An online recursive algorithm for power system state estimation

An online recursive algorithm for power system state estimation is presented which is based on the use of the Kalman filtering theory. The recursive form of the algorithm is advantageous in two ways: it permits the inversion of smaller-dimensioned matrices, which results in simpler algorithms, and it provides the opportunity to obtain a partially updated estimate in case the computer is heavily loaded in a given period and there is not enough time to perform a single batch processing of the measurement vector as a whole.<<ETX>>