Estimation for power quality disturbances with multiplicative noises and correlated noises: a recursive estimation approach

Bogang Qu, Nan Li, Yurong Liu and Fuad E. Alsaadi

International Journal of Systems Science, 2020, vol. 51, issue 7, 1200-1217

Abstract: In this paper, the recursive estimation problem is investigated for the power quality disturbances. A system model for the power quality disturbances with multiplicative noises and correlated noises is proposed based on engineering practice. The multiplicative noises are considered to account for the stochastic disturbances on the system states. The process noise and the measurement noise are assumed to be one-step autocorrelated. The process noise and the measurement noise are two-step cross-correlated. Attention is focused on the design of an unbiased and recursive estimation algorithm in the presence of multiplicative noises and correlated noises. First, the state covariance, one-step prediction error covariance and estimation error covariance are derived. Then, the estimation error covariance is minimised by appropriately designing the estimator gain. Finally, simulation experiments under three scenarios are carried out to illustrate the effectiveness of the proposed estimation scheme.

Date: 2020
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DOI: 10.1080/00207721.2020.1755476

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