Real-time transmission line outage detection is difficult because of partial phasor measurement unit (PMU) deployment and varying outage signal strength. Existing detection approaches focus on monitoring PMU-measured nodal algebraic states, i.e., voltage phase angle and magnitude. The success of such approaches, however, is largely predicated on strong outage signals and the presence of PMUs in the outage location's vicinity. To overcome these limitations, a unified framework is proposed in this work by utilizing both nodal voltage information and generator dynamic states, e.g., rotor angular position. The proposed scheme is shown to be faster and more robust to unknown outage locations through the incorporation of generator dynamics. Using the IEEE 39-bus system simulation data, the proposed scheme's properties and performances compared to existing approaches are presented. The new approach could help improve operators' real-time situational awareness by detecting outages faster and providing a breakdown of outage signals for diagnostic purposes, making future power systems more resilient.
Phasor measurement units (PMUs) create ample real-time monitoring opportunities for modern power systems. Among them, line outage detection and identification remains a crucial but challenging task. Current works on outage identification succeed in full PMU deployment and single-line outages. Performance however degrades for multiple-line outage with partial system observability. We propose a novel framework of multiple-line outage identification using partial nodal voltage measurements. Using alternating current (AC) power flow model, phase angle signatures of outages are extracted and used t…
In this paper, we present a novel data-driven approach to detect outage events in partially observable distribution systems by capturing the changes in smart meters' (SMs) data distribution. To achieve this, first, a breadth-first search (BFS)-based mechanism is proposed to decompose the network into a set of zones that maximize outage location information in partially observable systems. Then, using SM data in each zone, a generative adversarial network (GAN) is designed to implicitly extract the temporal-spatial behavior in normal conditions in an unsupervised fashion. After training, an ano…
In this article we consider a Monte Carlo-based method to filter partially observed diffusions observed at regular and discrete times. Given access only to Euler discretizations of the diffusion process, we present a new procedure which can return online estimates of the filtering distribution with no discretization bias and finite variance. Our approach is based upon a novel double application of the randomization methods of Rhee & Glynn (2015) along with the multilevel particle filter (MLPF) approach of Jasra et al (2017). A numerical comparison of our new approach with the MLPF, on a single…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of observation schemes, including diffusion observed with error, observation of a subset of the components of the multivariate diffusion and arrival times of a Poisson process whose intensity is a known function of the diffusion (Cox process). Unlike currently available methods, our particle filters do not require approximations of the transition and/or the obser…
Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error (MMSE) algorithms for POBDS state estimation, namely, the Boolean Kalman filter (BKF) and Boolean Kalman smoother (BKS), are intractable in the case of large systems, due to computational and memory requirements. To address this, we propose approximate MMSE filtering and smoothing algorithms based on the auxiliary particle filter (APF) method from sequential …
Bagging (i.e., bootstrap aggregating) involves combining an ensemble of bootstrap estimators. We consider bagging for inference from noisy or incomplete measurements on a collection of interacting stochastic dynamic systems. Each system is called a unit, and each unit is associated with a spatial location. A motivating example arises in epidemiology, where each unit is a city: the majority of transmission occurs within a city, with smaller yet epidemiologically important interactions arising from disease transmission between cities. Monte Carlo filtering methods used for inference on nonlinear…
This paper proposes a method of identifying single line outages in power systems based on phasor measurement unit (PMU) measurements and ac power flow models. In addition to the main identification algorithm, a rejection filter is introduced so that the preliminary identified results can be further processed and categorized into three types: correctly identified, misidentified and inconclusive (including correct-filtered and misidentified-filtered). The methods are systematically tested using test systems of various sizes for various PMU placements, and the results show that the proposed ident…
Parameter estimation in multidimensional diffusion models with only one coordinate observed is highly relevant in many biological applications, but a statistically difficult problem. In neuroscience, the membrane potential evolution in single neurons can be measured at high frequency, but biophysical realistic models have to include the unobserved dynamics of ion channels. One such model is the stochastic Morris-Lecar model, defined by a nonlinear two-dimensional stochastic differential equation. The coordinates are coupled, that is, the unobserved coordinate is nonautonomous, the model exhibi…
We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the optimal filter.
