EEJ3Transactiom on Power Systems, Vd.6, No.
2,May 1991
LEAST MEDIAN OF SQUARES ESTIMATION IN POWER SYSTEMS
L. Mili V. Phaniraj
Department of Electrical Engineering
Virginia
" Polvtechnic Institute and State Universitv
Blacksburg, VA 24061, U.S.A.
Abstract - Static state estimators currently in use in power
systems are prone to masking by multiple bad data. This is
mainly because the power system regression model contains
many leverage points ; typically they have a cluster pattern. As
reported recently in the statistical literature, only high
breakdown point estimators are robust enough to cope with
gross errors corrupting such a model. This paper deals with one
such estimator, the least median of squares estimator,
developed by Rousseeuw in 1984. The robustness of this
method is assessed while applying it t o power systems.
Resampling methods are developed, and simulation results for
IEEE test systems discussed.
Keywords: Least median of squares state estimation,
breakdown point, leverage point, resampling method.
1 - INTRODUCTION
Static state estimation in power systems is a typical
nonlinear multiple regression problem. Outliers in such a model
are a major concern of robust estimation theory [1,2]. This
theory was initiated by Huber in 1964 [3], following the alarm
raised by Tukey [4], among others, about the improper use of
the Least Squares (LS) estimator. The bias of this estimator
can be carried over all bounds by the action of a single outlier,
due to a measurement error, a parameter error or a topology
error. This estimator is said to be non-robust. On the other
hand, robust estimators are those that exhibit stable behavior
(bounded bias and variance) under deviations from the
assumptions. Several concepts proposed by Hampel 51 allow us
to analyze the stability of an estimator. One of t ese is the 6
influence function, which describes the effect of a single outlier.
Another is the breakdown point, E * , which is defined as the
maximum fraction of arbitrarily large outliers that an
estimator can handle. These concepts allow us to design new
classes of estimators for specific requirements. Up to now, three
"generations" of robust estimators have been devised.
The first generation consists of the M-estimators (M - as
in generalized maximum likelihood ). This class was proposed
by Huber [3] and introduced in power systems by Merrill and
Schweppe [6j and Handschin et al. [7], under the name of
non-quadratic criteria. It includes, as special cases, the
(weighted) Least Squares (LS) estimator provided with some
along with the (weighted) Least a
outlier rejection rules based on the weighted) residuals [7 ,
bsolute Value (LA )
estimator [8]. However, all these estimators have a breakdown
J 2 - ROBUSTNESS CONCEPTS
point of zero, since they fail to reject even a single outlier
which is a leverage point, called a bad leverage point (see
discussion of [9]). In power systems, leverage points are
common, and occur in clusters. They are associated with short
lines (of low impedance), or injections at nodes having many
incident lines.
90 SI! 493-7 PiLlilS A paper recommended and approved
by t h e ILsdh Power System E n g i n e e r i n ; Comaittee of t h e
IEEE Power Engineering S o c i e t y f o r p r e s e n t a t i o n a t t h e
I:EE/P 23 1990 Summer Meeting, Minneapolis, biinnesota,
July 15-19, 1990. Pianuscript submitted January 27,
1989; made a v a i l a b l e for p r i n t i n g June 20, 1990.
0885-8950/91/0500~51
ISOl.000l991I E E
511
P. J. Rousseeuw
Department of Statistics
Vriie Universiteit Brussel, Pleinlaan 2
" B-1050 Brussels, Belgium
In order to bound the influence of such outliers, a second
family of estimators, the generalized M-estimators was
proposed [l].An early version was devised by Schweppe in the
power area [7]. The proposal dealt with the replacement of the
weighted residuals zw by the normalized residuals zN, when
using M-estimators. Although this method is able to reveal the
presence of a single bad leverage point, it is prone to the
masking effect of multiple bad leverage points. As a result, all
methods based on the normalized residuals [lo-131, including
the rN - detection test, have a breakdown point of l / m , where
m is the number of measurements. To overcome these
weaknesses, more robust weights than the diagonal entries of
the LS residual sensitivity matrix were suggested [I].
However, the breakdown point of such methods cannot exceed
l / n , where n is the number of unknowns to be estimated, which
vanishes for large systems.
Recently a third generation of robust estimators was
devised, called the high breakdown point estimators [2], since
they yield the correct solution even if half the redundant
measurements are bad leverage points. This is the maximum
amount of bad data that a robust estimator can deal with. For
a larger number, one can no longer distinguish the good from
the bad data.
techniques which decrease dramatically the computing times
are described; (iii) a new concept of local breakdown point is
introduced , which allows the development of meter placement
methodologies which are optimal for bad data identification.
This paper is organized as follows. Section 2 deals with
some robustness concepts, while Section 3 is devoted to
leverage points in power systems. Section 4 defines the LMS
estimator, and interprets it geometrically. Section 5 and 6
present the resampling algorithm and its implementation.
Finally, Section 7 illustrates the application to some IEEE test
systems.
The concepts proposed by Hampel [5] describe the
robustness of an estimator in three different and
complementary ways, called qualitative, local, and global
robust ness.
2.1 Qualitative robustness
An estimator is said to be qualitatively robust if small
departures from the assumptions have small effects. This is a
kind of continuity condition. In particular this implies that a
single outlier cannot carry the bias and variance over all
bounds.
2.2 Local robustness
The local robustness of an estimator at a given probability
distribution of the measurement errors is assessed through two
functions, the influence function and the change-of-variance
function. They measure the effect of a single outlier on the bias
and variance respectively. Only the influence function will be
considered here.
512
2.2.1. Unidimensional case
The finite sample influence function IF(z ; p , F ) of an
estimator of location ,4 at the distribution function F,
associated with m observations { Z ~ , . . . , Z ~ - ~ z}
, is equal to the
difference between the estimates and am am-l
, processed with
and without the observation z, and divided by the fraction of
contamination, E = l/m. Here (zl,...,z,-~) follows F and z
takes on all real values. Formally
IF(z;am,F) = m { I . . . $2) - am&
, . . . I Zm-J}. (1)
The maximum value of IIF( is referred to as the gross error
sensitivity, 7*. If we define the bias b as just being the absolute
value of the deviation, we get
* -
b = I U, - 1 E 6 1 IF I, and bmax E E T . (2)
Hence a robust estimator has generally a bounded influence
function. Figure 1 shows the asymptotic I F (for m tending to
infinity ) of some M-estimators, including the LS and the LAV.
Note that all except the LS have a bounded influence function.
These estimators minimize a criterion of the form
m number of redundant observations [2], i.e. fm,=[(m-n)/2],
J(0) =.E P ( r i / q ,
1
1=
where p ( . ) is a, function of the weighted residuals. It can be
shown that their I F is proportional to d u ) = dp(u)/du.
(Huber)
Quadratic Tangent
(Skipped mean)
Quadratic constant
Fig. 1: IF of some M-estimators.
2.2.2. Linear regression case
Consider a linear model given by z = a +
e , where x is
the n-dimensional vector to be estimated from a set of m
measurements contained in the vector and corrupted by the
error vector e; we assume here that cov(e) = I. This model is
obtained for instance while linearizing a nonlinear power
system model around a flat profile, V = 1.0 p.u. and 0 = 0.0
rad.. Let lT=(L1, ...,Jn) denote any row of the matrix I3, each
row bein associated with a particular measurement. The
entries of a row are the co-ordinates of a point in an
n-dimensional space, referred to as the factor space of the
regression. Let A denote the probability distribution of these
points. Hampel et al. [I] showed that the total influence
function of a regression M-estimator 2 at F , is equal to the
product of the scalar influence function of the residuals, IR,
and the vector-valued influence of position in' the factor space,
E.Note that IR is identical to IF in the unidimensional case.
Formally
and where E[! 11'
is the covariance matrix of the vector 2,
which is assumed to have zero mean. Therefore it is apparent
that potentially influential measurements are not on1 those far
from the others in the z direction (vertical outlier1 but also
those distant in the factor space, the so-called leverage points.
The latter points have a high influence of position, E . T h i s
statement will be discussed in more detail in Section 3.
2.3 Global robustness: the breakdown point
At this point the question that arises is to find the
maximum fraction of arbitrarily large ross errors that a robust
estimator can deal with. A more krmal definition of the
breakdown point is as follows. Consider a sample of m good
data points, Z = { (zl,tl),...,(zm, &) }. Let 5 be the state
vector estimated from Z. Now consider all possible corrupted
samples Z' that are obtained by replacjng any f of the good
data by arbitrarily large values, i.e. the fraction of
contamination E = f/m. Let 2' be the state estimate based on
Z' and bmax be the maximum bias caused by the
contamination
Then the breakdown point,€*,
- . . of the estimator 2
- at the sample
Z is given by
E* = max { 6 = f/m ; bmax is finite}. (7)
Since robust estimators rely upon the majority of the data, and
reject partially or totally the minority ones, the largest number
of bad data that any estimator can handle is equal to half the
(3) which yields
€Aax= [(m-n)/2l/m, (8)
and the notation [x] denotes the integer part of x. Estimators
with a lar e value of E* are called high breakdown point
estimators [see Appendix B).
3 - LEVERAGE POINTS
Let us first give the definition of leverage points.
Definition: The leverage points of a regression are those
points which are far away from the bulk of the data points
in the factor space.
This definition only involves 4 but does not take zi into
account when considering a data point {zi, t}.
The latter is
said to be a good or a bad leverage point depending upon
whether the metered value zi is valid or not.
3.1 Leverage points in simple linear regression
The purpose is to estimate the slope a and the intercept b
of a straight line z = a L +
1,
are far om the others in the &axis ?see Fig.2) and have wrong
6
b, which fits 7 data points see
Table I , with the last 2 points bein bad leverage points. T ey
values for z ( z6 = z7 = 1.5, instead of 7.5 and 8 respectively).
+
The line fitted in the LS sense is i = 0.021 1 1.359. Table I
shows that neither the weighted residuals, rwi= ri/ci , (here
g.= 1 for i = 1,...,7) nor the normalized residuals, rNi=
r w i / m , are able to detect these two bad leverage points;
their magnitudes are smaller than the chosen threshold, 2.5. In
power system terminology they are called interacting bad data.
In this case, the LAV and M-estimators based on weighted
residuals would also fail.
~1 ? - - - = - = 7LS and M
0
0 5 10
Fig. 2: Graphical representation of the data.
 513

