diagonal matrix; U is an n-by-n unit upper triangular matrix. Then equation (34) becomes

Step 5.

Compute the incremental change in x with one forward substitution and two backward substitutions.

Continue this iterative process (Steps 1-5) until the absolute value of the difference between the consecutive increments of the state variables is less than a predetermined toLerance.
m Condition Number Improvement as a Result of Usina the Peters-Wi lkinson Alporithm

The Linear analysis of Section II-C is applied to the method of Peters and Wilkinson in this section. The reaL power/angLe portion of the approximate decoupLed model is again used in the analysis. For the case of an n+1 bus radial network with real line fLow measurements at every branch of the network, equations (16J and (171 reveal that HA is lower trapezoidal matrix. Hence for this case, L- A with the result that the method of Peters and Wi lkinson yields the same equations, save for scaling by yL2M/r), as the normal equations technique. Consequently, the condition number for this case again increases as n In the case of an n+1 bus radial network with n real injection measurements, HA assumes the tridiagonal form
1 -1

O
O

-1 2 -1

0 -1 2

0 O
0

0 0 0
.

HA

1 YL)

(41)

L0

0 0

0 0

. .

. .

. .

2 -1

-1 2
HA

Equations (45) and (46) reveal .hat, as n gets condition number of tL L] increases as n the Smaller condition numbers can be obtained if the pivoting strategy is changed as discussed in Section II-B. A comparison of this growth with the n4 growth for the normal equations technique leads to the expectation that the method of Peters and Wilkinson should resuLt in much better conditioning on large reaListic electric power networks. The preceding analysis extends directLy to any n+1 bus loop-free network with n real injection measnode-to-branch If A is the (reduced) urements. incidence matrix and Y is the diagonal matrix of branch admittances, then the Jacobian matrix, H t to be factored by the Peters-WiLkinson aLgorithm is [AYA J. With a proper ordering of nodes and branches, A is unit lower triangular. Hence, the factors are D L = A an0 = Y. A straightforward analysis shows that IIL Ll < 2(1+d), where d is the maximum nodal degree, and IILTL i111 < n(n+13/2. a onsequently, the condition number of tLTL] grows for any injected, loop-free network, not jusb as n This n for the radial string analyzed above. growth is much milder than the n4 growth for the norThe condition number of mai equations technique. tL LI is unaffected by a wide range of branch admittances; these affect onLy the factor D. In contrast, the condition number of the normal equations coefficient matrix for an injection Xeasurea radiaL string + ye if branch k has of n+1 buses grows like n admittance Yk and the other branch admittances are all unity [ Yk < 1 ) the that suggest These special cases Peters-Wilkinson algorithm wi ll offer two advantages, much less rapid growth of condition number with system size and relative insensitivity to disparate branch admi ttances. IV. COMPUTATIONAL EXAMPLES

3477 largE,

Applying the Peters-Wi'lkinson factored into

algorithm,

-is
(42)
ele-

HA

LDU.

This section tests the theoretical analyses of Section II by comparing the theoreticaL condition number of the information matrix with the actual, computed condition number for radial networks of between of the 5 and 30 The performance buses. Peters-Wilkinson method is demonstrated on the radiaL
networks and on the IEEE 30-bus test system.
RadiaL Networks

If the pivot elements are chosen as the diagonal ments of HA, then the LDU factors are:
1 -1
0

A.

0 1

0
0

-1

O O O

a a 0

=1

0
L
U
00

0
0

1 -1

1j
(44)

LT ,

The Peters-Wilkinson algorithm has been appLied to 5-,10-, 20- and 30-bus radial networks in which the line impedances are all equal. The first case examines the effect of the R/X ratio oi the condition number of the information matrix H H. The reactance of each line is kept constant at X = 0.3 pu. The line resistance is varied from 0 to 0.3 pu. The condition numbers in alL cases are computed at flat start. In fig. 1, the curves show that the condition number is only sLightly influenced by the R/X ratio of the transmission lines. The actual data points are marked- the smooth curve is drawn from a cubic spline fit to the data.
The second case compares the resuLts of the theoreticaL linear analysis of Section II with the computed results for the actual nonlinear power equaBoth line flow and bus injection measurement tions. sets are examined. The line resistance is set to zero for this case (X = 0.3 pu). In fig. 2, the results ilLustrate that the size of the network and/or the type of power measurement have a great infLuence on the condition number. The line flow case has nearly perfect agreement between the theoretical and the computed condition numbers so that only one curve is pLotted. The agreement is not quite as good for the bus injection case. the The soLid curve shows

and D is a diagonal matrix who-se nonzero elements are y It can then be shown that, in this case, the norm OfYTL is IILTLII
=

(45)

whi le the norm of

[LTLfIn(n +

is

IILTLfI-Il

1)/2.

