Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
ISSN-L : 1342-5668
On the Stochastic Filtering Theory of a Power System Dynamics
Ravish H. HirparaShambhu N. Sharma
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2016 Volume 29 Issue 1 Pages 9-17


This paper revisits the Markovian state vector of a Single Machine Infinite Bus (SMIB) system in non-linear filtering framework. In power system dynamics, the non-linear stochastic swing equation was the subject of investigations in the Fokker-Planck setting. The Fokker-Planck setting accounts for the process noise correction term and ignores the observation noise correction term to analyse stochastic systems. In contrast to the Fokker-Planck setting, this paper introduces the notion of the `Kushner-Stratonovich setting’', which accounts for the process noise as well as observation noise correction terms in the conditional moment evolution equation. The Kushner-Stratonovich setting is the cornerstone formalism of non-linear filtering problems of stochastic control systems.

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© 2016 The Institute of Systems, Control and Information Engineers
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