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AbstractThis paper extends to the load flow problem the fac- correct topology and parameter errors. The reader is referred to
torized solution methodology recently developed for equality-con- [7] and [8] for an overview of the SE problem (see also [9] for
strained state estimation. This is done by considering a redundant a more detailed treatment of this topic).
set of initial conditions in order to transform the undetermined
system arising in the first linear stage into an overdetermined one.
As early noted by pioneers, the SE reduces to an LF solution
The second nonlinear stage proceeds exactly like in the state esti- when there is no redundancy at all and the critical set of mea-
mation case. Experimental results are included showing that the surements does not contain power flows. In this case, the mea-
factorized load flow is more robust than the standard NR method, surement Jacobian is nonsingular and there is no need to build
while remaining computationally competitive. the gain matrix.
Index TermsEquality constraints, factorized solution, load For the purposes of this paper, the equality-constrained SE
flow, state estimation, weighted least squares (WLS). formulation, in which a subset of (real or virtual) measurements
has to be exactly enforced, is of most interest [10]. In this case,
there is also a straightforward, yet not so well known, relation-
I. INTRODUCTION ship between the equality-constrained SE and the LF, which is
fully exploited in this work.
A LTHOUGH rudimentary load flow (LF) solution proce-
dures were introduced late in the 1950s, it was not until
the seventies that efficient techniques, taking advantage of and
Recently, a two-stage SE solution methodology has been pro-
posed [11], which is finding a number of applications in hierar-
chical state estimation. Of particular interest is the case when the
preserving the Jacobian sparsity, made the quadratically conver-
first stage reduces to a linear WLS problem, since this leads to
gent Newton-Raphson (NR) scheme fully competitive [1], [2].
a factorized formulation which shows better convergence rates
Since then, a number of improvements (component mod-
and has proved to be faster than the Gauss-Newton (GN) iter-
eling, computational saving by parallel computation, solution
ative scheme, based on the Normal equations [12], [13]. Such
adjustments) and alternative solution techniques (constant
a factorized scheme can be easily extended to the equality-con-
Jacobians, approximate DC solutions, second-order methods,
strained case by simply augmenting the involved equation sys-
globally convergent schemes, etc.) have been proposed, of
tems [14].
which very few have found widespread use in industry. By
This paper is aimed at extending the factorized SE solution
far, along with the basic NR algorithm in polar form, the most
methodology, developed so far, to the LF problem, which is
successful implementation is the so-called fast decoupled load
straightforward by adopting a unified vision that considers the
flow [3]. The reader is referred to the excellent survey [4] or the
LF as a particular case of the equality-constrained SE.
more recent compilation provided in [5, Ch. 3] for a detailed
The paper is organized as follows: Section II summarizes
account of the power flow problem and associated issues.
the equality-constrained SE, which is formally related to the
The state estimation (SE) notion for power systems was also
LF problem in Section III. Then, Section IV reviews the re-
introduced early in the seventies [6], in an attempt to circum-
cently-introduced factorized SE models. This constitutes the
vent the limitations arising in primitive SCADAs from the direct
basis of the factorized LF models presented in Section V, which
use of LF solvers for real-time network monitoring purposes. In
are tested and compared to the NR method in Section VI.
addition to power injections and bus voltages, state estimators
can readily use power flow measurements, relying on the avail-
II. EQUALITY-CONSTRAINED STATE ESTIMATION
able redundancy to reduce the uncertainty of the computed state
vector. Like in the LF case, the nonlinear weighted least squares For the sake of self-sufficiency, the equality-constrained
(WLS) original formulation has been the subject of extensive WLS SE formulation is reviewed below (the reader is referred
research. This includes numerical improvements to the iterative to [9] and [10] for further details).
procedure based on the Normal equations (orthogonal factoriza- Exact quantities, such as zero injections, can be easily accom-
tion, equality-constrained and augmented schemes), robustness modated into the WLS estimation model by explicitly adding
against bad data (normalized residual test, non-quadratic SE) or the necessary constraints to the regular measurement equations:
the use of increasingly higher redundancy levels to detect and
(1)
(2)
Manuscript received January 10, 2013; revised April 15, 2013; accepted May
22, 2013. Date of publication June 13, 2013; date of current version October
17, 2013. This work was supported by the Spanish Ministry of Science and where
Innovation, under grant ENE2010-18867. Paper no. TPWRS-00031-2013.
