Design and Analysis of Distributed State Estimation Algorithms Based on Belief Propagation and Applications in Smart Grids

Abstract: We present a detailed study on application of factor graphs and the belief propagation (BP) algorithm to the power system state estimation (SE) problem. We start from the BP solution for the linear DC model, for which we provide a detailed convergence analysis. Using BP-based DC model we propose a fast real-time state estimator for the power system SE. The proposed estimator is easy to distribute and parallelize, thus alleviating computational limitations and allowing for processing measurements in real time. The presented algorithm may run as a continuous process. Using insights from the DC model, we use two different approaches to derive the BP algorithm for the non-linear model. The first method directly applies BP methodology, however, providing only approximate BP solution for the non-linear model. In the second approach, we make a key further step by providing the solution in which the BP is applied sequentially over the non-linear model, akin to what is done by the Gauss-Newton method. The resulting iterative Gauss-Newton belief propagation (GN-BP) algorithm can be interpreted as a distributed Gauss-Newton method with the same accuracy as the centralized SE.