Table I: Data and results for regression example. reference bus) from a set of 6 real power measurements. The
linear model is zi = .jl O1 + +202 +
e;, which leads to the
matrix form = €I + e, with
1 0 72 -0 88 - 1 03
1-1 1 0 -1 -1
2 0 77 -0 40 - 0 46 U=[-, 1 0 1 2-11 (15)
3 0 80 0 08 0 08
Note that the fit represents a plane, passing though the origin
4 083 ~ 055 0 61 (zero intercept). It is apparent from Fig.4a that there are no
leverage points. Now if we shorten line 1-3, by increasing its
susceptance, l/X.., say to 5 P.u., the points #3 and #6 will
15 0 55 -0 18 - 0 24 move in opposite directions, as shown in Fig. 4b. They become
isolated leverage points, with the associated rows of being
1.5 16 0 48 -0 20 - 0 29 [5 01 and [-5 -11 respectively. If measurement #6 was instead
placed at node 1, it would move in the same direction as #3.
3.2 Leverage points in power systems The coupling of these two measurements to the others tends to
vanish ; the local redundancy tends to 1. If line 2-3 is
The power system nonlinear model is given by shortened instead, the points #4 and #5 will move in the
positive and #6 in the negative e2-direction, forming cluster
z = h(x) + e , (9) patterns as shown in Fig.4~.
where is the n-dimensional state vector of voltage
magnitudes V and phase angles 0 (n = 2N - 1, N being the
number of nodes of the system) and is the m-dimensional O
#l W
measurement vector corrupted by the error vector e. The errors
ei are assumed to be independent with a known covariance
matrix & = diag (gf). Let H = &(x)/& be the Jacobian
matrix and ly = (.jll,...,+n) be the zth row of (& it -1'2€I);
Fig. 3 : 3-bus system.
defines a point in the factor space of the regression. The
outliers in this space are leverage points. The associated
measurements have a great influence (large Ip and hence IT)
on the M-estimators, including the LS and the LAV estimator.
The residuals of such measurements remain small (zero values
for the LAV) even if they are corrupted by gross errors. As a
result, they are not detected by hypothesis tests based on the 5x
weighted residuals.
2" " 4 ~

3.2.1 The residual sensitivity matrix W X

6 "1
3" 71
The normalization of the residuals by means of the
diagonal elements A12
w..
= 1 - s.ii' (10)
where si; = ly , 4 (11)
5x
allows to reveal the presence of a single leverage point. Indeed,
Sii of such a data point is close to 1 and hence Wii close to zero,
which makes its normalized residual rather large despite the
small size of its residual. It constitutes an improvement in this
respect. Unfortunately, it gives no protection against masking
multiple leverage points; its value stops being small in the
latter case (see Table I). It is interesting to note that Sii , the
diagonal elements of the so-called hat matrix, S = I - E,is
linearly related to the squared Mahalanobis distance [2]
Fig. 4: Factor space of the 3-bus system.
Simulation of bad leverage points: Consider the same base case
as in [Ill, namely that the true measurement values are zero
and that the standard deviations of the errors are of 0.01 P.u.,
except that here line 1-3 has a susceptance of 5 p.u.. Two bad
- . m leverage points have been introduced at measurements #3 and
and #6 with a value of -0.55 and 1.0 p.u. respectively. These data
points mask each other in both Wii and L~ values (see Table
3.2.2 Example of a 3-bus DC model 11). The identification by elimination based on rN fails to
identify both of them since it eliminates successively
Consider the 3-bus system studied in [ l l ] , and shown in measurements #4 and #5 instead. This wrong solution is found
Fig.3, for which a DC model is used. All lines are assumed to as the optimal one by the combinatorial optimization method
have zero resistance and 1.0 p.u. reactance, X... The problem is [ll] (see Fig.5), as well as by the geometric method [12] and
to estimate the two bus voltage angles 0, and 0 ( 0 = 0.0, the method proposed in [13]. Recall that the HTI method fails
2 3 as soon as all the bad data have not been selected [lo].
 . ,

514

Table 11: Identification by elimination method. 4.2 Geometric interpretation of LMS

Meas.
# I
0.90 3.42
‘Ni
wii 11st estim. !2nd estim. 3rd estim.
2.90 1.54
The robustness of the LMS estimator is highlighted by the
following statements [2]:
1)The LMS estimation of location is the midpoint of the
shortest half of the unidimensional observations. Here the
0.90 -3.42 -2.90 -1.54 halves are subsamples containing U = [m/2] +
1 successive
ordered observations; the shortest half is the half having the
0.36 3.27 2.1 1 -2.39 smallest distance between its extreme observations.
0.96 8.32 ---- ---_ 2)The LMS regression line lies at the middle of the
narrowest strip covering half the data (see Fig. 6).
0.74 5.70 6.75 ---_ 3)In multiple regression, the previous statements are true,
0.1 4 6.06 3.40 -2.39 except that one has hyperstrips and hyperplanes.

“t fit

Solution
ui = 0 implies the ith measurement is deleted.
ui = 1implies the ith measurement is reinstated

Fig. 5: Combinatorial optimization method. Fig. 6: Geometric interpretation of LMS.

Discussion: From the previous example we infer that leverage
points in power system state estimation result from
measurements of the following types:
1) line flows and bus injections associated with lines that
are relatively short compared to the others;
2) bus injections at nodes that have a large number of
incident lines.
The entries of the Jacobian matrix associated with such
measurements become large.
As a result we may assert that any actual power system
model possesses many leverage points, often in a cluster
pattern. For instance, the IEEE 118-bus system has 7.2% of
lines and transformers with relatively small reactances 13 over
179 and 28% of nodes with at least 4 incident lines [33 over
1181. In that case, high breakdown point estimators have to be
used, as they are the only methods known to be able to cope
with multiple bad leverage points, a situation common in the
adverse real-time environment of the control center.
4 - LEAST MEDIAN OF SQUARES ESTIMATOR
Among the various high breakdown point estimators
recently proposed [2], only the LMS will be considered.
4.1 Definition
In the unidimensional and simple regression case (n = 1 or
2), the LMS estimator minimizes not the sum but the median
of the squared (weighted) residuals, hence its name. In the
multiple regression case, it minimizes
J(x) = IW(V) ’ (16)
where
v= [p]+ [ ? I , (17)
and where r is the vth ordered squared weighted residual.
WP)
Here, the weighted residuals are first squared (i.e. I;~),
4.3 Identification of the Outliers
4.3.1 Estimate of Residual S d e
Since LMS estimator fits the majority of the data, the
discordant data may be identified through the residuals. For
that purpose, they have to be standardized by a robust
estimate of their dispersion,
br = c (18)
which is a byproduct of the robust fit itself; here C is a
correction factor which will be determined later on. This scale
estimate has a high breakdown point, since it neither inflates
nor deflates even when half the redundant measurements are
bad.
4.3.2 Decision rule8
The outliers are identified by comparing the magnitudes
of the standardized residuals to a given threshold, say 2.5,
1 rSil = 1 rwiI /br > 2.5 . (19)
As for the coefficient C, it has to be chosen in such a way that
2
when the errors are Gaussian, N(O,o ), Cr must tend t o CT for
increasing m. This implies the limit of C is 1.4826 [2].
Additionally, few good measurements should be rejected by the
test. Experience has shown that a good choice for C is
C = 1.4826 (1 G).5+ (20)
To improve the poor efficiency of the LMS at the
Gaussian distribution] we may perform a standard weighted
least squares after having rejected the identified outliers.
and 5 -ALGORITHMS

then ordered by increasing value: I&)< ...<I;(~); rw(v)

