Vassilis Kekatos

Distributed Robust Power System State Estimation

Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is practically infeasible due to the complexity scale of an interconnection, the communication bottleneck in real-time monitoring, regional disclosure policies, and reliability issues. In this context, distributed PSSE methods are treated here under a unified and systematic framework. A novel algorithm is developed based on the alternating direction method of multipliers. It leverages existing PSSE solvers, respects privacy policies, exhibits low communication load, and its convergence to the centralized estimates is guaranteed even in the absence of local observability. Beyond the conventional least-squares based PSSE, the decentralized framework accommodates a robust state estimator. By exploiting interesting links to the compressive sampling advances, the latter jointly estimates the state and identifies corrupted measurements. The novel algorithms are numerically evaluated using the IEEE 14-, 118-bus, and a 4200-bus benchmarks. Simulations demonstrate that the attainable accuracy can be reached within a few inter-area exchanges, while largest residual tests are outperformed.

Monitoring and Optimization for Power Grids: A Signal Processing Perspective

Although the North American power grid has been recognized as the most important engineering achievement of the 20th century, the modern power grid faces major challenges [87]. Increasingly complex interconnections even at the continent size render prevention of the rare yet catastrophic cascade failures a strenuous concern. Environmental incentives require carefully revisiting how electrical power is generated, transmitted, and consumed, with particular emphasis on the integration of renewable energy resources. Pervasive use of digital technology in grid operation demands resiliency against physical and cyberattacks on the power infrastructure. Enhancing grid efficiency without compromising stability and quality in the face of deregulation is imperative. Soliciting consumer participation and exploring new business opportunities facilitated by the intelligent grid infrastructure hold a great economic potential.

Optimal Placement of Phasor Measurement Units via Convex Relaxation

Instrumenting power networks with phasor measurement units (PMUs) facilitates several tasks including optimum power flow, system control, contingency analysis, visualization, and integration of renewable resources, thus enabling situational awareness-one of the key steps toward realizing the smart grid vision. The installation cost of PMUs currently prohibits their deployment on every bus, which in turn motivates their strategic placement across the power grid. As state estimation is at the core of grid monitoring, PMU deployment is optimized here based on estimation-theoretic criteria. Considering both voltage and incident current readings per PMU-instrumented bus and incorporating conventionally derived state estimates under the Bayesian framework, PMU placement is formulated as an optimal experimental design task. To bypass the combinatorial search involved, a convex relaxation is developed to obtain solutions with numerical optimality guarantees. In the tests performed on standard IEEE 14-, 30-, and 118-bus benchmarks, the proposed relaxation approaches and oftentimes attains the optimum PMU placement.

From Sparse Signals to Sparse Residuals for Robust Sensing

One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while specifying the unreliable ones is critical for robust sensing. This sensing task is formulated here as that of finding the maximum number of feasible subsystems of linear equations and proved to be NP-hard. Useful links are established with compressive sampling, which aims at recovering vectors that are sparse. In contrast, the signals here are not sparse, but give rise to sparse residuals. Capitalizing on this form of sparsity, four sensing schemes with complementary strengths are developed. The first scheme is a convex relaxation of the original problem expressed as a second-order cone program (SOCP). It is shown that when the involved sensing matrices are Gaussian and the reliable measurements are sufficiently many, the SOCP can recover the optimal solution with overwhelming probability. The second scheme is obtained by replacing the initial objective function with a concave one. The third and fourth schemes are tailored for noisy sensor data. The noisy case is cast as a combinatorial problem that is subsequently surrogated by a (weighted) SOCP. Interestingly, the derived cost functions fall into the framework of robust multivariate linear regression, while an efficient block-coordinate descent algorithm is developed for their minimization. The robust sensing capabilities of all schemes are verified by simulated tests.

USPACOR: Universal sparsity-controlling outlier rejection

The recent upsurge of research toward compressive sampling and parsimonious signal representations hinges on signals being sparse, either naturally, or, after projecting them on a proper basis. The present paper introduces a neat link between sparsity and a fundamental aspect of statistical inference, namely that of robustness against outliers, even when the signals involved are not sparse. It is argued that controlling sparsity of model residuals leads to statistical learning algorithms that are computationally affordable and universally robust to outlier models. Analysis, comparisons, and corroborating simulations focus on robustifying linear regression, but succinct overview of other areas is provided to highlight universality of the novel framework.

