Disclosure of Invention
The invention aims to provide a method for estimating the missing value of the data of the sag source containing noise, aiming at the defects.
The invention is realized by adopting the following technical scheme:
a method for estimating a missing value of sag source positioning data containing noise comprises the following steps,
(1) n sag source monitoring buses v1,v2,…,vNData acquisition matrix P of T momentsΩ(S), omega is a binary subscript set for measuring normal nodes, parameters tau and mu are initialized, and maximum iteration times Max are set; n is a natural number different from 0, and the data acquisition matrix is voltage, current, active power and reactive power measurement data; initializing a dual variable tau to 0.2 and a variable mu to 1;
(2) initializing an iteration matrix X0=0,Z0=0,V-1=0,W-10; wherein, X is a measuring matrix and is a row-form structured noise matrix; z is a row-wise structured noise matrix; v and W are matrixes in the step of calculating intermediate iteration respectively, and have no physical significance;
(3) solving the subproblem 1, the solving method is as follows:
FOR k=0to Max
Yk=Vk-1+XPΩ(S-Xk-Zk)
Xk+1=Dπ(Vk)
Wk=Wk-1+ZPΩ(S-Xk+1-Zk)
wherein
k is a natural number;
(4) and according to the result of solving the k-th sub-problem 1, then solving a sub-problem 2, wherein the solving method comprises the following steps:
n is the number of the sag source monitoring buses; max is the maximum operator.
(5) Determining a recovered sag source data matrix XoptAnd the recovered two-sided noise matrix Zopt:
Xopt=XMax+1,Zopt=ZMax+1;
(6) And (3) missing data estimation:
acquiring a moment j of each sag source monitoring node i, wherein i is 1-N, and j is 1-T; if the measurement is not missing, Xrec(i, j) S (i, j), otherwise the estimated value of the missing data is Xrec(i,j)=Xopt(i,j)。
The method steps and internal variables are described in detail below.
N sag source monitoring buses v are arranged in a certain power grid monitoring area1,v2,…,vNN is a natural number different from 0, the invention assumes that any transformer substation only has one monitoring bus, periodically collects the data of the transformer substation sag source monitoring bus, and sets the collection time interval of each round as a moment and the total collection time as T moments; the total sampled data can be represented by matrix X as:
wherein X is a measurement matrix, and X (i, j) represents a bus node viOriginal voltage, current, active power and reactive power measurement data corresponding to a time j, wherein i is 1 to N, and j is 1 to T; however, due to data loss in the measurement acquisition and transmission processes and noise, the power grid dispatching center obtains an incomplete matrix S with a lot of elements lost, and the proportion of the measurement data in the total data volume is called data measurement rate in the invention.
Definition of
Wherein [ N ] is]Where, T is {1, …, N }, and Ω is a subscript index set of the measured data in the measurement matrix (i.e. the aforementioned binary subscript set of the normal measurement nodes), P
Ω(. cndot.) is an orthographic projection operator, which means that S (i, j) is a measure element when (i, j) ∈ Ω, i.e. there are:
due to data errors, there may be two cases when the scheduling center acquires the measured data, that is, the original data X (i, j) and the error data F (i, j) acquired by the substation, where the measured data S (i, j) may be represented as:
the error data F (i, j) can be expressed as the superposition of the original collected data of the substation and the noise value, namely:
F(i,j)=X(i,j)+Z(i,j);
in the formula, Z (i, j) is a noise value, a bus node of the collected error data is referred to as a data fault bus, and the proportion of the data fault bus is referred to as a bus fault rate. In practical applications, some buses are prone to become data failure buses, and data rows corresponding to these nodes in the measurement matrix contain error elements, and for the error problem of such row elements, the measurement matrix may be considered to be contaminated by row-form structured noise, and further may be represented as:
PΩ(S)=PΩ(X+Z),
wherein Z is (Z (i, j))N×TIn the form of a structured noise matrix in the form of rows, in matrix Z, if node viIf an error is collected at time j, Z (i, j) ≠ 0, otherwise Z (i, j) ≠ 0.