2 is the The computation of the LMS estimates is not
straightforward. This is a difficulty common to all high
uth largest of these quantities. It can be shown that the breakdown point estimators. The procedures described here are
breakdown point of the LMS is [2]. This claim is extensions of the combinatorial search technique proposed in
supported by its geometrical property. [2] to nonlinear models.
The combinatorial procedure repeatedly selects samples of
size n for which the system is observable. For each selected

sample, the nonlinear system is solved by the Newton-Raphson
method, and the weighted residuals determined, and ordered by
increasing squared values. The LMS estimates are found by
minimizing the objective function among the selected samples.
In principle the combinatorial search should include):(
samples, which leads t o infeasible computational times even for
small systems. However as suggested in [2], one could consider
only a certain number k of random selections, such that the
probability P that at least one sample is not contaminated is
nearly 1 (typically 0.95). The expression of P in terms of k can
be found as follows. Let E denote the assumed fraction of gross
errors, among the m observations. If m is large, then E is just
the probability of drawing one bad data. Thus the probability
of selecting n good data is ( l - ~ )and ~ the probability of
selecting k contaminated samples of size n is (1- (1 - E ) ~ ) ~ . procedure
Hence
P = 1 - (1 - (1 - E)")k, (21)
and for a given P, n and E , k can be found, the minimum
number of samples that must be considered. In practice, it is
desirable to have not just one good sample but several ones,
which can be obtained by drawing a number of samples larger
than k, say 2k.
If we want to be protected against f bad data among m
measurements, we choose E = f/m. For instance, if we have m
= 247 measurements for estimating n = 117 variables, and we
want to be protected against f = 5 bad data, we choose E =
5/247 = 0.02. For P = 0.95, relation (21) gives k = 31 and we
draw 2k = 62 samples (see Table 111).
Remark In power systems, a non-negligible fraction of
measurements are known zero injections. Since these
pseudo-measurements have exact values, they have to be
incorporated in any drawn sample. As a result, their number
has to be subtracted from the number n of unknowns when
computing k from (21).
Table 111: Number of samDles for P = 0.95.
I n I m l f I E l k 1 2 k I
13 34 2 0.059 5 10
29 56 3 0.054 14 28
117 247 5 ~ 0.020 31 62
6 - IMPLEMENTATION
When the fraction of contamination does not exceed a few
percent, the number of samples that has to be drawn remains
reasonable for medium size systems. However, it becomes
prohibitive for very large systems since k grows exponentially
with n for a fixed E. To circumvent this difficulty, we may
resort to several techniques. One of them is the implementation
on parallel processing; this method will be explored later on.
Another possibility is to make use of the hierarchical state
estimation method [14. The idea is to decompose the system
d
into smaller parts an apply the LMS estimator to each of
them. The issue is to find good decomposition schemes for bad
data identification. This approach is currently under
investigation and will not be considered further. Here, we will
investigate instead a technique known as the fast decoupled
state estimation [15]. It allows us to perform a task division
between on-line and off-line procedures, as we will see in the
following. This technique should be implemented in
conjunction with one or both methods previously mentioned for
large systems.
6.1 Fast decoupled state estimation
In power system it is desirable to perform a fast decoupled
LMS state estimation whenever it is possible, viz. whenever the
515
X/R ratio is large. In that case, we alternately solve for each
sample the following iterative equations
a E,, A8 = zp - h,(B,V), (22)
P HQV A V = z Q - h Q (OV) (23)
-'- '
where (I and /3 are relaxation factors and where H,, and H
-QV
are the square Jacobian submatrices associated with the n
drawn measurements contained in gp and zQ. Both submatrices
are assessed at the flat voltage profile (V = 1 p.u. and 6' = 0
rad.) and branch series resistances are neglected in computing
E,, . Moreover power measurements (Pi, Pij, Qi, Qij) are
divided by the corresponding voltage magnitudes Vi. The
is similar to that proposed in [16] for computing the
fast decoupled load flow. Since the Jacobian submatrices are
constant, they can be factorized in off-line and stored in a
compact form on a disk memory. How the factorization is
performed will be explained in the sequel. Note that the same
sample set may be used as long as the topology of the system is
not modified. Hence in on-line, only forward and backward
substitutions for solving eqs. (22) and (23) are executed and
the sample which minimizes the vth ordered squared residual is
found. This element is localized without ordering the residuals.
Roughly speaking, the algorithm proceeds by performing
permutations between the vth positioned residual and the other
ones until it becomes larger than the lower ranked elements
and smaller than the larger ranked ones.
When the system model is well decoupled ( large X/R ), a
further simplification can be made. It consists of computing
first the LMS solution for 6' by applying eq. (22) to all the
samples with V set to 1 p.u. and then the LMS solution for V.
The latter is obtained from eq. (23) with 8 set to the computed
LMS solution. Since here 6'and V are processed separately from
each other, we may draw independently 2k samples for the real
and reactive measurements, where k is given by eq. (21) with n
set to N-1 and N , respectively. This leads to a substantial
decrease in the required number of samples that have to be
selected. It is this decoupled version that has been
implemented and tested. Simulation results show that good
aavergence characteristics of the iterative equations (22) and
I
23) are obtained when appropriate values (between 0 and 1)
or the relaxation factors are used.
Remark: Note that this algorithm lends itself well to an
implementation on parallel computer system. Indeed, under
VAX Fortran, parallel DO loops can be implemented by having
each processor handle a subset of the loop variable values. Each
value corresponds to a particular sample. More details and
computing times are given in Appendix D.
6.2 Off-line procedures
6.2.1 Factorization of the Jacobian submatrim
The proposed (off-line) algorithm consists of the following
steps:
Step 1: Draw a sample for which the system is observable. The
procedure will be described in the next section.
Step 2: Reorder the rows of the associated square Jacobian
submatrices, Ilp, and HQv, so that the diagonal entries have
nonzero values. This can be achieved by first ordering the rows
by increasing number of nonzero entries, and then placing (if
possible) each of them at a position so that one of its nonzero
elements moves on the diagonal, the element associated with
the column with fewest nonzero entries. For instance, a row
e.
with two nonzero entries, say the zth row with elements and
1J
.Lk, has to be placed at the jth row if the jth column has fewer
nonzero entries than the kth column; it has to be placed at the
kth row otherwise. Experience shows that this suboptimal
ordering scheme almost always succeeds in producing all
diagonal elements with nonzero values.
516
Step 3: Factorize E,, and HQv after having performed a
Tinney's scheme 2 optimal ordering for matrices with
asymmetric sparsity structure and possible zero diagonal
elements (171.
In order to be able to handle small changes in the topology
of the system, we propose to (i) draw all the 2k samples from
the largest set of measurements associated with the greatest
size of the system and (ii) factorize and store the corresponding
Jacobian matrices. In the event of the loss or the reconnection
of a piece of equipment, the samples containing the associated
measurements have to be simply disregarded or reinstated,
respectively, and the Jacobian submatrices partially
refactorized whenever it is necessary. This partial
refactorization can be performed through either sparse vector
method or compensation technique as suggested in [NI. Large
changes in the topology can be handled similarly, except that a
number of samples larger than 2k has to be drawn in order to
have more extra samples, additional to k.
Remark In order to take advantage of the overlapping between
the samples, we can (i) draw and memorize all the samples
beforehand, (ii) order them so that the differences between
successive samples are minimized, (iii) perform full
factorizations followed by a series of refactorizations; a full
factorization have t o be performed only when the fill-in
becomes too large.
6.2.2 Observability analysis
The probability of selecting a sample which leads to a
topolo 'cally observable system with its linearized model
a r o u n f the flat voltage profile (191 may be dramatically
increased by proceeding as follows: first we group the
measurements into n subsets, each of them contains those
measurements which are function of the same state variable (a
phase angle or a voltage magnitude for the real or the reactive
power measurements, respectively); then we select randomly a
measurement among each subset. These subsets will be called
fundamental sets in subsequent sections. The method is based
on the following
Theorem: A necessary condition that the system is
observable for a drawn sample is that each fundamental
set contains at least one selected measurement.
A proof of this theorem is given in Appendix A.
Another improvement is to use simple and fast topological
tests which allow to identify a large number of unobservable
cases. For example, one has to reject any drawn sample
containing real (reactive) power flow measurements situated on
(i) both ends of a line, (ii) all the lines incident to a node whose
real (reactive) power injection measurement was drawn, (iii) all
the lines of a loop. Also one has to reject any reactive sample
which contains no voltage magnitude. Concerning the
remaining unobservable cases, they have to be identified by a
test which ensures a necessary and sufficient condition for
observability. Several methods can be used. The implemented
technique consists of checking the absolute values of the pivot
elements obtained in the course of the (re)factorization of the
Jacobian submatrices [ Z O ] .
7 - SIMULATION RESULTS
7.1 Computing times
A software program which implements LMS nonlinear
regression has been developed and tested on several IEEE
systems. Computing times for solving eqs.(22) and (23) along
with the LMS criterion are reported in Table IV; the numbers
of drawn samples are those indicated in Table I11 as 2k. The
number of iterations per sample is fixed at 10.
7.2 Examples of bad data analysis
The LMS estimator has been applied to cases of
Table 1V: Computing times (in sec. on VAX 8800).
14 - bus
30-bus 1 1.98 1 0.18 1 7.0
I
I 1 8 -bus 5.12 1.41 92.4
interacting bad data performed on the IEEE 118-, 30- and
14-bus systems. Only the line resistances of the 14-bus system
were decreased (such that X/R is about 10) in order to satisfy
the decoupled assumption. This system along with the chosen
meter configuration is shown in Fig. 7. It comprises 23 pairs of
power flows (FLP and FLQ), 11 pairs of power injections (INP
and INQ) and 5 voltage magnitudes (V). This yields a real and
reactive global redundancy of 34/13 = 2.6 and of 39 14 = 2.8
respectively. The measurements have been corrupted by noise
with zero mean and a standard deviation of 0.5 MW. For the
real power measurements, the maximum number of bad data
that can be identified is =,f [(34-13)/2] = 10, which gives a
maximum global breakdown point of E;== 10/34 = 0.29. If
we assume that only 5 bad data may occur, i.e. = 0.15, then
48 samples have to be drawn when applying the resampling
method. For this system, the algorithm for solving the
nonlinear load flow equations converges in 10 iterations on the
average.
'4 b
1
Fig. 7: IEEE 14-bus system.
Case 1: Interacting bad leverage points: Two bad leverage
points have been introduced (see Table V). These are the real
power measurements INP 4 and FLP 5 4 associated with the
line 4-5, which has a rather low line impedance 0.013 + j
0.042 P.u.) compared to the others ( 0.1 + j 0.2 p.u{. Although
the gross errors are conforming, the LMS estimator successfully
reject them. The estimate of the residual scale is hr = 0.8 MW.
The final retained sample includes 8 real power flows on lines
1-2, 5-1, 4-3, 7-8, 9 4 , 10-9, 14-9, 13-12, and 5 real power
injections on nodes 2, 6, 7, 11, 13. They are all good data and
LMS assigns them zero residuals.
Case 2: Local breakdown: Two gross errors have been ap lied
to the real power injection on node 7 and 8 (see Table VIP. In
that case the resampling method based on LMS breaks down
since the optimal sample contains one of them, the
measurement INP 7. This result seems to contradict the claim
that this method could handle 5 bad data. But this is only a
global number that does not reflect the local situation. Indeed,
there are only 4 measurements (INP 7, INP 8, FLP 7-8, FLP
8-7) for the estimation of the phase angle at node 8. This yields
h
a maximum number of [(4-1)/2 = 1 bad data that can be
always rejected by LMS. Hence, t e maximum local breakdown
point in this area is €** = 1/4 = 0.25. Now, the only way to
increase the local breakdown points of a system is to add more
measurements locally. This is a meter placement issue. The
optimal meter placement for a given number of measurements
would be the one that maximizes the smallest local breakdown
point. Note that similar problems have been considered by
Hampel in [l]and [21].
 517

