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.