State Estimation for a Large Scale System

The theory of estimation has found major applications in the aero-space field but have been rather fewer applications for the case of industrial systems, socio-economic problems, etc. The main reason for this is that the relevant models in the case of industrial and other systems are usually of much higher dimension so that practical utilization of estimation methods is hindered by computational problems. This paper derives the U-D Algorithm for measurement updates and time updates and is applied to a multi-machine power system.