Table V: LMS estimation results for case 1. conclusion is that shorter lines have to be provided with
enough measurements in order to increase their local
Measured True ri 'Si redundancy. Indeed they tend to be isolated in the factor space,
Meas. and weakly coupled with the surrounding measurements.
Value Value
FLP
FLP
2-1
3-2
-46.8
-36.4
-46.4
-36.6
-0.34
0.23
-0.85
0.58
Future research will focus on the investi ation of (i
system decomposition schemes which will mafe the LM
estimator applicable to large-scale systems and (ii) meter
B
24.6 -0.05 placement methodologies which are optimal for bad data
FLP 2-4 24.3 -0.02 identification.
FLP 1-5 23.3 23.1 -0.23 -0.58
FLP 5-2 -13.1 -13.3 -0.05 -0.13 APPENDIX A: Proof of the Theorem
Let us assume that the condition is not satisfied. This
means that there exists at least one fundamental set, and hence
one state variable, for which no measurement was drawn.
FLP 4-7 3.8 3.7 0.32 0.80 Therefore we cannot assign any measurement to the incident
FLP 8-7 10.2 10.0 -0.30 -0.75 branches to the node associated with this state variable. As a
-13.7 0.98 2.45 result, no spanning tree of full rank can be found; the system is
FLP 9-7 -1 3.4 unobservable [19].
FLP 9-10 -1 0.9 -1 0.7 -0.59 1.48
FLP 6-11 23.5 23.3 -0.03 0.08 APPENDIX B: Breakdown point of some estimators of
location
FLP 13-6 -25.8 -25.6 0.24 0.60
FLP 10-11 -1 9.9 -1 9.8 0.03 0.08 Consider a sample {zl,...,zm} of m observations. The
FLP 13-14 15.6 16.0 -0.05 0.13 breakdown point of the LS estimate computed from this
INP 1 69.4 69.5 -0.63 1.58 sample, which is the arithmetic mean given by Z =
(zl+...+zm)/m, is zero because it is sufficient to replace a

INP 8 10.3 10.0 -0.20 0.50 single observation by a large value to make very large. On s
INP 10 -9.1 -9.0 0.43 1.08 the other hand, the LAV estimate, which is the sample median
equal to the vth ordered observation, with v = [m/2]+1,
INP 12 -6.5 -6.1 0.92 2.30 possesses the best possible breakdown point, -
INP 14 -1 4.7 -1 4.9 0.61 1.53 [(m-l)/2]/m. Indeed, we have to replace at least half of the
FLP 1-2 46.5 46.4 0.00 0.00 observations by outlying values in order to be certain that the
middle observation is among them. Note that here the outliers
FLP 5-1 -23.4 -23.1 0.00 0.00 are chosen in the least favorable way, that is, all on the same
FLP 4-3 17.3 17.6 0.00 0.00 side of the original sample. This maximum fraction of outliers
can also be handled by the LMS estimate, which is the
FLP 7-8 -1 0.5 -1 0.0 0.00 0.00 midpoint of the shortest half of the sample. The shortest half is
FLP 9-4 -4.2 -4.1 0.00 0.00 the subset containing v ordered observations with the smallest
FLP 10-9 10.4 10.8 0.00 0.00 of the differences z(VI- z(l)''(v+I)- z(2) * '(m)- '(m-v+l)' 9 . ' 1

FLP 14-9 0.6 0.9 0.00 0.00 where z is the vth ordered observation.
( v)
FLP 13-12 -3.2 -3.9 0.00 0.00
APPENDIX C: Flow-charts of the resampling procedures
INP 2 28.0 28.3 0.00 0.00
INP 6

--
80.2 78.8 0.00 0.00 START

INP 7 0.4 0.0 0.00 0.00 K=O

START
INP 1 1 -3.6 -3.5 0.00 0.00
Draw a sample by
INP 13 -1 3.1 -1 3.5 0.00 0.00 r- ~

l selectingone
K = l
-~ 1 measurement from
each fundamental set
Table VI: LMS estimation results for case 2. Compute the state
estimate for
1 1

