Adaptive Adjustment of Noise Covariance in Kalman Filter for Dynamic State Estimation
Abstract
Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process noise (Q) and measurement noise (R) have a significant impact on the Kalman filter s performance in estimating dynamic states. The conventional ad-hoc approaches for estimating the covariance matrixes are not adequate in achieving the best filtering performance. To address this problem, this paper proposes an adaptive filtering approach to adaptively estimate Q and R based on innovation and residual to improve the dynamic state estimation accuracy of the extended Kalman filter (EKF). It is shown through the simulation on the two-area model that the proposed estimation method is more robust against the initial errors in Q and R than the conventional method in estimating the dynamic states of a synchronous machine.
Keywords
Cite
@article{arxiv.1702.00884,
title = {Adaptive Adjustment of Noise Covariance in Kalman Filter for Dynamic State Estimation},
author = {Shahrokh Akhlaghi and Ning Zhou and Zhenyu Huang},
journal= {arXiv preprint arXiv:1702.00884},
year = {2017}
}