The problem of the missing and completion of the noisy measured data is that a measured matrix sent to a dispatching center on a transformer substation is used for reconstructing an original collected data matrix of the transformer substation, the low-rank characteristic of the collected data matrix of the transformer substation is used for modeling the data reconstruction problem into a matrix completion problem, and when the matrix completion problem is solved, in order to effectively smooth the structured noise, L2 and 1 norm regularization items of a noise matrix Z are introduced into a standard matrix completion problem, so that the measured data reconstruction problem containing wrong data is modeled into a structured noise matrix completion model based on L2 and 1 norm regularization, namely:
the method utilizes the low-rank characteristic based on the measured data of the transformer substations to model the missing data estimation problem into L2, 1 optimization problem, and utilizes an operator splitting method to solve the problem, and has the advantages of high solving speed and good convergence due to the adoption of an analytic expression, and can estimate the missing data with higher precision, thereby improving the positioning precision of the sag source.
Detailed Description
The technical solution of the present invention will be described in detail below with reference to the accompanying drawings and specific embodiments.
It should be noted that the variable appearing in the present invention has the same meaning before and after, and will not change due to the appearance in different formulas.
Referring to fig. 1, the method for estimating missing values of data of sag source locations containing noise according to the present invention includes the following steps:
(1) n sag source monitoring buses v1,v2,…,vNData acquisition matrix P of T momentsΩ(S), omega is a binary subscript set for measuring normal nodes, parameters tau and mu are initialized, and maximum iteration times Max are set; n is a natural number different from 0, and the data acquisition matrix is voltage/current/active power/reactive power measurement data; initializing a dual variable tau, mu, wherein in the embodiment, tau is 0.2, and mu is 1;
(2) initializing an iteration matrix X0=0,Z0=0,V-1=0,W-10; wherein, X is a measuring matrix and is a row-form structured noise matrix; z is a row-wise structured noise matrix;
(3) solving the subproblem 1, the solving method is as follows:
FOR k=0to Max
Yk=Vk-1+XPΩ(S-Xk-Zk)
Xk+1=Dπ(Vk)
Wk=Wk-1+ZPΩ(S-Xk+1-Zk)
wherein
k is a natural number;
(4) and according to the result of solving the k-th sub-problem 1, then solving a sub-problem 2, wherein the solving method comprises the following steps:
n is the number of the sag source monitoring buses; max is the maximum operator.
(5) Determining a recovered sag source data matrix XoptAnd the recovered two-sided noise matrix Zopt:
Xopt=XMax+1,Zopt=ZMax+1;
(6) And (3) missing data estimation:
acquiring a moment j of each sag source monitoring node i, wherein i is 1-N, and j is 1-T; if the measurement is not missing, Xrec(i, j) S (i, j), otherwise the estimated value of the missing data is Xrec(i,j)=Xopt(i,j)。
The concrete solving method of the optimization problem of the present invention will be described in detail by examples.
N sag source monitoring buses v are arranged in a certain power grid monitoring area1,v2,…,vNN is a natural number different from 0, the invention assumes that any transformer substation only has one monitoring bus, periodically collects the data of the transformer substation sag source monitoring bus, and sets the collection time interval of each round as a moment and the total collection time as T moments; the total sampled data can be represented by matrix X as:
wherein X is a measurement matrix, and X (i, j) represents a bus node viMeasuring data of original voltage, current, active power and reactive power corresponding to a moment j, wherein i is 1-N, and j is 1-T; however, due to data loss during measurement acquisition and transmission and due to noise, power grid schedulingThe incomplete matrix S with a plurality of lost elements is obtained at the center, and the proportion of the measured data in the total data volume is called data measurement rate in the invention.
Definition of
Wherein [ N ] is]Where, T is {1, …, N }, and Ω is a subscript index set of the measured data in the measurement matrix (i.e. the aforementioned binary subscript set of the normal measurement nodes), P
Ω(. cndot.) is an orthographic projection operator, which means that S (i, j) is a measure element when (i, j) ∈ Ω, i.e. there are:
due to data errors, there may be two situations when the dispatching center acquires the measurement data, where the substation acquires the original data X (i, j) and the error data F (i, j), and the measurement data S (i, j) may be represented as:
the error data F (i, j) may represent the superposition of the original collected data and the noise value for the substation, i.e.:
F(i,j)=X(i,j)+Z(i,j);
in the formula, Z (i, j) is a noise value, bus nodes of the collected error data are referred to as data failure buses, and a proportion occupied by the data failure buses is referred to as a bus failure rate, in practical applications, some buses are easy to become data failure buses, and data rows corresponding to the nodes in the measurement matrix contain error elements, and regarding error problems of the row elements, the measurement matrix can be considered to be polluted by row-form structured noise, and further, the measurement matrix can be represented as:
PΩ(S)=PΩ(X+Z),
wherein Z is (Z (i, j))N×TIn the form of a structured noise matrix in the form of rows, in matrix Z, if node viIn the case where error data is collected at time j, Z (i, j) ≠ 0Otherwise, Z (i, j) is 0.