Meas. True Value Estimate i

I
ri I rsi __________~____-
~~~
this sample

- Was the
Compute the

INP 7 I 0.0 1 -40.0 1 -40.0 10.00 0.00

residualsfor

I
1 thissample

I
L- ~

A Find the vth

INP 8 15.1 ~ 50.0 50.0 0.65 0.88 squared residual
~~ ~

-
K=K+I
8 - CONCLUSIONS

An algorithm for solving LMS in nonlinear systems has

been proposed. The solutions are found through resampling
methods based on linear approximations. These methods are
IK=K,+l 1
very suitable for parallel processing. The robustness of the LMS
estimator has been verified on several test systems and ~

illustrated on the IEEE 14-bus system. Find the minimum

value of the
The concept of leverage points sheds new light on the
meter placement issue as well as on the concepts of local ~~
objective function < STOP 3
redundancy and local breakdown point. A preliminary Online Procedure. Offline Procedure.
518
APPENDIX D: Parallel processing implementation
This appendix describes the implementation and
performance of the resampling method in parallel processing on
the 2 processor VAX 8800 computer. For this method, each
sample can be processed independently from the other ones. In
general, the net CPU time required using the multi-processor
algorithm is slightly higher than if the algorithm were
implemented on a single processor ; this is due t o the increased
overhead in handling several processors. The elapsed time
however decreases sharply ; in the ideal case by a factor equal
to the number of processors. Table VI1 shows the results for
the IEEE 30-bus system, in which the number of samples is 90,
i.e 45 per processor. The corresponding single processor figures
are also included for the sake of comparison. It can be seen that
the use of parallel processing reduced the elapsed time for
computing the LMS for all 90 samples by 38%.
Table VII: Computing times in sec. for parallel processing.
Single Processor
Two Processors 31.3
ACKNOWLEDGEMENTS
The authors would like to thank Drs. F. Hampel, E. Ronchetti,
W. Stahel and A. Marazzi for interesting discussions, and Dr.
A. G. Phadke for the use of the computer facilities at the
Power Systems Laboratory, Virginia Tech. The authors would
like also to acknowledge the constructive comments of the
renewers.
REFERENCES
F. R. Hampel, E. W. Ronchetti, P. J. Kousseeuw and W.
A. Stahel, Robust Statistics: the Approach based on
Infrzlence Functions, John Wiley, 1986.
P. J. Rousseeuw and A. M. Leroy, Robust Regression and
Outlier Detection, iohn Wiley, 1987.
P. J. Huber, Robust Estimation of a Location
Parameter". Annals of Mathematical Statistics. Vo1.35,
1964, pp. 73-101.
J. W. Tukey, "A Survey of Samplin from Contaminated
Distributions". in I. Olkin (ed.8. Contributions to
Probability and Statistics, Stanfor'd U'niversity Press, 1960,
pp. 448485.
F. R. Hampel, "The Influence Curve and its Role in
Robust Estimation", Journal of the American Statistical
Association, vo1.69, 1974, pp. 383-393.
H. M. Merrill and F. C. Schweppe, "Bad Data
Suppression in Power System State Estimation", IEEE
Transactions on Power Apparatus and Systems, Vol.
PAS-90, N0.6, Nov./Dec. 1971, pp. 2718-2725.
E. Handschin, F. C. Schweppe, J. Kohlas and A. Fiechter,
"Bad Data Analysis for Power System State Estimation",
IEEE Transactions on Power Apparatus and Systems,
Vol. PAS-94, No.2, March/April 1975, pp. 329-337.
M. R. Irving, R. C. Owen and M. Sterling, "Power System
State Estimation using Linear Programming", Proceedings
of the ZEE, Vo1.125, No.9, Sept. 1978, pp. 879-885.
D. M. FalcHo and S.M. de Assis, "Linear Programming
State Estimation: Error Analysis and Gross Error
Identification". IEEE Transactions on Power Swtems,
Vo1.3, No.3, August 1988, pp. 809-815.
[lo] L. Mili, Th. Van Cutsem and M. Ribbens-Pavella, "Bad
Data Identification Methods in Power System State
Estimation - A Comparative Study IEEE Transactionv
on Power Apparatus and Systems, Vol. PAS-104, Nov.
1985, pp. 3037-3049.
[ll] A. Monticelli, F. F. Wu and M. Yen, "Multiple Bad Data
Identification for State Estimation by Combinatorial
Optimization", IEEE Transactions on Power Delivery,
Vol. PWRD-1, N0.3, July 1986, pp. 3f1-369.
[12] K. A. Clements and P. W. Davis, Multiple Bad Data
Detectability and Identifiability: A Geometric Approach",
IEEE Transactions on Power Deliveru, Vol. PWRD-1,
I.
N0.3, July 1986, pp. 355-360.
[13] I. W. Slutsker, "Bad Data Identification in Power System
State Estimation Based on Measurement ComDensation
and Linear Residual Calculation", ZEEE Transactions on
Power Systems, Vo1.4, No.1, Feb. 1989, pp. 53-60.
141 Th. Van Cutsem and M. Ribbens-Pavella, "Critical
Survey of Hierarchical Methods for State Estimation of
Electric Power Systems", IEEE Transactions on Power
Apparatus and Systems, Vol. PAS-102, No.10, Oct. 1983,
pp. 3415-3424.
151 A. Garcia, A. Monticelli and P. Abreu, "Fast Decoupled
State Estimation and Bad Data Processing", IEEE
Transactions on Power Apparatus and Systems, Vol.
PAS-98, No.5, Sept./Oct. 1979, pp. 1645-1652.
161 B. Stott and 0. AlsaG, "Fast Decoupled Load Flow",
IEEE Transactions on Power Apparatus and Systems,
Vol. PAS-93, No.3, May/June 1974, pp. 859-867.
[17] W. F. Tinney, W. L. Powell and J. W. Walker,
"Programming of Sparsity-Directed Ordering Schemes",
Proceedings of the PSCC Conference, 1975.
[18] S. M. Chan and V. Brandwajn, "Partial Matrix
Refactorization", IEEE Transactions on Power Systems,
Vol. PWRS-1, No.1, Feb. 1986, pp. 193-200.
[19] G. R. Krumpholz, K. A. Clements and P. W. Davis,
"Power System Observability: a Practical Algorithm
Using Network Topology", IEEE Transactions on Power
Apparatus and Systems, Vol. PAS-99, No.4, July/Aug.
1980, pp. 1534-1542.
[20] A. Monticelli and F. F. Wu, "Network Observability",
IEEE Transactions on Power Apparatus and Systems,
Vol. PAS-104, N0.5, May 1985, pp. 1035-1048.
[21] F. R. Hampel, "Some Problems in Statistics", Proceedings
of the First World Congress of the Bernoulli Society for
Mathematical Statistics and Probability, Tashkent USSR,
Sept. 8-14, 1986.
BIOGRAPHY
L. Mili (S'83, M'87) received the B.S.
degree from the Swiss Federal
Institute of Technology, Lausanne, in
1976, the M.S. degree from the
University of Tunis in 1983, and the
Ph.D. degree from the University of
LiGge, Belgium, in 1987. He is
presently an Assistant Professor of
Electrical Engineering at Virginia
Tech.
V. Phaniraj (5'82) received the B.Tech
degree in Electrical Power Engineering
from the Indian Institute of
Technology, Madras, in 1984 and the
M.S. degree in Electrical Engineering
from Virginia Tech. in 1986. Presently,
he is completing his Ph.D. at Virginia
Tech.. He is a member of Phi Kappa
Phi, and Mensa.
P. J. Rousseeuw is Professor of
Statistics at the Vrije Universiteit
Brussel, Belgium. A former member of
the Mathematical Sciences Research
Institute in Berkeley, Dr. Rousseeuw
performed his Ph.D research at the
Swiss Federal Institute of Technology,
Zurich, Switzerland.
 519

Discussion Finally, the authors briefly mention the issue of meter placement (p.
6). This seems to me to deserve much larger comment. Statistical design
of experiment, i.e. carefully consideration of which measurements to take
S. Morgenthaler (Swiss Federal Inst. of Technology, Lausanne (Switzer-
in order to have a good basis for identifying parameters, would be a way
land)): This paper introduces a new criterion for the identification of the
to avoid some of the difficulties addressed by the LMS method.
state of a power system. A crucial difficulty addressed by this new
objective function is the presence of bad leverage data. In principle, the Reference
proposed method can withstand a maximum amount of bad observations.
It has, however, three drawbacks, (1) it is computationally complex, (2) it Cook, R. I). and Weisberg, S. (1982): Residuals and Influence in
is statistically inefficient, and (3) it does not lend itself to perform Regression. Chapman and Hall, London.
inferences. Clerc Birod, A. and Morgenthaler, S. (1989): “A Close Look at the Hat
When parameter identification, rather than prediction and inference, is Matrix”, Technical Report, No. 6, Swiss Federal Institute of Technol-
the goal of a regression analysis, the last two points are often less ogy, DMA, Lausanne (Switzerland).
important. In such cases, a high breakdown point is in my opinion of
greater value than statistical efficiency. In estimating the state of a power Manuscript received July 24, 1990.
system, the approach of the authors is, therefore, justified.
The first criticism seems more serious, until one realizes that the
problem the authors implicitly solve, namely the detection of multiple
outliers in multidimensional data, is of combinatorial proportions. Presum- A. A. El-Keib (The University of Alabama, Tuscaloosa): The authors are
ably, there does not exist a computationally cheap, general solution. Take to be commended for their excellent paper which is characteristic of their
for example the design matrix proven abilities. The main drawback of WLS approach to solve the state
estimation problem is its inability to identify multiple interacting bad data
H T = 1
[-I
-1
1
5
0
0
1
-1
2 3 especially when associated with short lines. The search for a robust
alternative approach, is therefore, very well justified. The authors are
requested to comment on the following:
which contains a pair of outlying rows. This matrix is discussed at the top
1) The method seem to posses a solution time which grows exponen-
tially with the system size which makes it, in its present form, impractical
to use on large scale power systems.
2) How much sensitive are results form the proposed approach to
‘ 63 -63 45 -54 -117 9 ‘ inaccuracy of measurement standard deviations?
-63 63 -45 54 117 -9 3) How does the method behaves when the global redundancy is about 2
-L 45 -45 200 -5 -50 - 195
-48
’
and when the bad data is present in an area of local redundancy?
Once again, I congratulate the authors for a very interesting paper.
423 -54 54 -5 53 107
-117 117 -50 107 224 - 57
Manuscript received July 24, 1990
~ 9 -9 -195 -48 -57 243 ,

residual adiustment weights. In our case these values are 0.15, 0.

0.13, 0.53, and 0.57. None of the observation is picked out by this
method of adjustment. The reason is, of course, that the observations
should be analyzed in pairs rather than individually.
