Data-driven dynamic state estimation in power systems via sparse regression unscented Kalman filter

Abstract

This paper proposes a novel data-driven modeling and dynamic state-estimation approach for nonlinear power and energy systems, highlighting the critical role of a known dynamic model for accurate state estimation in the face of uncertainty and complex models. The proposed framework consists of a two-phase approach: data-driven model identification and state-estimation. During the model identification phase, which spans a relatively short time interval, state feedback is collected to identify the dynamics of the nonlinear systems in the power grid using a novel density-guided sparse identification algorithm. Unlike conventional sparse regression, which relies on a large library of linear and nonlinear functions to fit data, our proposed algorithm iteratively updates a relatively small initial library by adding higher-order nonlinear functions if the coefficients of the current functions are dense. Following the identification of the model’s dynamics, the estimation phase addresses the challenge of incomplete state measurements. By implementing an unscented Kalman filter, the state variables of the system are dynamically estimated by measuring the noisy output. Finally, simulation results on an IEEE 30-bus system are presented to illustrate the effectiveness of the density-guided sparse regression unscented Kalman filter compared to a physics-based unscented Kalman filter with model uncertainty. This study contributes to the fields of data-driven modeling techniques, machine learning for power systems, and computational intelligence in smart grids. It emphasizes the use of advanced sparse regression and unscented Kalman filter methods for state estimation, enhancing the robustness and accuracy of monitoring and control in electrical and energy systems.