A sensitivity analysis method to compute the residual covariance matrix Articles uri icon

publication date

  • May 2011

start page

  • 1071

end page

  • 1078


  • 5


  • 81

International Standard Serial Number (ISSN)

  • 0378-7796

Electronic International Standard Serial Number (EISSN)

  • 1873-2046


  • In state estimation, the covariance matrix of residuals is used to compute the normalized residuals and to detect erroneous measurements. This paper describes a method based on sensitivity analysis that allows computing the residual covariance matrix. The proposed method is estimator-independent, i.e., it is suitable for most solution approaches based on mathematical programming procedures. Several case studies illustrate the technique proposed. Relevant conclusions are finally drawn.


  • Statistics


  • power system state estimation; residual covariance matrix; sensitivity analysis