The authors are with the Department of Electrical Engineering, University of
state vector to be estimated, composed of bus
Seville, Seville, Spain (e-mail: age@us.es; catalinagq@us.es). voltage magnitudes, , and phase angles, (size
Color versions of one or more of the figures in this paper are available online , being the number of buses);
at http://ieeexplore.ieee.org. measurement vector;
Digital Object Identifier 10.1109/TPWRS.2013.2265298
vector of functions relating error-free measurements (4) we can additionally choose arbitrary values for and . In
with state variables; fact, no matter how many extra measurements or pseudomea-
vector of measurement errors, customarily assumed to surements we include in , the solution will remain the same,
be and uncorrelated, with covariance matrix so long as .
; For practical purposes, adding the redundant set of pseu-
vector of exactly known quantities ( for null domeasurements (1) to the conventional LF model (2), is
injections); useless, since the solution of (4) does not provide any computa-
vector of functions relating with state variables. tional advantage compared to the simpler system (7). However,
The associated optimization problem consists of minimizing as explained in the sequel, this pretty simple idea can be applied
the Lagrangian: to the factorized SE model recently proposed in [12], [13],
yielding a new family of LF solution procedures which can be
(3) advantageous over the conventional NR method.
Note that the values of , which do not have to be actual
which leads to the repeated solution, until convergence, of the measurements in the SE sense, could even change on the fly
following system: during the iterative process, without any consequence for the
computed solution (provided convergence is finally achieved).
(4) This idea is the basis of the new iterative scheme specifically
developed for the LF problem in this paper (Section V-B).
where , is the vector of Lagrange multipliers
IV. FACTORIZED STATE ESTIMATION
and represents the iteration index.
A simpler and more widespread scheme consists of con- For the sake of completeness, both the unconstrained and
sidering exact quantities as pseudo-measurements with much equality-constrained factorized WLS SE models introduced re-
larger weights than those associated with regular measure- spectively in [13] and [14] will be reviewed here.
ments, which leads to the following Normal equations, in
standard form: A. Unconstrained Factorized Model
In this approach, the following state vectors are involved:
State vector . Unlike in the conventional formulation,
voltage magnitudes are replaced for convenience in the
(5) factorized model by their log counterparts:
(8)
or, carrying out the products
where .
Intermediate vector :
(6)
(9)
where is a sufficiently small scalar.
There is a risk of unacceptable ill-conditioning if is too where and, for each branch connecting buses
small, but values in the order of , or even smaller, are well and , the following pair of variables is adopted:
tolerated by present computers, particularly if orthogonal de-
(10)
composition of the Jacobian [15], rather than Cholesky factor-
ization of the gain matrix, is adopted. For practical purposes, the (11)
solutions provided by (4) and (6) are identical in most instances.
Vector then comprises variables ( being the
number of branches).
III. LOAD FLOW AS AN EQUALITY-CONSTRAINED
Intermediate vector , composed also of variables
STATE ESTIMATION
If the number of equality constraints (2) equals (state vector (12)
size), and the resulting Jacobian is of full rank, then the es-
timate is fully determined, irrespective of the number, values where
and uncertainty of measurements in (1). Indeed, from the lower
equation in (4), or from (6) with , the standard Newton-
Raphson (NR) load flow iterative process is easily obtained
which become coupled through a trivial nonlinear transform where . The symmetric coefficient matrix is
(change of variables) termed the augmented gain matrix (in the sequel, the subindex
a will be used to denote augmented matrices).
(15) Step 2.1: Use the estimate provided by Step 1 to ini-
tialize by solving the following augmented system:
The nonlinear function , as well as the constant matrices
and , are easily obtained from the above definitions (see [13]
for the details). Of particular interest is the (25)
Jacobian of , composed of diagonal scalars plus ,
2 2 diagonal blocks, as follows: where
(16)
(18)
where and the Jacobian is computed at
.
(19) In summary, this formulation proceeds by first computing
from the linear system (24) and then iterating with (26) until
necessary to obtain . With high redundancy levels and rather
Therefore, unlike the Jacobian of the conventional nonlinear
accurate measurements, it was found that the estimate pro-
model, obtaining involves virtually no computations. vided by (25) can be sufficiently accurate in practice.
For the sake of compactness, the two-stage solution proce- It is worth stressing again that both and are triv-
dure in the unconstrained case will not be detailed herein, since
ially obtained, which is the main advantage of the factorized
it is a particular case of the equality-constrained version de- formulation (the nonlinear functions arising in the con-
scribed next (simply remove equality constraints). ventional formulation cannot be inverted in this fashion).
