On the Stochastic Filtering Theory of a Power System Dynamics

抄録

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.