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基于平方根容积卡尔曼滤波的发电机动态状态估计
引用本文:安军,杨振瑞,周毅博,桂建忠,石岩.基于平方根容积卡尔曼滤波的发电机动态状态估计[J].电工技术学报,2017,32(12).
作者姓名:安军  杨振瑞  周毅博  桂建忠  石岩
作者单位:东北电力大学电气工程学院 吉林 132012
摘    要:发电机动态状态估计是电力系统动态安全分析的重要内容。针对容积卡尔曼滤波(CKF)在迭代中协方差阵不对称或非正定导致的估计精度下降甚至滤波发散问题,利用平方根滤波(SRF)能确保协方差阵非负定和数值稳定性方面的优势,提出基于平方根容积卡尔曼滤波(SRCKF)的发电机动态状态估计方法,并给出了计算步骤。最后,利用仿真系统和实际系统比较了SRCKF、CKF和无迹卡尔曼滤波(UKF)三种算法的估计性能,证明了SRCKF算法能够解决CKF滤波中因协方差阵非正定导致的滤波发散问题;同时SRCKF算法在计算效率、滤波精度和数值稳定性方面均优于CKF和UKF算法。

关 键 词:容积卡尔曼滤波  非负定  数值稳定性  平方根容积卡尔曼滤波

Dynamic State Estimator for Synchronous-Machines Based on Square Root Cubature Kalman Filter
An Jun,Yang Zhenrui,Zhou Yibo,Gui Jianzhong,Shi Yan.Dynamic State Estimator for Synchronous-Machines Based on Square Root Cubature Kalman Filter[J].Transactions of China Electrotechnical Society,2017,32(12).
Authors:An Jun  Yang Zhenrui  Zhou Yibo  Gui Jianzhong  Shi Yan
Abstract:Generator dynamic state estimation (DSE) provides important parameters in dynamic monitor and control system of power system. But there are some problems of low filtering accuracy even filter divergence caused by the asymmetric or non-positive covariance matrix in CKF recursive process. This paper put forward the equations of generation DSE based on square root cubature Kalman filter (SRCKF). Wherein, the square root filtering (SRF) is also combined with, to ensure the non-negative definite covariance matrix. Finally, the generation DSE based on SRCKF, CKF and UKF was realized in IEEE 14-node system and actual system respectively. The results prove SRCKF can solve the filtering divergence caused by non-positive definite covariance matrix in CKF. Moreover, the simulation shows that the efficiency, the filtering performance and the numerical stability of SRCKF are superior to the CKF and UKF methods.
Keywords:Cubage Kalman filter  nonnegative-definite  numerical stability  square root cubature Kalman filter
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