Both the unconstrained and equality-constrained factorized
B. Equality-Constrained Factorized Model
solution schemes have proved to be computationally more ef-
In the factorized formulation the nonlinear constraints (2) ficient than their GN-based counterparts. Lower solution times
become also linear in terms of the auxiliary vector . There- stem from both lower costs per iteration and reduced iteration
fore, adopting the same notation as in the unconstrained case count. Owing to the improved estimate provided by the first
above, the nonlinear equality-constrained model (1)(2) can be WLS linear problem, the second WLS stage provides satisfac-
rewritten as tory solutions typically in just one or at most two iterations. By
contrast, the conventional nonlinear formulation has to resort to
(20) the flat start in absence of previous information.
(21)
(22) V. FACTORIZED LOAD FLOW FORMULATIONS
With the above notation, the factorized load flow model con-
where the only nonlinear term is .
sists of finding the pair simultaneously satisfying the fol-
The best estimate of the pair is provided by solving the
lowing two equations:
following equality-constrained optimization problem:
(27)
(28)
Even though PV-bus voltage magnitudes can be removed from Step 1.2: Obtain
both and , like in the standard NR-based polar formula-
tion, retaining those quantities will be very helpful in the fac-
torized formulation to deal with PV-bus reactive power limits
(see Section V-D). In this particular case the estimate can be interpreted as the
As shown in Section III, the load flow can be regarded as a vector that, satisfying the network bus constraints (27), mini-
critically-constrained state estimation, to which arbitrary pseu- mizes the Euclidean distance to . In other words, the WLS
domeasurements of the form (20) can be added without affecting problem arising in Step 1 reduces to a constrained least-distance
the estimate, which becomes in fact the load flow solution. problem.
While this is useless in the compact LF formulation, in the fac- Step 2.1: Use the estimate provided by Step 1 to
torized model those pseudomeasurements are helpful, in com- initialize by solving (25). In this case, with , the
bination with the underdetermined system (27), to render the weighting matrix reduces to
intermediate vector fully observable, which is a requirement
of the two-step procedure reviewed in the previous section. (31)
The factorized load flow problem reduces therefore to solving
the constrained WLS problem (23), to be compared with the so- where can be shown to be a diagonal matrix.
lution of the more compact conventional system (7). The fol- Step 2.2: Starting with , repeatedly solve (26) until
lowing remarks are in order: is sufficiently small.
The number and choice of pseudomeasurements in In the LF case the iterative process is customarily stopped
(20) should guarantee that, when used in combination with when rather than is sufficiently small. Since
(21), is observable. The simplest choice for , assuring has to be computed anyway to solve (26), the mismatch vector
not only observability of but also certain redundancy, is is readily obtained as a byproduct during the
, where is a set of assumed values for , in which iterative process. Note however that the choice of the stopping
case reduces to the identity matrix. criterion may affect the number of iterations.
Also, the values of are theoretically irrelevant. In prac-
tice, however, the more accurate they are the better estima- B. Sequential Iterative Scheme
tions are provided by the first WLS problem arising in the
factorized approach. The factorized solution scheme described above is directly
For the same reason, the weighting matrix , reflecting in adapted from the SE problem, in which vector represents ac-
the SE case the relative accuracy of components, can be tual measurements with given uncertainty. As this information
arbitrarily chosen in the LF case. The default choice in this remains constant throughout the solution process it makes no
work will be . sense to repeat Step 1. In the factorized load flow case, however,
In what follows, the two-stage WLS solution approach vector is a vector of pseudomeasurements ( ) intended
reviewed above, initially devised for the SE problem, will be to render observable. The more accurate is the more appro-
adapted to the simpler LF case. priate is to start iterating in Step 2.
Based on this observation, an alternative iterative scheme is
possible in the LF case by updating the values of in Step 1
A. Equality-Constrained Formulation
after each iteration of Step 2. In this scheme, steps 1 and 2 are
The two-step scheme described in Section IV-B is of direct sequentially performed until convergence, as follows:
application to the LF case simply by assuming that represents Step 1: Obtain by solving the augmented system (30).
a set of equally-uncertain initial conditions, rather than actual Step 2.1: Obtain by solving (25).
measurements or pseudomeasurements. The simplest choice is Step 2.2: Update . If is small
and , leading to enough, then stop. Otherwise go back to Step 1.