The problem of the missing and completion of the noisy measured data is that a measured matrix sent to a dispatching center on a transformer substation is used for reconstructing an original collected data matrix of the transformer substation, the low-rank characteristic of the collected data matrix of the transformer substation is used for modeling the data reconstruction problem into a matrix completion problem, and when the matrix completion problem is solved, in order to effectively smooth the structured noise, L2 and 1 norm regularization items of a noise matrix Z are introduced into a standard matrix completion problem, so that the measured data reconstruction problem containing wrong data is modeled into a structured noise matrix completion model based on L2 and 1 norm regularization, namely:
to solve the optimization problem of the above formula (1), the following definitions are first given:
hypothesis matrix
Is decomposed into X ═ U ∑ V
τ;
Wherein Σ ═ diag { σ }i|1≤i≤min(n1,n2)},
And is
(ii) a Then there is a definition as follows,
(1) matrix array
F norm of
(2) Matrix array
Nuclear norm of
(3) Matrix array
L2, 1 norm of
(4) For any purpose
If the corresponding singular value threshold operator is D
γ(X)=US
γ(Σ)V
T;
Wherein Sγ(Σ)=diag{max(0,σi-γ)|i=1,2,…,min(n1,n2)}。
Then, the above equation (1) is relaxed as an unconstrained optimization problem:
then, equation (2) is transformed to solve 2 sub-problems, namely:
subproblem 1
Wherein
Is a sub-differential
Is measured in the direction of the first sub-gradient,<·,·>representing the inner product operation of the matrix.
Subproblem 2
Wherein
Is a sub-differential
A sub-gradient of (a).
Then, solving the subproblem 1;
in sub-problem 1, let
Iteratively generating the sequence according to equation (3) converges to the unique solution, i.e.
And should be provided with
Let Vk=Vk-1+XPΩ(S-Xk-Zk) Then equation (3) can be simplified as:
from the soft threshold correlation property, it can be seen that for any τ, μ > 0,
therefore, sub-problem 1 can be solved iteratively as follows (5)
Then, solving a subproblem 2;
similar to the solving process of sub-problem 1, we can obtain:
in the formula:
taking parameters
Z=1;
Let Wk=Wk-1+ZPΩ(S-Xk+1-Zk) And then:
from L2, the soft threshold correlation property corresponding to 1 norm can be known for any arbitrary
There is a global minimum point
Wherein X is
(i)Represents the ith row, | | of matrix X
2Representing the vector 2 norm, from this property, we know that Z in sub-problem 2 is updated as follows:
the iterative solution method for sub-problem 2 is therefore as follows:
then, based on the solving method of the subproblems 1 and 2, after parameters such as the maximum iteration times of the algorithm are determined, the optimal solution of the estimation of the sag source missing data, namely the recovered sag source data matrix X, can be obtainedoptAnd the recovered two-sided noise matrix ZoptUsing matrix XoptAnd ZoptTransformer substation acquisition matrix X can be rebuiltrecThe specific method comprises the following two steps:
(1) with recovered data matrix XoptCorresponding element X in (1)opt(i, j) to fill in missing elements in the measurement matrix', i.e. to reconstruct the substation acquisition matrix XrecSatisfies the following conditions:
(2) by the recovered noise matrix ZoptIdentification of data-failed bus at ZoptThe buses corresponding to the rows containing the non-zero elements are fault buses, the buses corresponding to the rows with all the elements of 0 are normal sensor nodes, and after the bus faults are identified, the reconstructed substation acquisition matrix X can be usedrecRecovery data matrix X for rows containing erroneous dataoptThe corresponding row replacement in (1), namely:
in the formula
And
respectively represent matrix X
recAnd X
optThe ith row of data.