If one wants to analyze the leverage potential of pairs, one has to
calculate the maximal eigenvalue of all 2 x 2 submatrices (Cook &
Weisberg, 1982, p. 141). The couple (3, 6) corresponds to the submatrix
with largest eigenvalue of 0.99. This value is very close to 1, indicating
the outlyingness of the pair (3, 6). None of the other pairwise leverages
are comparable in size.
To find the leverage points in this example, it was sufficient to calculate
the (6/2) = 15 eigenvalues associated with all 2 X 2 submatrices. But
what if we had a group of 10 outliers among 120 observations? Now, the
computational burden becomes heavy, Note, however, that the matrix
H ( H T H ) - ’ H 7does contains a hint that we should look at the pair (3, 6),
since the off-diagonal value at position (3, 6) is relatively large in absolute
value (Clerc-BCrod & Morgenthaler, 1989).
If we pursue the strategy of first identifqing leverage points, we need an
additional procedure to separate the good leverage points from the bad
ones. This can often be achieved be leaving out the observations corre-
sponding to all leverage points in fitting the regression equation. Large
residuals from such a fit would indicate badness. The LMS method, on the
other hand, gives a less complete analysis than this two stage procedure.
Essentially, it detects bad observations, whether they occur at leverage
points or not. Good leverage points, however, are not found.
These remarks show that alternative methods aimed at ( I ) detecting
leverage points and (2) identifying bad data, can be devised. But, they are
likely to be computationally as complex-if not more so-as the method
proposed in the paper. In cases, however, where additional information
about leverage points is available, one should make use of it. The authors
state that measurements of line flows and bus injections associated
with short lines and measurements of bus injections at nodes having
many incident lines give rise to leverage points (p. 4). This suggests that
a two stage strategy could be effective in estimating the state of power
systems, because one already has an idea about which groups of observa-
tions might potentially be influential,
E. Ronchetti (Faculty of Economic & Social Sciences, University of
Geneva, Switzerland): The authors should be commended for their
interesting paper on the application of the least median of squares (LMS)
estimator in power systems. One of the main conclusions of the 1989
Summer Program on “Diagnostics, Robustness and Computational Statis-
tics” at the Institute of Mathematics and Its Applications in Minneapolis
was that robust statistics has now reached a stage where it can (and
should) be applied to real and complex problems in various fields. The
present paper is a good example in this direction.
Because of lack of time and space, I will limit my discussion to the
following two points.
1) The LMS estimator is an excellent diagnostic tool which can be used
successfully to identify outliers. Unfortunately, it has poor efficiency at the
Gaussian model. To solve this problem the authors propose a hard
rejection rule, i.e. first reject the outliers which have been identified by
the LMS estimator and then perform a standard weighted least squares
analysis (section 4.3.2).
I would strongly advocate smooth rejection by means of few iterations
from the LMS of a M-estimator with a smooth redescending \k--function
or a bounded-influence estimator [A]. This procedure has several advan-
tages:
it keeps the high breakdown property of the LMS;
it guarantees an optimal tradeoff between efficiency and stability of the
variance (bounded change-of-variance function) [B];
it produces an estimator which is robust against small fluctuations like
rounding and grouping effects (bounded local-shift-sensitivity);
it mitigates the relative instability of the LMS in the presence of few bad
data points.
2) I agree with the authors that the notion of local breakdown point is
appropriate in this situation where one should take into account the
redundancy of the system. A similar case in the statistical analysis is the
model with factorial designs; see [A] chapter 8.
References
[A] F. R. Hampel, E. Ronchetti, P. J. Rousseeuw, W. A. Stahel,
Robust Statistics: The Approach Based on Influence Functions,
John Wiley, 1986.
520
[Bl E. Ronchetti, P. J. Rousseeuw, “Change of Variance Sensitivities in
Regression Analysis”, Zeitschrift fur W ’keitstheorie und Ver-
wandte Gebiete, Vol. 68, 1985, pp. 503-519.
Manuscript received July 17, 1990.
V. J. Yohai (Department of Mathematics, University of Buenos Aires,
Avenida Libertador 5256, Piso 7, Buenos Aires, Argentina) and R. H.
Zamar (Department of Statistics, University of British Columbia, 2021
West Mall, Vancouver, BC, Canada): The authors should be commended
for their very interesting adaptation of recently developed robust statistical
methods for estimation of power systems.
We certainly agree with the principles and methods applied by the
authors and would like to add a few observations.
We emphasize the fact that b,,, = mmax( e ) in equation (6) is a function
of the fraction of contamination e. The plot of bmax(e) versus e, called
maximum bias curve, is carrier of both the local and the global robust-
ness properties of the estimate. In fact, the gross error sensitivity is the
derivative at zero of b,,,(e) and E* is its singularity at infinity. This curve
also conveys the robustness behavior of the estimates for fractions of
contamination smaller than the breakdown point. Martin et al. (1990)
show that under regularity conditions on the “good” part of the data one
can obtain a large sample approximate for b,,(e). For instance, if the
good part of the data follows a Gaussian regression model and if the
number of observations is large, then the maximum bias of the least
median of squares estimate (LMS) is well approximated by
b:JE) =
+[(1.5 - ~ ) / 2 ( 1-
+[(1.5 - 2 ~ ) / 2 ( 1- e)]
E)]
] -1.
Yohai and Zamar (1990) show that the LMS has a remarkable property: it
nearly minimizes the maximum bias curve on the class of all the estimates
which depend only on the regression residuals. Another robust estimate
which also has nearly optimal robustness properties is the S-estimate of
regression (see Rousseeuw and Yohai, 1984) based on the integrated
Tukey’s loss function
P(X) =
1 A[-.
c2 2
-
x4
-+
2c2
x2
6c4 ’
-1 1x1 5 c
with tuning constant c = 1.54. This estimate minimizes (in e ) the M-scale
of the regression residuals
r i ( e )= y , - e ’ x i .
The M-scale of the numbers r l ( 0 ) ,. . . , r,(@ is defined (see Huber 1981)
by the equation
As shown on Table 1, the S-estimate based on Tukey’s function is slightly
less robust than the LMS. However, unlike the LMS which rate of
convergence is n1/3,this estimate is asymptotically normal with the usual
rate of convergence n1j2.Therefore, this alternative to the LMS might be
preferred in situations when statistical inference beyond point estimation is
needed (e.g. confidence intervals and testing).
This estimate can be computed by simply replacing the step find the U‘*
square residual, in the Online Procedure described in Appendix C of the
paper, by the step find the M-estimate of scale for this residuals.
Evidently, the computation of the smoother M-scale requires more com-
puting time than that of the U‘* residual. However, the number of times
that the M-scale needs to be computed can be drastically reduced by the
following scheme: Given the current minimum of the M-scale, SI-’ say,
use the j‘* set of residuals to calculate the left hand side of equation (1)
with s replaced by s J - l . If this number is larger than 1/2, simply take
s’ = SI-’ and draw the next sample. Otherwise, sJ must be obtained by
solving the non-linear equation (1). Let k be the total number of samples.
We will show now that the expected number of times that the non-linear
equation (1) must be actually solved is approximately equal to log( k ) . In
fact, let r, = 1 if the M-scale needs to be computed for the j r h sample
(i.e. if the scale for the j‘* set of residuals is the minimum one). Clearly,
the number of times that the M-scale must be computed is 7 = U: andr,
TABLE 1. Asymptotic maximum biases of LMS and S-estimates.
EPSILON 0.05 0 .IO 0.15 0.20
LMS 0.53 0.83 1.14 1.52
S-Estimate 0.57 0.88 1.22 1.65
by symmetry E( I;) = 1/ j . Therefore,
References
Huber, P. J. (1981) “Robust Statistics”, Wiley, N. York.
Martin, R. D., Yohasi, V. J. and Zamar, R. H. (1990) “Min-max bias
robust regression”, Ann. of Statist., 17, 1608-1630.
Rousseeuw, P. J. and Yohai, V. J. (1984) “Robust regression by means
of S-estimators”, in Robust and Nonlinear Time Series Analysis, J.
Frank, W. Hardle, R. D. Martin (Eds), Lecture Notes in Statistics 26,
Springer Verlag, N. York, pp 256-272.
Yoahi, V. J. and Zamar, R. H. (1990) “Residual admissible regression
estimates: A minimax result”, Tech. Rep. No 97, Department of
Statistics, University of British Columbia.
Manuscript received August 9, 1990.
I. W. Slutsker, N. Vempati, Empros Systems International, Plymouth,
Minnesota, W. F. Tinney, Consultant, Portland, Oregon: The authors are
congratulated on a development of the least median of squares estimation
method, a new technique for power system state estimation.
The LMS method is a robust bad data identification technique used prior
to performing a state estimator solution. While its identification capabili-
ties appear to be good, its computational burden may be quite high. The
number of samples required to be processed by the LMS algorithm for a
real-life network will be large and the need to perf0.m a solution for every
sample may extend the execution time well beyond the range accepted by
the industry today.
This raises the issue of tradeoff between the accuracy of an estimator
and consequences of the prolonged execution time. The time required for
the estimator to remove bad data and obtain a solution constitutes a delay
between the SCADA snapshot of the power system telemetry and the
availability of the estimate to security and optimization applications as well
as to power system dispatchers. The estimate corresponds to the system
state represented in the snapshot and not to the state when the estimator
solution becomes available. During the estimator solution, the power
