A Decentralized H-Infinity Unscented Kalman Filter for Dynamic State Estimation Against Uncertainties

The widely used traditional Kalman filter-type power system dynamic state estimator is unable to address the unknown and non-Gaussian system process and measurement noise as well as dynamical model uncertainties. To this end, this paper proposes a decentralized H-infinity unscented Kalman filter that leverages the strength of the H-infinity criteria developed in robust control for handling system uncertainties with the advantage of the UKF for addressing strong model nonlinearities. Specifically, the statistical linerization approach is used to derive a linear-like hatch-mode regression model similar to the linear Kalman filter. This allows us to resort to the linear H-infinity Kalman filter framework for the development of the proposed H-infinity UKF in the Krein space. An analytical form is also derived to tune the parameter of the H-infinity criterion. Two decoupled models are presented to enable the decentralized implementation of the H-infinity UKF using the local PMU measurements. Extensive simulation results carried out on the IEEE 39-bus system show that the proposed H-infinity UKF is able to bound the influences of various types of measurement and model uncertainties while obtaining accurate state estimates.