Discussions on Covariance Matrix of Kalman Filter for Power System Harmonic Analysis
Cheng I Chen, Yeong Chin Chen · 2014
Extended Kalman filter is an efficient method for harmonic analysis in power system because of its good noise immunity and ability to track the frequency variation. When the filter reaches steady-state, it becomes less sensitive to variations and begins losing tracking ability. This problem can be improved by setting the suitable noise covariance matrix. This paper discusses the effect on the level of noise covariance matrix.