From the computational point of view, it is worth noting that
successive runs of Step 1 are very fast, provided the solution
adjustments discussed in Section V-D do not modify the co-
For the sake of clarity, the two steps arising in this simplified efficients of the gain matrix. In such cases, Step 1 reduces to
case will be repeated herein: updating the right-hand side vector in (30), followed by for-
Step 1: Obtain a preliminary estimate by solving the ward/backward elimination (this is called warm start, to be
augmented system distinguished from the initial cold start).
bus. For this reason, the general relationship , rather . Then, the next time Step 1 is performed the specified
than , will be used in this section, with . logarithmic voltage magnitude is replaced in vector by
The two steps of the equality-constrained formulation . The opposite is just done when the resulting PQ bus
(Section V-A) can then be restated like in the unconstrained must be reverted to the PV type. Therefore, reactive power
case of Section IV-A, as follows: limits are checked after Step 2 but enforced in Step 1. Notice
Step 1: Obtain by solving that, even though the size of matrix remains constant after a
bus-type switching, its nonzero pattern changes when the row
(32) corresponding to is replaced by that of (or vice versa).
The factorized version based on two weight scales
(Section V-C) offers a simpler strategy to accommodate
where the gain matrix is in this case reactive power limits, allowing the structure of matrices
and to remain constant throughout the iterative process,
(33) as follows: assume that, in addition to the trivial components
( ), we also include in vector an estimate of for
each PV bus (initially, in absence of a better value, ,
but this is updated after each execution of Step 2). This way,
A more compact expression is obtained if all products are car-
the combined measurement vector in (34), composed of
ried out
both subvectors and , contains all injected powers P&Q
(except for the slack bus) as well as all voltage magnitudes, and
(34)
changing the bus type (from PV to PQ, or vice versa) reduces to
exchanging the corresponding element of by the appropriate
Step 2.1: Initialize by solving
element of . This can be easily done, without modifying the
structure of matrices and , by properly modifying just two
(35)
coefficients of the weighting matrix . More specifically, a
component of is converted into a component of by adding
where to the respective diagonal of , whereas a must be
simultaneously added to the component of being shifted to .
In summary, the new matrix has the form
Step 2.2: Starting with , repeatedly solve the following
system until convergence:
(36)
TABLE I
NUMBER OF ITERATIONS FOR BASE CASES
TABLE III
NUMBER OF ITERATIONS WITH REACTIVE POWER LIMITS (118-BUS CASE)
TABLE IV
RUN TIMES (ms) FOR BASE CASES
Fig. 2. Convergence profile for the modified 298-bus case with bus powers
multiplied by 1.32.
TABLE V
RUN TIMES (ms) FOR LIMIT LOAD CASES
TABLE VI
Fig. 3. Convergence profile for the modified 118-bus case with PV buses con- RUN TIMES (ms) WITH REACTIVE POWER LIMITS (118-BUS CASE)
verted to PQ buses.
owing to the fact that the latter use a redundant set of initial
values, including branch variables.
Even though solution times significantly depend on the shows that the proposed factorized LF is also computationally
computer platform and software environment (C, Java, Matlab, competitive.
Python, etc.), they can be useful to assess the relative compu- Future efforts will be devoted to investigating the possibility
tational cost if similar efforts are made to optimize the code of applying the factorized approach to other power system re-
of the procedures involved in the comparison. In view of data lated problems.
shown in Tables IVVI , it can be concluded that the factorized
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Two iterative schemes are possible in this context, one of
them specifically designed for the LF case, both of which can be Antonio Gmez-Expsito (F05) received the electrical engineering and doctor
based in practice either on strictly-enforced equality constraints degrees from the University of Seville, Spain.
He is currently the Endesa Red Industrial Chair Professor at the University
or by means of two weight scales. The latter one is particularly of Seville. His primary areas of interest are optimal power system operation,
well suited to allow reactive power limits to be easily accom- state estimation, digital signal processing and control of flexible ac transmission
modated in the iterative process. system devices.
Several benchmark systems of different sizes have been
tested, both in base-case and modified stressful scenarios, in
order to assess the convergence pattern and robustness of the Catalina Gmez-Quiles (M13) received the engineering degree from the Uni-
proposed schemes. In all tested cases, the two-stage approach versity of Seville, Spain, in 2006 and the M.Eng. Degree from McGill Univer-
reduces either the number of iterations (one or two iterations sity, Montreal, QC, Canada, in 2008, both in electrical engineering. In 2012 she
received the Ph.D. degree from the University of Seville.
are frequently saved), or the maximum mismatch vector Her research interests include mathematical and computer models for power
component after every iteration. A prototype implementation system analysis and risk assessment in competitive electricity markets.