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed Markov process models by solving a recursive sequence of filtering problems. We present new theoretical results pertaining to the convergence of iterated filtering algorithms implemented via sequential Monte Carlo filters. This theory complements the growing body of empirical evidence that iterated filtering algorithms provide an effective inference strateg…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the disturbances in the state transition equation and allows for multiple modes in the conditional disturbance distribution. The particle filter produces an unbiased estimate of the likelihood and so can be used to carry out Bayesian inference in a particle Markov chain Monte Carlo framework. We show empirically that when the signal to noise ratio is high, the new…
We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying Itô stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our starting point is a state-of-the-art correlated pseudo-marginal Metropolis-Hastings algorithm, that uses correlated particle filters to induce strong and positive correlation between successive likelihood estimates. However, unless the measurement error or the dimension of the SDE is small, correlation can be eroded by the resampling steps in the particle filter. W…
This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization methods for nuclear norm minimization with copositive constraints, we construct low rank stochastic marices so that the optimal filters using these matrices provably lower and upper bound (with respect to a partially ordered set) the true filtered distribution at each time instant. Since these matrices are low rank (say R), the computational cost of evaluating the filtering bounds is O(XR) instead of O(X2). A Monte-Carl…
We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump process into the framework of a general state space model. We do not use diffusion approximations. Markov chain Monte Carlo and particle filter type algorithms are introduced, which allow sampling from the posterior distribution of the rate parameters and the Markov jump process also in data-poor scenarios. The algorithms are illustra…
We consider inference for a collection of partially observed, stochastic, interacting, nonlinear dynamic processes. Each process is identified with a label called its unit, and our primary motivation arises in biological metapopulation systems where a unit corresponds to a spatially distinct sub-population. Metapopulation systems are characterized by strong dependence through time within a single unit and relatively weak interactions between units, and these properties make block particle filters an effective tool for simulation-based likelihood evaluation. Iterated filtering algorithms can fa…
In this article we introduce two new estimates of the normalizing constant (or marginal likelihood) for partially observed diffusion (POD) processes, with discrete observations. One estimate is biased but non-negative and the other is unbiased but not almost surely non-negative. Our method uses the multilevel particle filter of Jasra et al (2015). We show that, under assumptions, for Euler discretized PODs and a given $\varepsilon>0$. in order to obtain a mean square error (MSE) of $\mathcal{O}(\varepsilon^2)$ one requires a work of $\mathcal{O}(\varepsilon^{-2.5})$ for our new estimates versu…
In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which typically leads to filtering that is subject to discretization bias. The approach in [16] establishes that when only having access to the time-discretized diffusion it is possible to remove the discretization bias with an estimator of finite variance. We improve on the method in [16] by introducing a modified estimator based on the recent work of [17]. We s…
We study controlled filter stability and its effects on the robustness properties of optimal control policies designed for systems with incorrect priors applied to a true system. Filter stability refers to the correction of an incorrectly initialized filter for a partially observed stochastic dynamical system (controlled or control-free) with increasing measurements. This problem has been studied extensively in the control-free context, and except for the standard machinery for linear Gaussian systems involving the Kalman Filter, few studies exist for the controlled setup. One of the main diff…
We present an efficient and practical (polynomial time) algorithm for online prediction in unknown and partially observed linear dynamical systems (LDS) under stochastic noise. When the system parameters are known, the optimal linear predictor is the Kalman filter. However, the performance of existing predictive models is poor in important classes of LDS that are only marginally stable and exhibit long-term forecast memory. We tackle this problem through bounding the generalized Kolmogorov width of the Kalman filter model by spectral methods and conducting tight convex relaxation. We provide a…