system parameters move away from their SCADA snapshot values, there-
fore, even an accurate estimator solution may not accurately represent
exactly the present state of the system. This phenomenon is referred to as
the aging of the estimator solution. The longer it takes to obtain the state
estimate, the older it will be, the farther it will deviate from the actual
state of the power system. If the solution takes a significant amount of
time, the resultant estimate, even if perfect from the standpoint of the
original data snapshot, can be thought of as contaminated by the gross
measurement errors due to aging, as far as the receiving applications are
concerned. The accuracy of the otherwise robust identification algorithm
in the on-line environment may, therefore, be compromised by its long
execution time. In some cases, it may be preferable to perform a less
accurate but faster identification and possibly miss some less visible bad
data rather than correctly identify and remove all bad data only to find out
the system conditions have changed so much during the computation that
the estimate is erroneous.
The conflict between the need to perform accurate bad data identifica-
tion and the requirement to keep the estimator solution time bounded have
become especially important in recent years with the growing demand for
a superfast estimation by the EMS industry. Some users request that the
state estimation be fast enough to allow the estimation of each SCADA
scan. This scan rate estimation will have to be performed in 4 to 10
seconds. It will become an integral part of the SCADA subsystem, where
state estimation truly belongs, performing filtering of telemetered data. No
unfiltered raw telemetry will be used either for display purposes or by
applications from that point on.
The scan rate estimation will possibly request new solution, identifica-
tion and observability processing approaches. The changes in the measure-
ment vector and network and measurement topology are often so minor,

given the short interval between scans, that full reestimation may be
wasteful. Instead, the estimation problem can be formulated incrementally
and solved via adaptive localization techniques. Even then the computa-
tional load will be substantial and it will be quite a challenge to fit the
estimation along with the associated pre- and postprocessing in such a
short time interval. The emerging hardware platforms, however, appear to
make it possible. The scan rate estimation also does not have to have a
high breakdown point, since no measurement will be allowed to enter the
estimation process if it deviates significantly from its estimate in the
previous scan, thus effectively blocking gross errors from entering the
process and simplifying the identification.
The LMS estimation in its present form will unlikely be suitable for
on-line use. At the same time its identification robustness will make it a
useful tool for off-line analysis as well as for the initial estimator imple-
mentation in the field when the amount and magnitude of modeling and
measurement errors are significant.
We encourage the authors in their quest to speed up LMS. Obtaining
faster power flow type solutions is one possibility. The sample problems
for LMS are simplified because of the absence of PV/PQ switching and
control adjustments. Each solution should be started from an approximate
state estimate. Special sparsity techniques can help with the changing
topologies of the samples. For the special case of a spanning tree of active
and reactive flow measurements, the problem can be formulated in terms
of complex currents and solved directly without iterations. Perhaps this
idea can be extended to other cases. The effects of leveraged points will
tend to remain localized and this property can be exploited. Highly
accurate sample solutions should not be necessary. There appear to be a
number of promising ways to speed up LMS.
Once again, the authors are to be congratulated on a new development
in the field of the power system state estimation. Their response to our
comments will be awaited with great interest.
Manuscript received August 6, 1990.
Fernando L. Alvarado (The University of Wisconsin,
Madison, Wisconsin): The author is to be highly
commended for an extremely enlightening and well
written paper. This reviewer believes that this paper
alone will change forever the way in which we think
about bad data detection in state estimation.
This discusser believes that this paper represents a first
step in a fertile new field. An apparent shorcoming of the
proposed approach is computational. The computational
problems are different from the problems encountered
during ordinary least squares state estimation. The
computational difficulties of the proposed approach are
combinatorial in nature. In fact, a simplistic view of the
general approach proposed by the author is to regard the
solution of the problem as that of solving nothing more
than solving a number of randomly chosen "unusual"
power flow problems, and determining the best among
these. Let n be the number of state variables (and
consequently also the number of power flow equations),
and let m be the number of independent measurements.
The a p p a r e n t number of distinct power flow problems that
can be chosen from among a set of redundant data is, as
mentioned in the paper, (T). However, most of these
choices do not meet the necessary observability criteria, as
the paper notes. Merging the ideas of this paper with ideas
for rapid determination of topological observability as
presented in [ A l l makes a lot of sense. Could the author
comment on this notion?
A second comment is a clarification for the reader: if
all that is chosen from among the measurements are
branch measurements, there is no power flow to solve.
The problem can be solved trivially, without the need for
iteration and factorization usually associated with the
powcr flow. It is only nodal injection mcasurements
(pseudo-measurements or zero-injection nodes) that result
in the need for "simultaneous solutions" of any kind.
The third comment is perhaps the most important: bad
data detection is misleading. Bad data in the sense used in
this paper (and in most other papcrs on state estimation
for that matter) refers only to the possibility of
measurement errors being bad (not fitting a normal
521
distribution). However, the underlying system model upon
which the measurements are based is assumed correct.
This may not be the case. For example, an incorrect
assumption o r indication about the status of a given line
being in service is not dealt with. Yet, from the practical
point of view, correct status indication of lines is more
important to system security than the specific value of
individual flows on lines or voltages at buses. Some major
system outages can be blamed at least partly on incorrect
assumptions on the part of operators about the status of
lines. This discusser proposed some years ago a method for
detecting status errors on unmonitored lines, based on the
observation of two or more state estimates under different
system conditions [A2]. Has the author considered whether
this method or a similar one might be compatible with the
proposed approach? Would the author be willing to
speculate on how the proposed approach might be used to
detect topology errors in the system?
[ A l l R. Nucera and M. Gilles, "Observability Analysis: A
New Topological Approach", presented at the 1990
IEEEPES Summer Mceting, Minneapolis, Minnesota.
[A21 F. L. Alvarado, "Determination of External System
Topology Errors," IEEE Transactions on Power
Apparatus and Systems, Vol. PAS-100, November 1981.
pp. 4553-4561.
Manuscript received August 8 , 1990,
L. Mili, V. Phaniraj, and P. J. Ronsseeuw: We thank the
discussers for their interest in our paper, and very much
appreciate their thoughtful comments which provide further
insight into the state estimation method presented. First, we
will discuss one issue which was raised by most of the
discussers, namely the computational performance of LMS, and
then a separate response to each discusser will be given.
We agree that the proposed method based on resampling
is not suitable for real time application to large power systems.
Currently, we are attempting to solve this problem by
decomposing the system into several subsystems and applying
LMS to each of them. This approach is feasible since for high
breakdown estimators, the loss of information due to splitting
the network is confined to the fundamental sets associated with
the boundary buses. This property does not hold for
M-estimators, such as WLS estimator followed by some outlier
rejection rules based on the residuals, LAV estimator, Huber
estimator, etc. Two decomposition schemes are being
investigated. The first scheme consists of decomposing the
system into subsystems in advance, and applying LMS to each
of them. The LMS is then applied to the whole system, while
retaining all those measurements previously identified as good
but which do not belong to the fundamental sets associated
with the boundary buses. The second scheme applies LMS to
successively larger nested subsystems; after each stage the
boundaries of the subsystem are expanded, until the entire
state has been estimated. Preliminary results from both
schemes are promising. We hope to achieve a linear growth of
the number of samples with the system size, rather than the
present exponential relationship.
Now we will respond to each discusser separately.
Drs. Yohai and Zamar:
Drs. Yohai and Zamar point out that the LMS is nearly a
minimax bias-robust estimator in the sense it nearly minimizes
the maximum possible bias over a large class of estimators.
This property is required for building a reliable data base for
power system security monitoring and analysis. In addition,
they make a case for a refined variant of LMS called an
S-estimator, and propose a clever implementation of it which
does not consume much more computation time than LMS, at
least when using a sequential computer. They also state that
the proposed S-estimator is more efficient from the viewpoint
of statistical inference. This property is an advantage in power
systems, since it allows us to calculate confidence intervals of
