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In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKF-GPS) is…

Optimization and Control · Mathematics 2016-08-03 Junjian Qi , Kai Sun , Jianhui Wang , Hui Liu

This paper is the second of a two-part series that discusses the implementation issues and test results of a robust Unscented Kalman Filter (UKF) for power system dynamic state estimation with non-Gaussian synchrophasor measurement noise.…

Systems and Control · Computer Science 2020-06-02 Junbo Zhao , Lamine Mili

This brief technical note elaborates three well-known state estimators, which are used extensively in practice. These are the rather old-fashioned extended Kalman filter (EKF) and the recently-designed cubature Kalman filtering (CKF) and…

Systems and Control · Computer Science 2017-10-23 G. Yu. Kulikov , M. V. Kulikova

Dynamic operation of biological processes, such as anaerobic digestion (AD), requires reliable process monitoring to guarantee stable operating conditions at all times. Unscented Kalman filters (UKF) are an established tool for nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Sören Weinrich

In this paper an unscented Kalman filter with guaranteed positive semidefinite state covariance is proposed by calculating the nearest symmetric positive definite matrix in Frobenius norm and is applied to power system dynamic state…

Information Theory · Computer Science 2014-09-12 Junjian Qi , Kai Sun

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF).…

Systems and Control · Computer Science 2018-07-03 Junjian Qi , Ahmad F. Taha , Jianhui Wang

The Extended Kalman Filter (EKF) is a well established technique for position and velocity estimation. However, the performance of the EKF degrades considerably in highly non-linear system applications as it requires local linearisation in…

Systems and Control · Computer Science 2016-11-30 Sanat Biswas , Li Qiao , Andrew Dempster

Non-Gaussian noise and the uncertainty of noise distribution are the common factors that reduce accuracy in dynamic state estimation of power systems (PS). In addition, the optimal value of the free coefficients in the unscented Kalman…

Signal Processing · Electrical Eng. & Systems 2025-04-11 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu , Le Ngoc Giang

This paper introduces a Gaussian Bayesian Network-based Extended Kalman Filter (GBN-EKF) for non-linear state estimators on stiff and ill-conditioned continuous-discrete stochastic systems, with a further analysis on systems with…

Optimization and Control · Mathematics 2025-11-05 Priyank Behera , C. Robert Kenley

This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…

Statistics Theory · Mathematics 2020-06-02 Junbo Zhao , Lamine Mili

The reliability and precision of dynamic database are vital for the optimal operating and global control of integrated energy systems. One of the effective ways to obtain the accurate states is state estimations. A novel robust dynamic…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Liang Chen , Yang Li , Manyun Huang , Xinxin Hui , Songlin Gu

Accurate state estimation of large-scale lithium-ion battery packs is necessary for the advanced control of batteries, which could potentially increase their lifetime through e.g. reconfiguration. To tackle this problem, an enhanced…

Systems and Control · Computer Science 2017-09-25 Luis D. Couto , Michel Kinnaert

The unscented Kalman filter (UKF) is a commonly used algorithm capable of estimating the states of nonlinear dynamic systems. It carefully chooses a set of sample points, called sigma points that capture the nonlinear system states…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Amit Levy , Itzik Klein

Natural disasters, such as hurricanes and typhoons, pose significant challenges to public safety and infrastructure. While government agencies rely on multi million dollar UAV systems for storm data collection and disaster response, smaller…

Dynamical Systems · Mathematics 2025-09-17 Ahmed A. Elgohary , Benjamin Gwinnell , Josh Augustine

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Marcos Netto , Junbo Zhao , Lamine Mili

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou

It is known that the conventional estimators such as extended Kalman filter (EKF) and unscented Kalman filter (UKF) may provide favorable performance; However, they may not guarantee the robustness against model uncertainty and cyber…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Tohid Kargar Tasooji , Sakineh Khodadadi

An unscented Kalman filter with joint state and parameter estimation is proposed for aerodynamics, states and wind conditions for airborne wind energy converters. The proposed estimator relies on different measurement setups. Due to the…

Systems and Control · Computer Science 2013-09-12 Maximilian Ranneberg

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…

Systems and Control · Computer Science 2017-02-06 Shahrokh Akhlaghi , Ning Zhou , Zhenyu Huang
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