Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-Correlated Mechanical Input Power

W. Steven Rosenthal, Alexandre M. Tartakovsky, Zhenyu Huang

Research output: Contribution to journalArticlepeer-review


State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. A novel approach is to model input power noise with time-correlated stochastic fluctuations and integrate them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.

Original languageEnglish (US)
Pages (from-to)3701-3710
Number of pages10
JournalIEEE Transactions on Power Systems
Issue number4
StatePublished - Jul 2018
Externally publishedYes


  • ensemble Kalman filter
  • filter divergence
  • parameter estimation
  • power system dynamics
  • Power system estimation
  • stochastic processes
  • stochastic resonance
  • time-correlation
  • wind power generation

ASJC Scopus subject areas

  • Energy Engineering and Power Technology
  • Electrical and Electronic Engineering

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