Iterated moving horizon estimation for power systems

The iterated moving horizon estimation (iMHE) algorithm is applied to the power systems in this paper. The approximated measurement model is used in the iterative MHE optimization problem. We show in this paper that the iMHE with constraints provide superior results compared to those from the WLS in simulations for the IEEE 14-bus system. The steady state operation of the power system is considered in this simulation study, wherein there are only small variations of variables around their steady states. An extended Kalman filter based algorithm with iteration is also studied in this paper. Simulation results of the iterated EKF-based algorithm show some improvements from the WLS, but are not as good as the constrained iMHE.