the state estimates. This is necessary for short-term load
forecasting to be performed based on state estimation results.
522
This point has also been addressed in the paper by proposing
an LMS followed by a least squares estimator after a hard
rejection of the identified outliers. Additionally, this improves
the statistical efficiency at the Gaussian distribution.
Dr. Ronchetti:
Dr. Ronchetti favors a slight1 different way of
improving statistical efficiency. He p r d r s to compute LMS
first, then followed by a few iterations of a fast GM-estimator.
The GM-estimators bound the influence of the leverage points
through weighting factors, each factor being equal to the
reciprocal of a robust distance of the associated measurement
point in the factor space. These distances can be computed
off-line and hence do not increase the on-line computational
burden. Such a scheme is presently under development by
making use of the minimum volume ellipsoid estimator
implemented through a projection technique [Bl]. This
combination is likely to perform equally well as the estimator
endorsed by Yohai and Zamar, but comparative studies have
yet to be performed.
We agree that Dr. Hampel raised the problem of local
breakdown in the factorial design, but to our knowledge, it is
the first time that the concept of local breakdown point has
been introduced in the regression context. In particular, Ref.
[B2] showed that for sparse regression models, the maximum
number of outliers that an estimator can withstand locally
cannot exceed [(mi - 1)/2[ where mi is the size of the
corrupted fundamental set. Therefore, the up er bound of the
maximum local breakdown point is of [(mi - ly/2]/mi .
Lh. Morgenthder:
Dr. Morgenthaler stresses the need to distin uish
between good and bad leverage points. Recently, a grapfucal
display has been proposed for this purpose [Bl]. A plot of the
standardized LMS residuals versus robust Mahalanobis
distances (as described above) for the example reported in
Section 7 in the paper is shown in Fig. B1. The plane is divided
into four regions, labeled A, B, C, and D. Region A represents
good measurements that are not leverage points, and is where
the majority of the data is usually located. Region B contains
good measurements that are leverage points. These
measurements greatly contribute to the statistical efficiency of
an M-estimator. Regions C and D contain measurements
which are vertical outliers non-leverage point) and bad
leverage points, respectively. Ai-estimators are able to handle
bad data situated in region C up to a fraction of l / n of the
total number of the measurements, whereas bad data in region
D cause breakdown of all M-estimators independent of their
number.
We feel that the method described above is better suited
to power system applications than the two stage procedure
proposed by Dr. Morgenthaler. The elimination of the
identified leverage points can make the system unobservable
and weaken the already low local redundancy. The robustness
of the advocated leverage point identification method needs to
be investigated in the context of large sparse regression models.
Regardin the issue of optimal meter placement, it has
been found inlB2,B3] that for sparse regression models, the
local breakdown point is more relevant than the global one.
Therefore, the problem of meter placement for protection
against bad data reduces to that of increasing the local
breakdown points, i.e. increasing the fundamental set size
across the system. This is a typical combinatorial optimization
problem. An algorithm which finds a meter placement
optimized for high breakdown while retaining a high local
redundancy for the leverage points (to have a good statistical
efficiency) is under development and will be described in a
forthcoming paper.
Lh. El-Keib:
Dr. El-Keib inquires about the sensitivity of LMS to
inaccuracies in the measurement standard deviations. This is
not a major concern in bad data identification as long as the
i
-20 !*
-30
t I
3 6 9 2
Fig. B1: Plot of standardized LMS residuals versus robust
distances.
resulting wei hts reflect (at least roughly) the relative
accuracy of &e measurement points . However, as far as
statistical efficiency is concerned, the weights have a greater
effect on the second stage of estimation such as the
GM-estimators suggested by Dr. Ronchetti.
Concerning the issue of performance of LMS when the
global redundancy is low (less than 2), the LMS retains high
breakdown capabilities. This has been illustrated in Section 7,
where the IEEE 30-bus example has a global redundancy of
56/29 = 1.9, and the IEEE 118-bus system has 245/117 = 2.1.
A more important issue is the local breakdown point, which
dominates over global breakdown point in sparse regression
models as shown in case 2 of Section 7.
Dr. Alvarado:
Dr. Alvarado raised several interesting points. First,
regarding the rapid observability test, we agree that the
al orithm proposed by Nucera and Gilles [AI) will be of great
h$p, especially for a totally on-line LMS implementation.
Other approaches are also under investigation which combine
both the advantage of a topological and a numerical
observability analysis.
Concerning the situation where only power flows are
selected, we agree that noniterative procedure can be used
which leads to a computational speed-up. We are presently
integratin such a feature in our scheme. However, in the
example of Section 7, it turns out that none of the 48 samples
used contains only flows.
We do not agree that our paper considers only
measurement errors as bad data. Whatever the cause of the
errors, they will all translate into outliers in the measurements,
and therefore our paper considers only measurement errors.
One major source of errors are model approximations such as
the assumption of the power system being balanced and
represented by a positive sequence one-line diagram. Other
sources of errors include parameter errors, topology errors, and
measurement errors. All these errors appear to the state
estimator as outlying measurements. Consequently, outlier
identification should come first. Then a second step of the
investigation should tell us whether the identified outliers are
due to random events, or to an underlying systematic cause,
such as bad calibration, meter device failures or topology

errors. In the event of a fault in the status of a line, all the
measurements on power flows and power injections associated
with this line will become outliers with respect to the power
system model. In that case, the sensible action would be to
carry out a new state estimation in the system, with a change
in the status of the line as suggested in [B4,B5]. The outliers in
the measurement caused by a topology error are of a multiple
interacting and conforming type. This combination of outliers
cannot be handled by a bad data identification procedure based
on the normalized least squares residuals. Here, even the
presence of topology errors may not be detected. On the other
hand, given sufficient local redundancy, estimation based on
the LMS would always identify such errors and hence a second
step of checking for topology error could be initiated.
Concerning the external system, we agree that topology
errors is an important issue. The discusser suggests a method
[A21 which assumes that the state estimates for the internal
system are good. This can be guaranteed by the use of a high
breakdown estimator.
Drs. Slutsker, Vempati, and Tinney:
We believe that a reliable data base for such applications
as security and economic optimization is the single most
important outcome of the state estimation function. The
reliability of this data base should not be compromised by
consideration of computing time. High breakdown estimators
are the only known method of providing a data base free of
errors and hence we believe effort must be focused on
improving their speed while retaining their robustness
properties.
We fully agree with the discussers that state estimation
should be an integral part of the SCADA system, and we
believe that the LMS can be used in such a context. To achieve
this, the LMS must be made faster. The discussers suggest
several possible ways such as the exploitation of special
sparsity techniques and starting the estimation from an
approximate solution. In addition, only a few portions of the
system will change between scans. Therefore, the LMS can be
applied t o only those small subsystems, with no loss of
information except on the boundary buses as described
523
previously. The LMS can be used both in tracking mode as
explained above and in a hierarchical state estimation
methodology.
Another development that is relevant is the use of high
speed phasor measurement system [B6]. By reducing the time
skew between measurements, one source of errors is eliminated,
thus improving the state estimate. The availability of
measurements on voltage and current phasors makes the power
system model linear and therefore, speeds-up the state
estimation algorithm.
We again thank the discussers for adding to the value of
our paper with their valuable questions and comments.
REFERENCES
[Bl] P. J. Rousseeuw, and B. C. van Zomeren, "Unmasking
Multivariate Outliers and Leverage Points", Journal of
the American Statistical Association, Vol. 85, No. 411,
Sept. 1990, pp. 633-651.
[B2] L. Mili, V. Phaniraj, and P. J. Rousseeuw, "Robust
Estimation Theory for Bad Data Diagnostics in Electric
Power Systems", In Advances in Control and Dynamic
Systems, C. T. Leondes (ed.), Academic Press, Vol. 37,
1990.
[B3] L. Mili, V. Phaniraj, and P. J. Rousseeuw, "High
Breakdown Point Estimation in Electric Power
Systems", ZEEE International Symposium on Circuit and
Systems, New Orleans, May 8-11, 1990, pp. 1843-1846.
[B4] K. A. Clements, and P. W. Davis, "Detection and
Identification of Topology Errors in Electric Power
Systems", IEEE Transactions on Power Systems, Vol. 3,
NO. 4, NOV.1988, pp. 1748-1753.
[B5] F. F. Wu, and W-H. E. Liu, "Detection of Topology
Errors by State Estimation", ZEEE Transactions on
PowerSystems, Vol. 4, No. 1, Feb. 1989, pp. 176-183.
[B6] A. G. Phadke, J. S . Thorp, and K. J. Karimi, "State
Estimation with Phasor Measurements", ZEEE
Transactions on Power Systems, Vol. PWRS-1, No. 1,
Feb. 1986, pp. 233-241.
Manuscript received October 12, 1990.