Stochastic Reactive Power Management in Microgrids With Renewables

Distribution microgrids are being challenged by reverse power flows and voltage fluctuations due to renewable generation, demand response, and electric vehicles. Advances in photovoltaic (PV) inverters offer new opportunities for reactive power management provided PV owners have the right investment incentives. In this context, reactive power compensation is considered here as an ancillary service. Accounting for the increasing time-variability of distributed generation and demand, a stochastic reactive power compensation scheme is developed. Given uncertain active power injections, an online reactive control scheme is devised. This scheme is distribution-free and relies solely on power injection data. Reactive injections are updated using the Lagrange multipliers of a second-order cone program. Numerical tests on an industrial 47-bus microgrid and the residential IEEE 123-bus feeder corroborate the reactive power management efficiency of the novel stochastic scheme over its deterministic alternative, as well as its capability to track variations in solar generation and household demand.

Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation

Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the additional requirement of parsimony. This requirement has high interpretative value, but unfortunately cannot be met by least-squares based or kernel regression methods. To this end, compressed sampling (CS) approaches, already successful in linear regression settings, can offer a viable alternative. The viability of CS for sparse Volterra and polynomial models is the core theme of this work. A common sparse regression task is initially posed for the two models. Building on (weighted) Lasso-based schemes, an adaptive RLS-type algorithm is developed for sparse polynomial regressions. The identifiability of polynomial models is critically challenged by dimensionality. However, following the CS principle, when these models are sparse, they could be recovered by far fewer measurements. To quantify the sufficient number of measurements for a given level of sparsity, restricted isometry properties (RIP) are investigated in commonly met polynomial regression settings, generalizing known results for their linear counterparts. The merits of the novel (weighted) adaptive CS algorithms to sparse polynomial modeling are verified through synthetic as well as real data tests for genotype-phenotype analysis.

A square-root adaptive V-BLAST algorithm for fast time-varying MIMO channels

Among the methods that have been proposed for a multiple-input multiple-output (MIMO) receiver, the V-BLAST algorithm provides a good compromise between transmission rate, achievable diversity, and decoding complexity. In this letter, we derive a new adaptive V-BLAST-type equalization scheme for fast time-varying, flat-fading MIMO channels. The proposed equalizer stems from the Cholesky factorization of the MIMO systems output data autocorrelation matrix, and the equalizer filters are updated in time using numerically robust unitary Givens rotations. The new square-root algorithm exhibits identical performance to a recently proposed V-BLAST adaptive algorithm, offering at the same time noticeable reduction in computational complexity. Moreover, as expected due to its square-root form and verified by simulations, the algorithm exhibits particularly favorable numerical behavior.

Grid topology identification using electricity prices

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained economic dispatch problem. Under a linear DC model, locational marginal prices (LMPs) correspond to the Lagrange multipliers of the linear program involved. The interesting observation here is that the matrix of spatiotemporally varying LMPs exhibits the following property: Once premultiplied by the weighted grid Laplacian, it yields a low-rank and sparse matrix. Leveraging this rich structure, a regularized maximum likelihood estimator (MLE) is developed to recover the grid Laplacian from the LMPs. The convex optimization problem formulated includes low rank-and sparsity-promoting regularizers, and it is solved using a scalable algorithm. Numerical tests on prices generated for the IEEE 14-bus benchmark provide encouraging topology recovery results.

Online Censoring for Large-Scale Regressions with Application to Streaming Big Data

On par with data-intensive applications, the sheer size of modern linear regression problems creates an ever-growing demand for efficient solvers. Fortunately, a significant percentage of the data accrued can be omitted while maintaining a certain quality of statistical inference with an affordable computational budget. This work introduces means of identifying and omitting less informative observations in an online and data-adaptive fashion. Given streaming data, the related maximum-likelihood estimator is sequentially found using first- and second-order stochastic approximation algorithms. These schemes are well suited when data are inherently censored or when the aim is to save communication overhead in decentralized learning setups. In a different operational scenario, the task of joint censoring and estimation is put forth to solve large-scale linear regressions in a centralized setup. Novel online algorithms are developed enjoying simple closed-form updates and provable (non)asymptotic convergence guarantees. To attain desired censoring patterns and levels of dimensionality reduction, thresholding rules are investigated too. Numerical tests on real and synthetic datasets corroborate the efficacy of the proposed data-adaptive methods compared to data-agnostic random projection-based alternatives.