Probabilistic assessment of the process-noise covariance matrix of discrete Kalman filter state estimation of active distribution networks

  • Zanni L
  • Sarri S
  • Pignati M
 et al. 
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The accuracy of state estimators using the Kalman Filter (KF) is largely influenced by the measurement and the process noise covariance matrices. The former can be directly inferred from the available measurement devices whilst the latter needs to be assessed, as a function of the process model, in order to maximize the KF performances. In this paper we present different approaches that allow assessing the optimal values of the elements composing the process noise covariance matrix within the context of the State Estimation (SE) of Active Distribution Networks (ADNs). In particular, the paper considers a linear SE process based on the availability of synchrophasors measurements. The assessment of the process noise covariance matrix, related to a process model represented by the ARIMA [0,1,0] one, is based either on the knowledge of the probabilistic behavior of nodal network injections/absorptions or on the a-posteriori knowledge of the estimated states and their accuracies. Numerical simulations demonstrating the improvements of the KF-SE accuracy achieved by using the calculated matrix Q are included in the paper. A comparison with the Weighted Least Squares (WLS) method is also given for validation purposes. © 2014 IEEE.

Author-supplied keywords

  • Active distribution networks
  • Kalman filter
  • phasor measurement unit
  • probabilistic assessment
  • process noise covariance matrix
  • real-time state estimation

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  • L. Zanni

  • S. Sarri

  • M. Pignati

  • R. Cherkaoui

  • M. Paolone

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