3478

CONDITION NUMBER
A
N -N -N
0
=

CONDITION NUMBER
30 20 10
1.

0E+06

1000. 0 100.

=
=

1. 0E+04

10. 0

1. OE+02

o 1.0 0. 0

0.

33

IZ0. 67

1. 00

1. 0E+00

10

20

30

R/X
Figure 1. The condition number of the matrix HTH evaluated at flat start as a function of the R/X ratio for radial networks with N buses. Figure 3.

NO. OF BUSES
A comparison of the
condition numbers of the conventional WLS method (H] and the PW method (L) as a function of the number of buses of a radial network for the injections-only measurement set.

CONDITION NUMBER
1. 0EE+06 1. 0E+04

INJECTION

.LINE FLOW
1. 0E+02

1. 0E+00

10
NO.

20

30

OF BUSES

Fi gure 2.

The condition number of the matrix HTH evaluated at flat start as a function of the number of buses of a radial network for the injections-only and line flows-only measurement sets.

injections. The resistance of the lines is set to 0.1 pu; the reactance, 0.3 pu . The curve labeled H shows the condition number of the H H matrix of the conventional WLS method evaluated at flat start. ThT curve labeled L shows the condition number of the L L matrix of the PW method evaluated at flat start. (In both cases, the actuaL points are marked, and the smooth curve is drawn by means of a cubic spline interpo lation.) As the size of the network increases, the improvement in the problem conditioning that results from the PW method is considerable. Thg curve for the PW method is somewhat better than the n growth predicted by the analysis of Section III-C. The pivot parameter u for this example is 1 .0. Had the parameter u been chosen less than or equal to 0.5, the results would have agreed almost exactly with the analysis of III-C. Computer results also show that if the network is a loop, the condition number is significantLy reduced (especially in the case of all bus injection measurements) compared with the radial case. In general, radial networks of a given size tend to be more poorly conditioned than comparable networks containing Loops.
B

Ly of equal

theoretical value of the condition number; the actual computed condition numbers are indicated by the broken curve. The theoretical analysis dealt exclusively wi,th the real power/angLe case, whereas the actual nonlinsar case must include a voltage magnitude measurement in addition to the power measurements. A suitable choice of weight for this measurement allows the numerical values in the Jacobian at flat start to be the same as those used in the theoretical linear analysis for the line flow case. Such a choice of weight for the voltage magnitude measurement is not possible in the bus injections case; consequently, the theoretical and computed condition numbers cannot

IEEE 30-Bus Network

Figure 3 demonstrates the improvement in the condition number of the Least-squares problem that results from using the Peters-Wilkinson algorithm in a power system state estimator in place of the conventional algorithm. Both the Peters-Wilkinson and the conventional weighted least-squares state estimation algorithms are applied to radial networks of 5, 10, 20, and 30 buses and measurement sets consisting sole-

agree perfectly.

The Peters-Wilkinson algorithm has also been tested and compared with the conventional normal equations method (WLS) using the IEEE 30-bus test system with the measurement set shown in fig. 4. In order to demonstrate the improvement in conditioning that results from this algorithm as compared to the conventional normaL equations method, the values of the weights of the measurements have been given a wide range; the measurement 1-sigma errors range from 0.00004 to 0.08 pu. Such a range may reasonably occur in the practical situation of a power system with a measurement set consisting actual, virtual, and pseudo measurements. The condition number of the matrix LTL as well as the number of nonzero terms in the Jacobian matrix H, in the matrices L, D an. U, in the matrix L L and in the matrices L, and L are shown in Table 1 fpr difparameter u of ferent values of the pivoting In the same table, the condition inequality (40]. number of the matrix HTH and the number of nonzeros in

3479

indicates bus number

line number
+

miesan
is
a

injection
line-flow

Ol indicates

Figure 4. IEEE 30-bus test

set.

system

with

measurement

1.0
.465
*

0.5
10

0.1

0.05
.465 * 1010

0.01 .465 * 1010 .189 * 354

Cond+tion Number af H H
Cond tion Number of L L

.465 *

1010

.465 * 1010

.169 *10
354

.241 * 1
354

.491 * 10
354

.151 *
354
726

105

109

Nonzeros in H

Nonzeros in HTH
Nonzeros in LWU Nonzeros in LTL

726
746
1406

726
579 1104 1130
4

726

726
462 998

462
812
848
4

497

834
874
4

Nonzeros

in

LTWLI

1408

1060
4

Number ot Iterations for Convergence Ot Peters-Wi Lki nson ALgorithm

Tab Le

1.

A comparison of condition numbers and nonzeros in the Peters-WiLkinson algorithm with different vaLues of the parameter u when appLied to the IEEE 30-bus systam.

3480 it are also Listed for comparison. For this case, the normal equations method does not converge to a solution. Figure 5 showy the change in the condition number of the matrix L L evaluated at a fLat start that resuLts from changes in the pivoting parameter u. The corresponding c4ange in the number of nonzero elements in the matrix L L is shown in fig. 6. As u increases, the condition number decreases, and the number of nonzeros increases. This behavior corresponds to the Limiting cases u = 0 - pivoting only for sparsity An acceptand u = I - pivoting onLy for stability. able compromise vaLue of the parameter u is about 0.1. In this case, the aLgorithm has good stability and the sparsity of the matrices remains cLose to that of the original information matrix.

V.
-

CONCLUSIONS

This paper has presented both a theoretical tooL the decoupLed linear model - for analyzing the nature of ill-conditioning in the power system state estimation problem and a prectical tool - the Peters-Wilkinson method - for improving the conditioning of the least-squares problem-that is to be solved. The Peters-Wilkinson method is unique in that it allows a trade-off to be selected between soLution storage requirements (sparsity) and numerical stabi liThis fLexibiLity has the ty (matrix conditioning). promise of making the Peters-WiLkinson power system state estimator a superior estimation technique for The appLication of large, ill-conditioned systems. this method to such large systems is a topi'c for current research.

CONDITION NUMBER
1. OE+10

ACKNOWLEDGEMENT
K.A. CLements, the authors, Three of G.R. Krumpholz, and P.W. Davis, express their appreciation to the National Science Foundation for their support of the research reported in this paper (NSF Grant ECS-7808407].

-1. OE+08

1. 0E+06 1. OE+04
1. OE+02
1. 0E+00 4-0. 001
[1]

REFERENCES
robust A. Simoes-Costa and V.H. Quintana, "A numericaL technique for power system state estimation," IEEE Trans. PAS, Vol. PAS-IO0, No. 2, pp 691-698, February 1981.
row processing algorithm for power system sequenTrans. PAS, state estimation," IEEE -tiaL Vol. PAS-100, No. 8, pp 3791-3800, August 1981.

0.01

0. 1
u

[2] A. Simoes-Costa and V.H. Quintana, "An orthogonal

PARAMETER
Figure 5.

The condition number of the matrix LTL as a function of the pivoting parameter u.

(3]

J.R. Rice, Matrix Computations and Mathematical Software, New York: McGraw-Hill, 1981.
and C.B. Moler, G.E. Forsythe, M.A. Malcom, Computer Methods for Mathematica l Comgutations, Prentice-HaLl, EngLewood CLiffs, New Jersey: 1-977. G.R. Krumpholz, K.A. Clements, and P.W. Davis, "Power system observability: a practical algorithm using network topology," IEEE Trans. PAS, Vol. PAS-99, No. 4, pp 1534-1542, July/August 1980.

[4]

NUMBER OF NONZEROS
1500 AT
1250

[5]

+
[6]

1000 750 500 t

G. Peters and J.H. Wilkinson, "The least-squares and The Computer pseudo-inverses," problem Journal, Vol. 13, No. 4, pp 309-316, August 1970.

0 1 0. 001

0. 01

0. 1

1. 0

PARAMETER u
Figure 6. The number of nonzeros of the matrix LTL a function of the pivoting parameter u.
as